A Tough Act to Follow: Contrast Effects in Financial Markets
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DOI: 10.1111/jofi.12685
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- Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021. "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, vol. 140(3), pages 865-893.
- Hirshleifer, David & Sheng, Jinfei, 2022.
"Macro news and micro news: Complements or substitutes?,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
- Hirshleifer, David & Sheng, Jinfei, 2016. "Macro News and Micro News: Complements or Substitutes?," MPRA Paper 108224, University Library of Munich, Germany, revised 08 Jun 2021.
- David Hirshleifer & Jinfei Sheng, 2021. "Macro News and Micro News: Complements or Substitutes?," NBER Working Papers 28931, National Bureau of Economic Research, Inc.
- Jonas Radbruch & Amelie Schiprowski, 2020.
"Interview Sequences and the Formation of Subjective Assessments,"
ECONtribute Discussion Papers Series
045, University of Bonn and University of Cologne, Germany.
- Jonas Radbruch & Amelie Schiprowski, 2024. "Interview Sequences and the Formation of Subjective Assessments," Rationality and Competition Discussion Paper Series 497, CRC TRR 190 Rationality and Competition.
- Jonas Radbruch & Amelie Schiprowski, 2024. "Interview Sequences and the Formation of Subjective Assessments," CESifo Working Paper Series 10957, CESifo.
- Radbruch, Jonas & Schiprowski, Amelie, 2021. "Interview Sequences and the Formation of Subjective Assessments," IZA Discussion Papers 14799, Institute of Labor Economics (IZA).
- Jonas Radbruch & Amelie Schiprowski, 2021. "Interview Sequences and the Formation of Subjective Assessments," CRC TR 224 Discussion Paper Series crctr224_2021_268v2, University of Bonn and University of Mannheim, Germany.
- Wu, Chunying & Xiong, Xiong & Gao, Ya & Zhang, Jin, 2022. "Does social media distort price discovery? Evidence from rumor clarifications," Research in International Business and Finance, Elsevier, vol. 62(C).
- Cakici, Nusret & Zaremba, Adam, 2023. "Recency bias and the cross-section of international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
- Mohrschladt, Hannes, 2021. "The ordering of historical returns and the cross-section of subsequent returns," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Guo, Julie & Tymula, Agnieszka, 2021. "Waterfall illusion in risky choice – exposure to outcome-irrelevant gambles affects subsequent valuation of risky gambles," European Economic Review, Elsevier, vol. 139(C).
- Chen, Bei & Gan, Quan & Vasquez, Aurelio, 2023. "Anticipating jumps: Decomposition of straddle price," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Victor Ginsburgh & Juan D. Moreno-Ternero, 2023.
"The Eurovision Song Contest: voting rules, biases and rationality,"
Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(2), pages 247-277, June.
- Victor Ginsburgh & J.D. Moreno-Ternero, 2022. "The Eurovision Song Contest: voting rules, biases and rationality," ULB Institutional Repository 2013/349633, ULB -- Universite Libre de Bruxelles.
- Victor Ginsburgh & Juan D. Moreno-Ternero, 2022. "The Eurovision Song Contest: Voting Rules, Biases and Rationality," Working Papers 22.09, Universidad Pablo de Olavide, Department of Economics.
- Victor Ginsburgh & Juan D. Moreno-Ternero, 2022. "The Eurovision Song Contest: Voting Rules, Biases and Rationality," Working Papers ECARES 2022-11, ULB -- Universite Libre de Bruxelles.
- Elhorst, Paul & Faems, Dries, 2021. "Evaluating proposals in innovation contests: Exploring negative scoring spillovers in the absence of a strict evaluation sequence," Research Policy, Elsevier, vol. 50(4).
- Payzan-LeNestour, Elise & Pradier, Lionnel & Putniņš, Tālis J., 2023. "Biased risk perceptions: Evidence from the laboratory and financial markets," Journal of Banking & Finance, Elsevier, vol. 154(C).
- He, Wen & Li, Yan, 2020. "Comparing with the average: Reference points and market reactions to above-average earnings surprises," Journal of Banking & Finance, Elsevier, vol. 117(C).
- Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
- Cornaggia, Kimberly & Hund, John & Nguyen, Giang, 2022. "Investor attention and municipal bond returns," Journal of Financial Markets, Elsevier, vol. 60(C).
- Akey, Pat & Grégoire, Vincent & Martineau, Charles, 2022. "Price revelation from insider trading: Evidence from hacked earnings news," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1162-1184.
- Jia, Weishi & Redigolo, Giulia & Shu, Susan & Zhao, Jingran, 2020. "Can social media distort price discovery? Evidence from merger rumors," Journal of Accounting and Economics, Elsevier, vol. 70(1).
- Akey, Pat & Grégoire, Vincent & Martineau, Charles, 2021. "Price Revelation from Insider Trading: Evidence from Hacked Earnings News," SocArXiv qe6tu, Center for Open Science.
- Gene Birz & Sandip Dutta & Han Yu, 2022. "Economic forecasts, anchoring bias, and stock returns," Financial Management, Financial Management Association International, vol. 51(1), pages 169-191, March.
- Samuel M. Hartzmark & David H. Solomon, 2020. "Reconsidering Returns," NBER Working Papers 27380, National Bureau of Economic Research, Inc.
- Xudong Fu & Janet Hamilton & Qin Lian & Tian Tang & Qiming Wang, 2021. "New institutional investors in the IPO secondary market: Sentiment or fundamentals?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(2), pages 299-341, June.
- Martineau, Charles, 2021. "Rest in Peace Post-Earnings Announcement Drift," SocArXiv z7k3p, Center for Open Science.
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