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Does the Media Help or Hurt Retail Investors During the IPO Quiet Period?
16 references·16 citing·45 second hopsampled
Does the Media Help or Hurt Retail Investors During the IPO Quiet Period? (2018)Does the Media Help or Hurt Retail Invest…Tracking Retail Investor Activity (2017)Tracking Retail Investor Acti…The Causal Impact of Media in Financial Markets (2011)The Causal Impact of Media in…In Search of Attention (2011)In Search of AttentionThe Role of the Business Press as an Information Intermediary (2009)The Role of the Business Pres…Do Retail Trades Move Markets? (2008)Do Retail Trades Move Markets?All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Why Has IPO Underpricing Changed over Time? (2005)Why Has IPO Underpricing Chan…All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)All that Glitters: The Effect…A Tale of Two Time Scales (2005)A Tale of Two Time ScalesWhy Has IPO Underpricing Changed Over Time (2004)Why Has IPO Underpricing Chan…A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)A Tale of Two Time Scales: De…Why Has IPO Underpricing Changed Over Time? (2002)Why Has IPO Underpricing Chan…Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Information asymmetry, corpor…Information Asymmetry, Corporate Disclosure and the Capital Markets: A Review of the Empirical Disclosure Literature (2001)Information Asymmetry, Corpor…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Retail investors and ESG news (2024)Retail investors and ESG newsWhen can the market identify old news? (2023)When can the market identify …The Irrelevance of Environmental, Social, and Governance Disclosure to Retail Investors (2023)The Irrelevance of Environmen…Not just for investors: The role of earnings announcements in guiding job seekers (2023)Not just for investors: The r…Creating visibility: voluntary disclosure by private firms pursuing an initial public offering (2023)Creating visibility: voluntar…Are SPAC Revenue Forecasts Informative? (2023)Are SPAC Revenue Forecasts In…Social Media and Financial News Manipulation (2022)Social Media and Financial Ne…Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis (2022)Foundations and research clus…Earnings Virality (2022)Earnings ViralityCorporate climate risk and stock market reaction to performance briefings in China (2022)Corporate climate risk and st…Political Bias in the Media's Coverage of Firms' Earnings Announcements (2021)Political Bias in the Media's…Investor awareness or information asymmetry? Wikipedia and IPO underpricing (2021)Investor awareness or informa…The Irrelevance of ESG Disclosure to Retail Investors (2020)The Irrelevance of ESG Disclo…Do IPO Firms Misclassify Expenses? Implications for IPO Price Formation and Post-IPO Stock Performance (2020)Do IPO Firms Misclassify Expe…The role of the business press in the pricing of analysts’ recommendation revisions (2019)The role of the business pres…Fake News: Evidence from Financial Markets (2018)Fake News: Evidence from Fina…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The role of information and financial reporting in corporate governance and debt contracting (2010)The effect of institutional ownership on firm transparency and information production (2015)Disclosure processing costs, investors’ information choice, and equity market outcomes: A review (2020)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Individual Investor Trading and Stock Returns (2008)It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Realized Variance and Market Microstructure Noise (2006)Brownian Motion and Stochastic Calculus (2007)Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise (2008)The Econometrics of Financial Markets (2012)The Distribution of Realized Exchange Rate Volatility (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics (2007)Tails, Fears, and Risk Premia (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Investor Psychology and Asset Pricing (2001)The "Hot Issue" Market of 1980 (1984)Initial Public Offerings and Underwriter Reputation (1990)A Review of IPO Activity, Pricing, and Allocations (2002)Which Shorts Are Informed? (2007)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Corruption culture and corporate misconduct (2016)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)The economic implications of corporate financial reporting (2005)Revisiting the relation between environmental performance and environmental disclosure: An empirical analysis (2007)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
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References

  • 2001Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature7,391 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2011In Search of Attention3,088 cited
  • 2001Information Asymmetry, Corporate Disclosure and the Capital Markets: A Review of the Empirical Disclosure Literature2,097 cited
  • 2004Why Has IPO Underpricing Changed Over Time1,630 cited
  • 2003A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data1,373 cited
  • 2005A Tale of Two Time Scales1,312 cited
  • 2005All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors1,140 cited
  • 2011The Causal Impact of Media in Financial Markets1,125 cited
  • 2009The Role of the Business Press as an Information Intermediary1,116 cited
  • 2005Why Has IPO Underpricing Changed over Time?931 cited
  • 2008Do Retail Trades Move Markets?903 cited
  • 2002

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Why Has IPO Underpricing Changed Over Time?
692 cited
  • 2017Tracking Retail Investor Activity602 cited
  • Cited by

    • 2023The Irrelevance of Environmental, Social, and Governance Disclosure to Retail Investors127 cited
    • 2018Fake News: Evidence from Financial Markets114 cited
    • 2024Retail investors and ESG news108 cited
    • 2022Social Media and Financial News Manipulation96 cited
    • 2022Corporate climate risk and stock market reaction to performance briefings in China67 cited
    • 2020The Irrelevance of ESG Disclosure to Retail Investors62 cited
    • 2022Earnings Virality57 cited
    • 2023When can the market identify old news?53 cited
    • 2023Not just for investors: The role of earnings announcements in guiding job seekers47 cited
    • 2021Political Bias in the Media's Coverage of Firms' Earnings Announcements46 cited
    • 2020Do IPO Firms Misclassify Expenses? Implications for IPO Price Formation and Post-IPO Stock Performance43 cited
    • 2022Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis43 cited
    • 2023Are SPAC Revenue Forecasts Informative?39 cited
    • 2021Investor awareness or information asymmetry? Wikipedia and IPO underpricing38 cited
    • 2019The role of the business press in the pricing of analysts’ recommendation revisions36 cited
    • 2023Creating visibility: voluntary disclosure by private firms pursuing an initial public offering27 cited