Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches
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Cited by:
- Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016. "Daily happiness and stock returns: Some international evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 201-209.
- Xiong, Xiong & Bian, Yuxiang & Shen, Dehua, 2018. "The time-varying correlation between policy uncertainty and stock returns: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 413-419.
- Shen, Dehua & Liu, Lanbiao & Zhang, Yongjie, 2018. "Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 928-934.
- Shen, Dehua & Li, Xiao & Xue, Mei & Zhang, Wei, 2017. "Does microblogging convey firm-specific information? Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 621-626.
- Zhang, Yongjie & Zhang, Yuzhao & Shen, Dehua & Zhang, Wei, 2017. "Investor sentiment and stock returns: Evidence from provincial TV audience rating in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 288-294.
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More about this item
Keywords
initial public offerings; Google Trends; puzzles;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2015-04-11 (Financial Markets)
- NEP-MAC-2015-04-11 (Macroeconomics)
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