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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

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

When large traders create noise

Glebkin, Sergei; Kuong, John Chi-Fong - In: Journal of financial economics 150 (2023) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10014462587

Overconfidence and correlated information structures

Park, Junghum - 2023

Persistent link: https://www.econbiz.de/10014371787

Why some investors avoid accounting information : identifying a psychological cost of information acquisition using the securities-based crowdfunding setting

Cade, Nicole L.; Garavaglia, Shannon M.; Hoffman, Vicky B. - In: The accounting review : a publication of the American … 98 (2023) 7, pp. 97-120

Persistent link: https://www.econbiz.de/10014431536

Informational price cascades and non-aggregation of asymmetric information in experimental asset markets

Shachat, Jason M.; Srinivasan, Anand - In: The journal of behavioral finance : a publication of … 23 (2022) 4, pp. 388-407

Persistent link: https://www.econbiz.de/10013483099

Information Percolation, Momentum and Reversal

Andrei, Daniel; Cujean, Julien - 2017

We propose a joint theory of time-series momentum and reversal based on a rational-expectations model. We show that a …

Persistent link: https://www.econbiz.de/10014189688

Disagreement, information quality and asset prices

Xiouros, Costas; Zapatero, Fernando - In: Journal of financial economics 153 (2024), pp. 1-30

Persistent link: https://www.econbiz.de/10015072054

The short-termism trap : catering to informed investors with limited horizons

Dow, James; Han, Jungsuk; Sangiorgi, Francesco - In: Journal of financial economics 159 (2024), pp. 1-34

Persistent link: https://www.econbiz.de/10015072580

Production complementarity and information transmission across industries

Lee, Charles M. C.; Shi, Terrence Tianshuo; Sun, … - In: Journal of financial economics 155 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015072214