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When it pays to ignore : focusing on top news and their sentiment
Uhl, Matthias; Novacek, Milos - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 461-479
Persistent link: https://www.econbiz.de/10012649947
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Investor attention, psychological anchors, and stock return predictability
Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
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Investors' reactions to analysts' forecast revisions and information uncertainty : evidence of stock price drift
Hou, Tony Chieh-tse; Hung, Weifeng; Gao, Simon S. - In: Journal of accounting, auditing & finance 29 (2014) 3, pp. 238-259
Persistent link: https://www.econbiz.de/10010383843
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Does uncertainty boost overconfidence? : the case of financial analysts' forecasts
Bessière, Véronique; Elkemali, Taoufik - In: Managerial finance 40 (2014) 3, pp. 300-324
Persistent link: https://www.econbiz.de/10010256727
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Trading volume and investor disagreement around management forecast disclosures
Cho, Myojung; Kwon, Soo Young - In: Journal of accounting, auditing & finance 29 (2014) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10010253924
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Changes in earnings-price ratios and excess returns : a case of investor over-reaction
Bartholdy, Jan - In: International review of financial analysis 7 (1998) 3, pp. 237-252
Persistent link: https://www.econbiz.de/10001356602
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Sentiment Derived from News Predicts EURUSD Movements
Hafez, Peter - 2013
In this research, we investigate how EURUSD reacts to short and long term changes in macro sentiment between the U.S. and the Eurozone. Sentiment is measured by assigning scores to macroeconomic and geopolitical events reported in the news. Overall, we find evidence that the EURUSD overreacts to...
Persistent link: https://www.econbiz.de/10013074247
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News Content, Investor Misreaction, and Stock Return Predictability
Hadzic, Muris - 2015
Using a large dataset of news releases, we study instances of investors' mistaken reaction, or misreaction, to news. We define misreaction as stock prices moving in the direction opposite to the news when it is released. We find that news tone predicts returns in the cross-section only upon the...
Persistent link: https://www.econbiz.de/10013016562
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Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns
Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: The European journal of finance 27 (2021) 8, pp. 774-795
Persistent link: https://www.econbiz.de/10012516133
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Predictability of analyst earnings forecast errors and institutional and individual investors' reactions to earnings news
Bhattacharya, Nilabhra; Olsson, Per; Park, Hyungshin - In: Journal of accounting, auditing & finance : JAAF 36 (2021) 4, pp. 826-853
Persistent link: https://www.econbiz.de/10012661995