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Investor attention and information diffusion from analyst coverage
16 references·1 citing·37 second hop
Investor attention and information diffusion from analyst coverage (2014)Investor attention and information diffus…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Investor Inattention and Friday Earnings Announcements (2009)Investor Inattention and Frid…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Learning to Be Overconfident (2001)Learning to Be OverconfidentInvestor Psychology and Asset Pricing (2001)Investor Psychology and Asset…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Stock return variances (1986)Stock return variancesRisk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Cognitive Processes in Animal Behavior (1979)Cognitive Processes in Animal…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Investor attention factors and stock returns: Evidence from China (2021)Investor attention factors an…Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Using daily stock returns (1985)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Cross‐Section of Volatility and Expected Returns (2006)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 1986Stock return variances1,813 cited
  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • 2001Learning to Be Overconfident1,664 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited

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  • 1979Cognitive Processes in Animal Behavior1,595 cited
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    • 2021Investor attention factors and stock returns: Evidence from China29 cited