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The term "sleeping beauty" (SB) is often used to describe an article that goes relatively uncited for a lot of years, and then suddenly gets noticed and the citations grow dramatically. In this article we use the three-parameter and delayed index methods to identify the twenty SBs in Finance, in...
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This study uncovers a unique dividend-tax arbitrage strategy that provides high-bracket investors the opportunity to circumvent taxation on dividend income. As the first comprehensive analysis, we examine diverse investor types, implementation techniques, and implications on stock prices....
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We present a unique approach to investigate how factors of funding liquidity and market liquidity in news stories can influence housing price. By text mining, we are able to identify factors of funding liquidity and market liquidity in news. This paper provides evidence on the interaction...
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