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Information diffusion and momentum in laboratory markets
Lin, Shengle - In: The journal of behavioral finance : a publication of … 16 (2015) 4, pp. 357-372
Persistent link: https://www.econbiz.de/10011566156
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Sellt he rumour, buy the fact?
Marshall, Ben R.; Visaltanachoti, Nuttawat; Cooper, … - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 237-249
Persistent link: https://www.econbiz.de/10010342391
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Speed of information diffusion within fund families
Cici, Gjergji; Jaspersen, Stefan; Kempf, Alexander - 2015 - This Draft: July 2015
We document that the speed of information dissemination within mutual fund families positively affects the performance of member funds. This suggests that the resulting benefits of higher information precision far outweigh free-riding costs associated with fast internal dissemination. The...
Persistent link: https://www.econbiz.de/10011296785
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Investor Network : Implications for Information Diffusion and Asset Prices
San-Lin, Chung - 2018
centralization in investor networks. Consistent with the theory of investor information networks, we find that central investors …
Persistent link: https://www.econbiz.de/10012936661
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Speed of Information Diffusion within Fund Families
Cici, Gjergji - 2016
We document that the speed of information dissemination within mutual fund families positively affects the performance of member funds. This suggests that the resulting benefits of higher information precision far outweigh free-riding costs associated with fast internal dissemination. The...
Persistent link: https://www.econbiz.de/10013005251
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Speed of information diffusion within fund families
Jaspersen, Stefan - In: Information advantages in the mutual fund industry : …, (pp. 84-122). 2017
Persistent link: https://www.econbiz.de/10011887135
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Speed of information diffusion within fund families
Cici, Gjergji; Jaspersen, Stefan; Kempf, Alexander - In: Review of asset pricing studies 7 (2017) 1, pp. 144-170
Persistent link: https://www.econbiz.de/10011734556
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Speed of Information Diffusion within Fund Families
Cici, Gjergji - 2016
We document that speed of information dissemination within mutual fund families positively affects fund performance. This suggests that the resultant benefits of higher information precision far outweigh free-riding costs associated with fast internal dissemination. The performance effect is...
Persistent link: https://www.econbiz.de/10012983000
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An information diffusion model for momentum effect based on investor wealth
Yang, Haijun; Ge, Hengshun; Gao, Xinpeng - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 44 (2024) 3, pp. 484-517
Persistent link: https://www.econbiz.de/10014475505