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Lazy Prices
16 references·1 citing·51 second hop
Lazy Prices (2018)Lazy PricesThe evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation (2017)The evolution of 10-K textual…It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)It Depends on Where You Searc…Textual Analysis in Accounting and Finance: A Survey (2016)Textual Analysis in Accountin…Textual Analysis of Corporate Disclosures: A Survey of the Literature (2011)Textual Analysis of Corporate…All the News That's Fit to Reprint: Do Investors React to Stale Information? (2011)All the News That's Fit to Re…The Information Content of IPO Prospectuses (2010)The Information Content of IP…Management's Tone Change, Post Earnings Announcement Drift and Accruals (2009)Management's Tone Change, Pos…Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Costly Information Processing: Evidence from Earnings Announcements (2008)Costly Information Processing…Annual report readability, current earnings, and earnings persistence (2008)Annual report readability, cu…Do Stock Market Investors Understand the Risk Sentiment of Corporate Annual Reports? (2006)Do Stock Market Investors Und…Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts (2006)Comparing the Post-Earnings A…Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools (2005)Selection on Observed and Uno…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Information and Competitive Price Systems (1976)Information and Competitive P…The Information Content of 10-K Narratives: Comparing MD&A and Footnotes Disclosures (2016)The Information Content of 10…The General Theory of Employment, Interest and Money. 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Textual Analysis, Dictionaries, and 10‐Ks (2011)Uniting the Tribes: Using Text for Marketing Insight (2019)Climate Change News Risk and Corporate Bond Returns (2020)Deep learning for financial applications : A survey (2020)Positive Accounting Theory (1985)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The market pricing of accruals quality (2005)How does financial reporting quality relate to investment efficiency? (2009)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)The Principles of Psychology (1891)The Framing of Decisions and the Psychology of Choice (1981)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Inattention and Friday Earnings Announcements (2009)Innovative efficiency and stock returns (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Have Financial Statements Lost Their Relevance? (1999)The Boundaries of Financial Reporting and How to Extend Them (1999)Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach (2017)The real effects of mandated information on social responsibility in financial reports: Evidence from mine-safety records (2017)Mandatory CSR and sustainability reporting: economic analysis and literature review (2021)The Cross-Section of Expected Stock Returns (1992)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)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Disclosure level and the cost of equity capital. (1997)Mine Your Own Business: Market-Structure Surveillance Through Text Mining (2012)Manager sentiment and stock returns (2018)An Empirical Evaluation of Accounting Income Numbers (1968)Biases in Dynamic Models with Fixed Effects (1981)Investor Attention and Stock Returns (2018)Lazy Prices (2020)Cybersecurity Risk (2022)Editor's Choice Digesting Anomalies: An Investment ApproachInvestor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)
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References

  • 2005Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools3,676 cited
  • 2008Annual report readability, current earnings, and earnings persistence2,850 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2016Textual Analysis in Accounting and Finance: A Survey2,279 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 1976Information and Competitive Price Systems921 cited
  • 2017The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation840 cited
  • 2017It Depends on Where You Search: Institutional Investor Attention and Underreaction to News716 cited
  • 2009Management's Tone Change, Post Earnings Announcement Drift and Accruals712 cited
  • 2006Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts681 cited
  • 2011All the News That's Fit to Reprint: Do Investors React to Stale Information?678 cited
  • 2011Textual Analysis of Corporate Disclosures: A Survey of the Literature605 cited
  • 2010The Information Content of IPO Prospectuses600 cited

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  • 2008Costly Information Processing: Evidence from Earnings Announcements328 cited
  • 2006Do Stock Market Investors Understand the Risk Sentiment of Corporate Annual Reports?301 cited
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    • 2016The Information Content of 10-K Narratives: Comparing MD&A and Footnotes Disclosures19 cited