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International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
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International economic policy uncertainty and stock prices revisited : multiple and partial wavelet approach
Das, Debojyoti; Kumar, Surya Bhushan - In: Economics letters 164 (2018), pp. 100-108
Persistent link: https://www.econbiz.de/10011939960
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Measuring stock market uncertainty
Dakey, Prasad Teja - In: Theoretical and applied economics : GAER review 30 (2023) 2/635, pp. 199-162
Persistent link: https://www.econbiz.de/10014485211
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Informed trading, information uncertainty, and price momentum
Chen, Yifan; Zhao, Huainan - In: Journal of banking & finance 36 (2012) 7, pp. 2095-2109
Persistent link: https://www.econbiz.de/10009629656
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Security analysis and trading patterns when some investors receive information before others
Hirshleifer, David - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1665-1698
Persistent link: https://www.econbiz.de/10001175168
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Information Risk and Momentum Anomalies
Hwang, Chuan-Yang - 2011
when the markets offer high returns. ECINF is not only a priced risk factor, but the most significant factor in our asset … pricing tests, which suggests that ignoring the risk of information asymmetry may give rise to false discoveries of anomalies …. As a case in point, we show that momentum anomalies disappear once we control for the risk of information asymmetry. This …
Persistent link: https://www.econbiz.de/10013132841
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Behaviour of Informed and Uninformed Investors : Ex-Ante Uncertainty vs. Signalling Theory
Fijalkowska, Dominika - 2015
In this paper, we investigate the stock price behaviour of newly listed companies on the stock exchange market with an extremely high level of information asymmetry. We show a unique mechanism of how informed investors influence the stock prices before entering the market to consume abnormal...
Persistent link: https://www.econbiz.de/10013010903
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Momentum and Information Uncertainty
Pettersson, John - 2014
This study shows that uncertainty about information does not strengthen momentum. If the behavioral models hold, and if uncertainty about information causes high-volatility momentum strategies to outperform low-volatility strategies, then this relation must hold on a relative level. Momentum...
Persistent link: https://www.econbiz.de/10013044682
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Firm-specific information and systemic risk
Clements, Adam; Liao, Yin - In: Economic modelling 90 (2020), pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
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Investor information gathering and the resolution of uncertainty
Neilson, Jed J. - In: Journal of accounting & economics 74 (2022) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10013448612