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Explanation of stock price behavior by computer-aided content analysis

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  • Schmidt, Reinhart
  • Ahrens, Lutz

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  • Schmidt, Reinhart & Ahrens, Lutz, 1979. "Explanation of stock price behavior by computer-aided content analysis," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 72, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    • Handle: RePEc:zbw:cauman:72
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    References listed on IDEAS

    as
    1. Boness, A. James & Jen, Frank C., 1970. "A Model of Information Diffusion, Stock Market Behavior, and Equilibrium Price," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(3), pages 279-296, September.
    2. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
    3. Altman, Edward I. & Brenner, Menachem, 1976. "Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(4), pages 575-575, November.
    4. Gonedes, Nicholas J, 1976. "The Capital Market, the Market for Information, and External Accounting," Journal of Finance, American Finance Association, vol. 31(2), pages 611-630, May.
    5. Niederhoffer, Victor, 1971. "The Analysis of World Events and Stock Prices," The Journal of Business, University of Chicago Press, vol. 44(2), pages 193-219, April.
    6. Guy, James R. F., 1977. "The behavior of equity securities on the German Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 71-93, June.
    7. Bertoneche, Marc L., 1979. "Spectral analysis of stock market prices," Journal of Banking & Finance, Elsevier, vol. 3(2), pages 201-208, July.
    8. Nichols, Dr & Tsay, Jj, 1979. "Security Price Reactions To Long-Range Executive Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 140-155.
    9. Foster, G, 1973. "Stock Market Reaction To Estimates Of Earnings Per Share By Company Officials," Journal of Accounting Research, Wiley Blackwell, vol. 11(1), pages 25-37.
    10. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    11. Foster, G, 1979. "Briloff And The Capital-Market," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 262-274.
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