Joel Peress
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Peress, Joël & Dong, Xi & KANG, NAMHO, 2020.
"Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain,"
CEPR Discussion Papers
15235, C.E.P.R. Discussion Papers.
Cited by:
- Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023. "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 38-61.
- Xi Dong & Yan Li & David E. Rapach & Guofu Zhou, 2022. "Anomalies and the Expected Market Return," Journal of Finance, American Finance Association, vol. 77(1), pages 639-681, February.
- Ma, Tian & Liao, Cunfei & Jiang, Fuwei, 2024. "Factor momentum in the Chinese stock market," Journal of Empirical Finance, Elsevier, vol. 75(C).
- Peress, Joël & Schmidt, Daniel, 2017.
"Noise Traders Incarnate: Describing a Realistic Noise Trading Process,"
CEPR Discussion Papers
12434, C.E.P.R. Discussion Papers.
- Peress, Joel & Schmidt, Daniel, 2021. "Noise traders incarnate: Describing a realistic noise trading process," Journal of Financial Markets, Elsevier, vol. 54(C).
Cited by:
- Marmora, Paul & Rytchkov, Oleg, 2018. "Learning about noise," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 209-224.
- Cai, Zhifeng & Dong, Feng, 2023. "Public disclosure and private information acquisition: A global game approach," Journal of Economic Theory, Elsevier, vol. 210(C).
- Silver, Steven D. & Raseta, Marko & Bazarova, Alina, 2023. "Stochastic resonance in the recovery of signal from agent price expectations," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
- Arnold, Lutz G. & Russ, David, 2024. "Listening to the noise: On price efficiency with dynamic trading," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 103-120.
- French, Declan, 2021. "Financial wealth shocks and health," QBS Working Paper Series 2021/10, Queen's University Belfast, Queen's Business School.
- Wang, Jiarui & Liu, Shancun & Yang, Haijun, 2022. "Institutional investor’ proportions and inactive trading," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Declan French, 2023. "From financial wealth shocks to ill‐health: Allostatic load and overload," Health Economics, John Wiley & Sons, Ltd., vol. 32(4), pages 939-952, April.
- Xiong, Tao & Wang, Peng, 2023. "Institutional ownership and momentum in the Chinese A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Peress, Joël & Goldman, Jim, 2017.
"Firm R&D and Financial Analysis: How Do They Interact?,"
CEPR Discussion Papers
12433, C.E.P.R. Discussion Papers.
- Goldman, Jim & Peress, Joel, 2023. "Firm R&D and financial analysis: How do they interact?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
Cited by:
- Im, Hyun Joong & Selvam, Srinivasan & Tan, Kelvin J.K., 2024. "Effect of stock liquidity on the economic value of patents: Evidence from U.S. patent data," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Zhen Li & Shenglan Li & Zhuoyu Huo & Yuxia Liu & Hua Zhang, 2023. "Does CSR Information Disclosure Improve Investment Efficiency? The Moderating Role of Analyst Attention," Sustainability, MDPI, vol. 15(16), pages 1-17, August.
- Joel Peress & jim goldman, 2016.
"Firm Innovation and Financial Analysis: How Do They Interact?,"
2016 Meeting Papers
531, Society for Economic Dynamics.
Cited by:
- Sheng-Syan Chen & Chia-Wei Huang & Chuan-Yang Hwang & Yanzhi Wang, 2022. "Voluntary disclosure and corporate innovation," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 1081-1115, April.
- Chuluun, Tuugi & Prevost, Andrew & Upadhyay, Arun, 2017. "Firm network structure and innovation," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 193-214.
- Peress, Joël, 2013.
"The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes,"
CEPR Discussion Papers
9653, C.E.P.R. Discussion Papers.
- Joel Peress, 2014. "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," Journal of Finance, American Finance Association, vol. 69(5), pages 2007-2043, October.
Cited by:
- Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018. "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 219-252, July.
- Shams, Syed & Bose, Sudipta & Sheikhbahaei, Ali, 2024. "Pricing media sentiment: Evidence from global mergers and acquisitions," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
- Yu, Chengyong & Song, Anyue & Yu, Fangzhou, 2024. "Media attention and corporate risk-taking: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1459-1482.
- Isakin, Maksim & Pu, Xiaoling, 2023. "Dispersion in news sentiment and corporate bond returns," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Sonin, Konstantin & Enikolopov, Ruben & Petrova, Maria, 2016.
"Social Media and Corruption,"
CEPR Discussion Papers
11263, C.E.P.R. Discussion Papers.
- Ruben Enikolopov & Maria Petrova & Konstantin Sonin, 2018. "Social Media and Corruption," American Economic Journal: Applied Economics, American Economic Association, vol. 10(1), pages 150-174, January.
- Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020. "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, vol. 48(C).
- Sun, Fangcheng & Dutta, Shantanu & Huang, Hui & Zhu, Pengcheng, 2021. "News media and insider trading profitability: An emerging country perspective," Emerging Markets Review, Elsevier, vol. 49(C).
- Lee, Kangsan & Jeong, Daeyoung, 2023. "Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
- Bennani, Hamza, 2020.
"Central bank communication in the media and investor sentiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 431-444.
- Hamza Bennani, 2020. "Central Bank Communication in the Media and Investor Sentiment," Post-Print hal-02615852, HAL.
- Wang, Kai & Zhao, Jingjing & Zhou, Jun, 2024. "Online sales and stock price synchronicity: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2022.
"Cross-border portfolio flows and news media coverage,"
Journal of International Money and Finance, Elsevier, vol. 126(C).
- Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cross-Border Portfolio Flows and News Media Coverage," CESifo Working Paper Series 8112, CESifo.
- Cahill, Daniel & Ho, Choy Yeing (Chloe) & Yang, Joey W., 2022. "The COVID-19 pandemic: How important is face-to-face interaction for information dissemination?," Global Finance Journal, Elsevier, vol. 54(C).
- Ying Wang & Hongwei Zhang & Wang Gao & Cai Yang, 2023. "Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains," Tourism Economics, , vol. 29(2), pages 460-487, March.
- Kim, Min & Stice, Derrald & Stice, Han & White, Roger M., 2021. "Stop the presses! Or wait, we might need them: Firm responses to local newspaper closures and layoffs," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Ndubuisi, Gideon & Urom, Christian, 2023. "Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention," Research in International Business and Finance, Elsevier, vol. 65(C).
- Danning Yu, 2023. "Media Coverage, Real Earnings Management, and Long-Run Market Performance: Evidence from Chinese IPOs," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 729-760, December.
- Bastian von Beschwitz & Donald B Keim & Massimo Massa, 2020. "First to “Read” the News: News Analytics and Algorithmic Trading," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(1), pages 122-178.
- Tuan Viet Le, 2020. "Freedom of the Press and Equity Returns: Empirical Investigation in Emerging Markets," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 12(3), pages 359-377, September.
- Ali, Mohsin & Alam, Nafis & Rizvi, Syed Aun R., 2020. "Coronavirus (COVID-19) — An epidemic or pandemic for financial markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
- Yao-Tsung Wu & Chien-Hung Liu & Kuo-Hao Lin & Dun-Yao Ke, 2024. "Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 147-166, January.
- Ding, Rong & Hou, Wenxuan & Liu, Yue (Lucy) & Zhang, John Ziyang, 2018. "Media censorship and stock price: Evidence from the foreign share discount in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 112-133.
- Xiaoying Liang & Hongjun Wu, 2022. "Does the Tone in Corporate Social Responsibility Reports Misdirect Analysts’ Forecasts in China?," Sustainability, MDPI, vol. 14(24), pages 1-18, December.
- Christophe Desagre & Catherine D'Hondt, 2020. "Googlization and retail investors' trading activity," LIDAM Discussion Papers LFIN 2020004, Université catholique de Louvain, Louvain Finance (LFIN).
- Xiaofei Zhao, 2017. "Does Information Intensity Matter for Stock Returns? Evidence from Form 8-K Filings," Management Science, INFORMS, vol. 63(5), pages 1382-1404, May.
- Kaniel, Ron & Parham, Robert, 2017.
"WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions,"
Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
- Kaniel, Ron & Parham, Robert, 2015. "WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions," CEPR Discussion Papers 10923, C.E.P.R. Discussion Papers.
- Kryzanowski, Lawrence & Rouhghalandari, Ali, 2024. "Institutional/retail investor active attention and behavior: Firm coverage on Mad Money," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
- Tang, Wenjin & Bu, Hui & Zuo, Yuan & Wu, Junjie, 2024. "Unlocking the power of the topic content in news headlines: BERTopic for predicting Chinese corporate bond defaults," Finance Research Letters, Elsevier, vol. 62(PA).
- Li, Yuanpeng & Shi, Haina & Zhou, Yi, 2021. "The influence of the media on government decisions: Evidence from IPOs in China," Journal of Corporate Finance, Elsevier, vol. 70(C).
- Baghdadi, Ghasan & Podolski, Edward J. & Veeraraghavan, Madhu, 2022. "CEO risk-seeking and corporate tax avoidance: Evidence from pilot CEOs," Journal of Corporate Finance, Elsevier, vol. 76(C).
- Wildmer Daniel Gregori & Wildmer Agnese Sacchi, 2016.
"Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions,"
Mo.Fi.R. Working Papers
134, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Gregori, Wildmer & Sacchi, Agnese, 2017. "Has the Grexit news affected euro area financial markets?," JRC Working Papers in Economics and Finance 2017-13, Joint Research Centre, European Commission.
- David Kreitmeir & Nathan Lane & Paul A. Raschky, 2022.
"The Value of Names – Civil Society, Information, and Governing Multinationals on the Global Periphery,"
CSAE Working Paper Series
2022-06, Centre for the Study of African Economies, University of Oxford.
- Kreitmeir, David & Lane, Nathaniel & Raschky, Paul A, 2020. "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SocArXiv aw7sq, Center for Open Science.
- David Kreitmeir & Nathan Lane & Paul A. Raschky, 2020. "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SoDa Laboratories Working Paper Series 2020-10, Monash University, SoDa Laboratories.
- Gautham Vadakkepatt & Venkatesh Shankar & Rajan Varadarajan, 2021. "Should firms invest more in marketing or R&D to maintain sales leadership? An empirical analysis of sales leader firms," Journal of the Academy of Marketing Science, Springer, vol. 49(6), pages 1088-1108, November.
- Box, Travis, 2018. "Qualitative similarity and stock price comovement," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 49-69.
- Jonathan L. Rogers & Douglas J. Skinner & Sarah L. C. Zechman, 2016. "The role of the media in disseminating insider-trading news," Review of Accounting Studies, Springer, vol. 21(3), pages 711-739, September.
- Liu, Laura Xiaolei & Lu, Ruichang & Sherman, Ann E. & Zhang, Yong, 2023. "IPO underpricing and limited attention: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Lin, Xin-Yi & Liu, Jing-Yue & Zhang, Yue-Jun, 2024. "Does corporate social responsibility affect stock liquidity? Evidence from China," Finance Research Letters, Elsevier, vol. 60(C).
- Zhou, Jingting & Li, Wanli & Yan, Ziqiao & Lyu, Huaili, 2021. "Controlling shareholder share pledging and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping, 2021. "Internet searching and stock price crash risk: Evidence from a quasi-natural experiment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 255-275.
- Vegard Høghaug Larsen & Leif Anders Thorsrud, 2022.
"Asset returns, news topics, and media effects,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(3), pages 838-868, July.
- Vegard H ghaug Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Papers No 5/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Vegard H. Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Paper 2017/17, Norges Bank.
- Vegard H. Larsen & Leif Anders Thorsrud, 2019.
"Business Cycle Narratives,"
CESifo Working Paper Series
7468, CESifo.
- Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.
- Vegard H ghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Gregori, Wildmer Daniel & Sacchi, Agnese, 2019.
"Has the Grexit news affected euro area financial markets?,"
The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 71-84.
- Gregori, Wildmer & Sacchi, Agnese, 2017. "Has the Grexit news affected euro area financial markets?," JRC Working Papers in Economics and Finance 2017-13, Joint Research Centre, European Commission.
- Baghdadi, Ghasan A. & Bhatti, Ishaq M. & Nguyen, Lily H.G. & Podolski, Edward J., 2018. "Skill or effort? Institutional ownership and managerial efficiency," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 19-33.
- Jūra Liaukonytė & Alminas Žaldokas, 2022. "Background Noise? TV Advertising Affects Real-Time Investor Behavior," Management Science, INFORMS, vol. 68(4), pages 2465-2484, April.
- Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019.
"News-driven inflation expectations and information rigidities,"
Working Paper
2019/5, Norges Bank.
- Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Papers No 03/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021. "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
- Xing Huan & Antonio Parbonetti & Giulia Redigolo & Zhewei Zhang, 2024. "Social media disclosure and reputational damage," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1355-1396, May.
- Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
- Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui, 2019. "News media coverage and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, vol. 109(C).
- Massa, Massimo & Manconi, Alberto & Luo, Mancy, 2017. "Much Ado About Nothing: Is the Market Affected by Political Bias?," CEPR Discussion Papers 11991, C.E.P.R. Discussion Papers.
- Gao, Xin & Xu, Weidong & Li, Donghui & Xing, Lu, 2021. "Media coverage and investment efficiency," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 270-293.
- Feng Zhao & Youzhi Xiao, 2023. "Information Searching from New Media and Households’ Investment in Risky Assets: New Evidence from a Quasi-Natural Experiment," Sustainability, MDPI, vol. 15(4), pages 1-25, February.
- Hillert, Alexander & Jacobs, Heiko & Müller, Sebastian, 2018. "Journalist disagreement," Journal of Financial Markets, Elsevier, vol. 41(C), pages 57-76.
- Liu, Sha & Han, Jingguang, 2020. "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Feng He & Yaqian Feng & Lingbing Feng, 2023. "Social media information dissemination and corporate bad news hoarding," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1503-1532, April.
- Asima Siddique & Ghulam Mujtaba Kayani & Saira Ashfaq, 2021. "Does Heterogeneity in COVID-19 News Affect Asset Market? Monte-Carlo Simulation Based Wavelet Transform," JRFM, MDPI, vol. 14(10), pages 1-16, October.
- Liu, Peipei & Xia, Xinping & Li, Antai, 2018. "Tweeting the financial market: Media effect in the era of Big Data," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 267-290.
- Zhang, Wei & Li, Yi & Zhang, Zuochao & Shen, Dehua, 2018. "The dynamic cross-correlations between foreign news, local news and stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 861-872.
- Hong, Yun & Jiang, Yanhui & Su, Xiaojian & Deng, Chao, 2024. "Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Elizabeth Blankespoor & Ed deHaan & Christina Zhu, 2018. "Capital market effects of media synthesis and dissemination: evidence from robo-journalism," Review of Accounting Studies, Springer, vol. 23(1), pages 1-36, March.
- Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing, 2020. "News coverage and portfolio returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Martineau, Charles & Mondria, Jordi, 2022. "News Selection and Asset Pricing Implications," SocArXiv ame2f, Center for Open Science.
- Gao, Zhan & Quan, Xiaofeng & Xu, Xingmei, 2022. "Under watchful eyes: Analyst site visits and firm earnings management," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Cahill, Daniel & G. Baur, Dirk & (Frank) Liu, Zhangxin & W. Yang, Joey, 2020. "I am a blockchain too: How does the market respond to companies’ interest in blockchain?," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2023. "Trade links and return predictability: The Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
- Bhardwaj, Arti & Imam, Shahed, 2019. "The tone and readability of the media during the financial crisis: Evidence from pre-IPO media coverage," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 40-48.
- Ge-zhi Wu & Da-ming You, 2021. ""Stabilizer" or "catalyst"? How green technology innovation affects the risk of stock price crashes: an analysis based on the quantity and quality of patents," Papers 2106.16177, arXiv.org, revised Aug 2021.
- Desagre, Christophe & D’Hondt, Catherine, 2021. "Googlization and retail trading activity," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Zhang, Yongjie & Zhang, Zuochao & Liu, Lanbiao & Shen, Dehua, 2017. "The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 535-541.
- Adlai Fisher & Charles Martineau & Jinfei Sheng, 2022. "Macroeconomic Attention and Announcement Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5057-5093.
- Jia, Zhehao & Li, Donghui & Shi, Yukun & Xing, Lu, 2023. "Firm-level media news, bank loans, and the role of institutional environments," Journal of Corporate Finance, Elsevier, vol. 83(C).
- Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
- Emanuele Bajo & Marco Bigelli & Carlo Raimondo, 2020. "Ownership ties, conflict of interest, and the tone of news," European Financial Management, European Financial Management Association, vol. 26(3), pages 560-578, June.
- Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018. "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers 1233, Board of Governors of the Federal Reserve System (U.S.).
- An, Zhe & Chen, Chen & Naiker, Vic & Wang, Jun, 2020. "Does media coverage deter firms from withholding bad news? Evidence from stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Nishimura, Yusaku & Sun, Bianxia, 2021. "President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Feipeng Zhang & Yun Hong & Yanhui Jiang & Jiayi Yu, 2022. "Impact of national media reporting concerning COVID-19 on stock market in China: empirical evidence from a quantile regression," Applied Economics, Taylor & Francis Journals, vol. 54(33), pages 3861-3881, July.
- Premal P Vora, 2020. "Clogged information flow and stock-market sluggishness," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-13, July.
- Jin, Zhi & Yang, Yinan & Zhang, Liguang, 2021. "Geographic proximity and cross-region merger and acquisitions: Evidence from the opening of high-speed rail in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023. "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1151-1176, October.
- Michaely, Roni & Rubin, Amir & Vedrashko, Alexander, 2016. "Are Friday announcements special? Overcoming selection bias," Journal of Financial Economics, Elsevier, vol. 122(1), pages 65-85.
- Zhang, Zuochao & Goodell, John W. & Shen, Dehua & Lahmar, Oumaima, 2024. "Media opinion divergence and stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Zhao, Wenzhuo & Qin, Luohan & Zhao, Yali & Zuo, Jingjing, 2024. "Social media coverage and perk consumption: Agency view or efficiency view?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1058-1073.
- Li, Yi & Zhang, Wei & Urquhart, Andrew & Wang, Pengfei, 2022. "The role of media coverage in the bubble formation: Evidence from the Bitcoin market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Audrino, Francesco & Tetereva, Anastasija, 2019. "Sentiment spillover effects for US and European companies," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 542-567.
- Heese, Jonas & Pérez-Cavazos, Gerardo & Peter, Caspar David, 2022. "When the local newspaper leaves town: The effects of local newspaper closures on corporate misconduct," Journal of Financial Economics, Elsevier, vol. 145(2), pages 445-463.
- Du, Hanyu & Hao, Jing & He, Feng & Xi, Wenze, 2022. "Media sentiment and cross-sectional stock returns in the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 60(C).
- Yi Li & Dehua Shen & Pengfei Wang & Wei Zhang, 2021. "Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4190-4225, July.
- Jia, Ming & Ruan, Hongfei & Zhang, Zhe, 2017. "How rumors fly," Journal of Business Research, Elsevier, vol. 72(C), pages 33-45.
- Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023. "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Buehlmaier, Matthias M. M. & Zechner, Josef, 2016. "Financial media, price discovery, and merger arbitrage," CFS Working Paper Series 551, Center for Financial Studies (CFS).
- Meng Gao & Jiekun Huang & Itay Goldstein, 2020. "Informing the Market: The Effect of Modern Information Technologies on Information Production," The Review of Financial Studies, Society for Financial Studies, vol. 33(4), pages 1367-1411.
- Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Naumer, Hans-Jörg, 2023. "TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is," Research in International Business and Finance, Elsevier, vol. 66(C).
- Yang, Shuai & Wu, Chao, 2021. "Do Chinese managers listen to the media?: Evidence from mergers and acquisitions," Research in International Business and Finance, Elsevier, vol. 58(C).
- Baloria, Vishal P. & Heese, Jonas, 2018. "The effects of media slant on firm behavior," Journal of Financial Economics, Elsevier, vol. 129(1), pages 184-202.
- Xia, Jingjing, 2024. "Stealing the show: The negative effects of media coverage on peers’ stock liquidity," Finance Research Letters, Elsevier, vol. 59(C).
- Huang, Yin-Siang & Bui, Dien Giau & Lin, Chih-Yung & Robin,, 2022. "The effect of abnormal institutional attention on bank loans," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Lawrence, Alastair & Ryans, James & Sun, Estelle & Laptev, Nikolay, 2018. "Earnings announcement promotions: A Yahoo Finance field experiment," Journal of Accounting and Economics, Elsevier, vol. 66(2), pages 399-414.
- Zheng, Jiayi & Chowdhury, Hasibul & Hossain, Md Safayat & Gupta, Kartick, 2023. "Tournament-based incentives and media sentiment," Journal of Contemporary Accounting and Economics, Elsevier, vol. 19(2).
- Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020. "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 69(1).
- Xin Chen & Wei He & Libin Tao & Jianfeng Yu, 2023. "Attention and Underreaction-Related Anomalies," Management Science, INFORMS, vol. 69(1), pages 636-659, January.
- Luca Gelsomini, 2024. "On the Profitability of Rumors," Working Papers 2024: 06, Department of Economics, University of Venice "Ca' Foscari".
- Alexander Nekrasov & Siew Hong Teoh & Shijia Wu, 2022. "Visuals and attention to earnings news on twitter," Review of Accounting Studies, Springer, vol. 27(4), pages 1233-1275, December.
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Journal of Financial Intermediation, Elsevier, vol. 53(C).
See citations under working paper version above.
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- Peress, Joel & Schmidt, Daniel, 2021.
"Noise traders incarnate: Describing a realistic noise trading process,"
Journal of Financial Markets, Elsevier, vol. 54(C).
See citations under working paper version above.
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- Joel Peress & Daniel Schmidt, 2020.
"Glued to the TV: Distracted Noise Traders and Stock Market Liquidity,"
Journal of Finance, American Finance Association, vol. 75(2), pages 1083-1133, April.
Cited by:
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Journal of International Money and Finance, Elsevier, vol. 129(C).
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"Big data, news diversity and financial market crash,"
Technological Forecasting and Social Change, Elsevier, vol. 168(C).
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"When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book,"
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NBER Working Papers
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"Uncertainty about what is in the price,"
Journal of Financial Economics, Elsevier, vol. 161(C).
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"Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence,"
MPRA Paper
80658, University Library of Munich, Germany.
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"Investment in Financial Information and Portfolio Performance,"
EIEF Working Papers Series
1807, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2018.
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"Online Appendix to "Search for Financial Returns and Social Security Privatization","
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"Heterogeneity and Persistence in Returns to Wealth,"
CEPR Discussion Papers
11635, C.E.P.R. Discussion Papers.
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- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series 7107, CESifo.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers 22822, National Bureau of Economic Research, Inc.
- Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Davide Malacrino, 2019. "Heterogeneity and persistence in returns to wealth," Discussion Papers 912, Statistics Norway, Research Department.
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"Equity culture and the distribution of wealth,"
CFS Working Paper Series
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"Are Economists More Likely to Hold Stocks?,"
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"Informative Social Interactions,"
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"Investor Sophistication and Capital Income Inequality,"
NBER Working Papers
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"Household Finance: An Emerging Field,"
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"Financial Attention And The Disposition Effect,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
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"Risk Aversion, Wealth, and Background Risk,"
Economics Working Papers
ECO2007/47, European University Institute.
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- Luigi Guiso & Monica Paiella, 2008. "Risk Aversion, Wealth, and Background Risk," Journal of the European Economic Association, MIT Press, vol. 6(6), pages 1109-1150, December.
- Luigi Guiso & Monica Paiella, 2003. "Risk Aversion, Wealth and Background Risk," Temi di discussione (Economic working papers) 483, Bank of Italy, Economic Research and International Relations Area.
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"Do More Economists Hold Stocks?,"
Finance Research Group Working Papers
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- Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005. "Do More Economists Hold Stocks?," Economics Working Papers 2005-06, Department of Economics and Business Economics, Aarhus University.
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"Information Acquisition and Portfolio Performance,"
Economics Working Papers
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- Luigi Guiso & Tullio Jappelli, 2006. "Information Acquisition and Portfolio Performance," CeRP Working Papers 52, Center for Research on Pensions and Welfare Policies, Turin (Italy).
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"Awareness and Stock Market Participation,"
Review of Finance, Springer, vol. 9(4), pages 537-567, December.
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"Information, Overconfidence and Trading: Do the Sources of Information Matter?,"
Working Papers Department of Economics
2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
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"Why prediction markets work : The role of information acquisition and endogenous weighting,"
Working Papers
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"Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance,"
German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
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"Financial literacy and the demand for financial advice,"
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"Individual wealth accumulation: Why does dining together as a family matter?,"
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"The Long Shadow of Socialism: On East-West German Differences in Financial Literacy,"
MEA discussion paper series
201405, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
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"Information Acquisition and Under-Diversification,"
Working Papers
08-21, New York University, Leonard N. Stern School of Business, Department of Economics.
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CEPR Discussion Papers
12434, C.E.P.R. Discussion Papers.
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"Providing financial education: a general equilibrium approach,"
CEPR Discussion Papers
9556, C.E.P.R. Discussion Papers.
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"Searching for Information,"
Working Paper Series
300, Sveriges Riksbank (Central Bank of Sweden).
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"FinTech, Investor Sophistication, and Financial Portfolio Choices,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(4), pages 834-866.
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