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Shareholder Coordination, Information Diffusion and Stock Returns

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  • Christos Pantzalis
  • Bin Wang

Abstract

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Suggested Citation

  • Christos Pantzalis & Bin Wang, 2017. "Shareholder Coordination, Information Diffusion and Stock Returns," The Financial Review, Eastern Finance Association, vol. 52(4), pages 563-595, November.
    • Handle: RePEc:bla:finrev:v:52:y:2017:i:4:p:563-595
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    File URL: http://hdl.handle.net/10.1111/fire.2017.52.issue-4
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    Cited by:

    1. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    2. Li, Jie & Wang, Lidan & Zhou, Zhong-Qiang & Zhang, Yongjie, 2021. "Monitoring or tunneling? Information interaction among large shareholders and the crash risk of the stock price," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    3. Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024. "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 13622-13653, September.
    4. repec:grz:wpsses:2020-04 is not listed on IDEAS
    5. Ani Manakyan Mathers & Bin Wang & Xiaohong (Sara) Wang, 2020. "Shareholder coordination and corporate innovation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(5-6), pages 730-759, May.
    6. Chen, Zhang-HangJian & Wu, Wang-Long & Li, Sai-Ping & Bao, Kun & Koedijk, Kees G., 2024. "Social media information diffusion and excess stock returns co-movement," International Review of Financial Analysis, Elsevier, vol. 91(C).

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