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Affiliated block shareholders and analyst optimism

Li, Shi; Wu, Chaopeng; Yang, Shijie - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15

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Media coverage and the cross-section of stock returns

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Does media coverage of stocks affect mutual funds' trading and performance?

Fang, Lily Hua; Peress, Joël; Lu, Zheng - In: The review of financial studies 27 (2014) 12, pp. 3441-3466

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Does Media Coverage of Stocks Affect Mutual Funds’ Trading and Performance?

Fang, Lily H. - 2014

We study the relation between mutual fund trades and mass media coverage of stocks. We find that funds exhibit persistent differences in their propensity to buy media-covered stocks. Moreover, this propensity is negatively related to their future performance. Funds in the highest propensity...

Persistent link: https://www.econbiz.de/10013070188

The underlying return-generating factors for REIT returns : an application of independent component analysis

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The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy

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Stock index return forecasting : the information of the constituents

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In search of winning mutual funds in the Chinese stock market

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Currency carry trade : the decline in performance after the 2008 Global Financial Crisis

Fan, Zhenzhen; Paseka, Alexander; Qi, Zhen; Zhang, Qi - In: Journal of international financial markets, … 76 (2022), pp. 1-16

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