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Essays in financial economics
Savor, Pavel - 2006
Persistent link: https://www.econbiz.de/10003965701
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Stock returns after major price shocks : the impact of information
Savor, Pavel - In: Journal of financial economics 106 (2012) 3, pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
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Stock returns after major price shocks : the impact of information
Savor, Pavel - 2011 - This version: November 2011
Persistent link: https://www.econbiz.de/10009355203
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Correlated information consumption and comovement in the stock market
Tan, Selin Duz - In: Borsa Istanbul Review 22 (2022) 4, pp. 812-827
This study shows how correlated information consumption (CIC) of retail investors relates to comovement in stock market outcomes. We construct clusters of stocks with CIC by employing network analysis on Google co-search data. We predict significant comovement in returns and liquidity of stocks...
Persistent link: https://www.econbiz.de/10013334839
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Momentum, information, and herding
Lin, Zhilu; Wu, Wentao; Zhang, Haoran - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 219-237
Persistent link: https://www.econbiz.de/10013547912
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Short-sales constraints and stock return asymmetry : evidence from the Chinese stock markets
Hueng, C. James - In: Applied financial economics 16 (2006) 10, pp. 707-716
Persistent link: https://www.econbiz.de/10003334984
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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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Does information vault Niagara Falls? : cross-listed trading in New York and Toronto
Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199
Persistent link: https://www.econbiz.de/10009615724
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Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert - In: European financial management : the journal of the … 2 (1996) 3, pp. 273-297
Persistent link: https://www.econbiz.de/10001210190
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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10001231021