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Market Reaction to Corporate Press Releases
16 references·16 citing·43 second hopsampled
Market Reaction to Corporate Press Releases (2013)Market Reaction to Corporate Press Releas…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…New Evidence and Perspectives on Mergers (2001)New Evidence and Perspectives…Capital markets research in accounting (2001)Capital markets research in a…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)The Modern Industrial Revolut…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The Capital Structure Puzzle (1984)The Capital Structure PuzzleThe Capital Structure Puzzle (1984)The Capital Structure PuzzleCorporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Principles of Corporate Finance. (1981)Principles of Corporate Finan…Responsible dissemination of health and medical research: some guidance points (2022)Responsible dissemination of …The Use of Strategic Noise in Reactive Impression Management: How Do Market Reactions Matter? (2021)The Use of Strategic Noise in…To Advocate or Not to Advocate: Determinants and Financial Consequences of CEO Activism (2020)To Advocate or Not to Advocat…The Role of Private Disclosures in Markets with Weak Institutions: Evidence from Market Liberalization in China (2020)The Role of Private Disclosur…News and Idiosyncratic Volatility: The Public Information Processing Hypothesis* (2020)News and Idiosyncratic Volati…Global investigation on the country-level idiosyncratic volatility and its determinants (2019)Global investigation on the c…DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY‐SPECIFIC TWEETS? (2019)DO INVESTORS CARE ABOUT PRESI…Investor Reaction to Financial Disclosures across Topics: An Application of Latent Dirichlet Allocation* (2018)Investor Reaction to Financia…Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic (2016)Limit order books and liquidi…Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation (2016)Analysis of How Underlying To…The Role of Media in Finance (2015)The Role of Media in FinanceMedia-expressed negative tone and firm-level stock returns (2015)Media-expressed negative tone…How Does the Stock Market Absorb Shocks? (2015)How Does the Stock Market Abs…Strategic News Releases in Equity Vesting Months (2014)Strategic News Releases in Eq…Information Transmission in Finance (2014)Information Transmission in F…Enforcement and disclosure under regulation fair disclosure: an empirical analysis (2011)Enforcement and disclosure un…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Does the Stock Market Overreact? (1985)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)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Theory of Capital Structure (1991)What Do We Know about Capital Structure? Some Evidence from International Data (1995)The theory and practice of corporate finance: evidence from the field (2001)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Performance Pay and Top-Management Incentives (1990)Agency costs of free cash flow, corporate finance, and takeovers (1996)Higher market valuation of companies with a small board of directors (1996)A Survey of Corporate Governance (1997)Corporate governance, chief executive officer compensation, and firm performance (1999)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Determinants of corporate borrowing (1977)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Noise Trader Risk in Financial Markets (1990)
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References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1993The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems8,544 cited
  • 1984The Capital Structure Puzzle7,520 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 1981Principles of Corporate Finance.3,634 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1984The Capital Structure Puzzle3,151 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2001New Evidence and Perspectives on Mergers

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2,803 cited
  • 2001Capital markets research in accounting2,575 cited
  • Cited by

    • 2015How Does the Stock Market Absorb Shocks?120 cited
    • 2014Information Transmission in Finance116 cited
    • 2015Media-expressed negative tone and firm-level stock returns108 cited
    • 2020The Role of Private Disclosures in Markets with Weak Institutions: Evidence from Market Liberalization in China92 cited
    • 2020To Advocate or Not to Advocate: Determinants and Financial Consequences of CEO Activism62 cited
    • 2015The Role of Media in Finance59 cited
    • 2016Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation54 cited
    • 2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY‐SPECIFIC TWEETS?46 cited
    • 2021The Use of Strategic Noise in Reactive Impression Management: How Do Market Reactions Matter?45 cited
    • 2018Investor Reaction to Financial Disclosures across Topics: An Application of Latent Dirichlet Allocation*43 cited
    • 2014Strategic News Releases in Equity Vesting Months41 cited
    • 2020News and Idiosyncratic Volatility: The Public Information Processing Hypothesis*32 cited
    • 2022Responsible dissemination of health and medical research: some guidance points29 cited
    • 2016Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic27 cited
    • 2019Global investigation on the country-level idiosyncratic volatility and its determinants25 cited
    • 2011Enforcement and disclosure under regulation fair disclosure: an empirical analysis24 cited