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Industry information and the 52-week high effect

Hong, Xin; Jordan, Bradford D.; Liu, Mark H. - In: Pacific-Basin finance journal 32 (2015), pp. 111-130

Persistent link: https://www.econbiz.de/10011471558

Aproximación al mercado de la información en España. Proveedores y editores de noticias

Baiget, Tomàs; Olea, Isabel - Volkswirtschaftliche Fakultät, … - 2010

It is very difficult to quantify the value of information in general because its value is relative depending on the circumstances of its production, distribution and consumption. The only clear measure for everybody, and the one that is of interest for a country's economy, is the amount of money...

Persistent link: https://www.econbiz.de/10011111218

Do short sellers exploit industry information?

Huszár, Zsuzsa R.; Tan, Ruth Seow-kuan; Zhang, Weina - In: Journal of empirical finance 41 (2017), pp. 118-139

Persistent link: https://www.econbiz.de/10011746965

The big picture : the industry effect of short interest

Chung, Chune Young; Liu, Chang; Wang, Kainan - In: International review of financial analysis 76 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012804694

Idiosyncratic information and the cost of equity capital : a meta-analytic review of the literature

Schreder, Max - In: Journal of accounting literature : the official journal … 41 (2018), pp. 142-172

Persistent link: https://www.econbiz.de/10012030539

Financialization, idiosyncratic information and commodity co-movements

Ma, Yan-Ran; Ji, Qiang; Wu, Fei; Pan, Jiaofeng - In: Energy economics 94 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012649527

Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets : a novel network topology approach

Zhang, Xu; Yang, Xian; Li, Jianping; Hao, Jun - In: The journal of futures markets 43 (2023) 6, pp. 705-733

Persistent link: https://www.econbiz.de/10014293217

Mark to target information : idiosyncratic forward-looking information and its use to define primary ESG indicators

Giacomelli, Andrea - 2022

Persistent link: https://www.econbiz.de/10013401891

Hierarchical information and the rate of information diffusion

Xue, Yi; Gençay, Ramazan - In: Journal of Economic Dynamics and Control 36 (2012) 9, pp. 1372-1401

The rate of information diffusion and, consequently, price discovery are conditional not only upon the design of the market microstructure but also the informational structure. This paper presents a market microstructure model showing that an increasing number of information hierarchies among...

Persistent link: https://www.econbiz.de/10010599359

Forecast Accuracy Uncertainty and Momentum

Han, Bing; Hong, Dong; Warachka, Mitch - In: Management Science 55 (2009) 6, pp. 1035-1046

We demonstrate that stock price momentum and earnings momentum can result from uncertainty surrounding the accuracy of … errors. Momentum arises from the investor gradually learning about the relative accuracy of the information sources and … updating their weights. Empirical tests validate the model's prediction of stronger momentum in stocks with large information …

Persistent link: https://www.econbiz.de/10009204338

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