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Overreaction to Intra‐industry Information Transfers?
Citations
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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.
- Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management.
- Liu, Lisa Yao & Lu, Shirley, 2021. "Information Exposure and Corporate Citizenship," Working Papers 312, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Li, Chenchen & Wang, Yudong & Wu, Chongfeng, 2022. "Oil implied volatility and expected stock returns along the worldwide supply chain," Energy Economics, Elsevier, vol. 114(C).
- Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
- Jain, Archana & Jain, Chinmay & Khanapure, Revansiddha Basavaraj, 2020. "Pre-earnings announcement returns and momentum," Economics Letters, Elsevier, vol. 196(C).
- Richard Cazier & Rosemond Desir & Ray J. Pfeiffer & Lumina Albert, 2020. "Intra-industry information transfer effects of leading firms’ earnings narratives," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 29-49, January.
- Kumar, Alok & Rantala, Ville & Xu, Rosy, 2022. "Social learning and analyst behavior," Journal of Financial Economics, Elsevier, vol. 143(1), pages 434-461.
- Qiu, Jiayue & Wu, Hai & Zhang, Lijuan, 2021. "In name only: Information spillovers among Chinese firms with similar stock names during earnings announcements," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Srivastava, Pranjal & Jacob, Joshy, 2022. "Risk information - normal markets and the COVID-19 pandemic period," IIMA Working Papers WP 2022-10-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Desir, Rosemond & Seavey, Scott E. & Thevenot, Maya, 2024. "Information transfer of CEO turnover: Evidence from firm-CEO mismatch," Journal of Corporate Finance, Elsevier, vol. 84(C).
- Bergsma, Kelley & Tayal, Jitendra, 2020. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
- Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim, 2015. "On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 153-167.
- Haifeng You & Xiao‐Jun Zhang, 2011. "Limited attention and stock price drift following earnings announcements and 10‐K filings," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 358-387, September.
- Aobdia, Daniel & Cheng, Lin, 2018. "Unionization, product market competition, and strategic disclosure," Journal of Accounting and Economics, Elsevier, vol. 65(2), pages 331-357.
- Yetaotao Qiu & Michel Magnan & Shafu Zhang, 2023. "Competitive threat and strategic disclosure during the IPO quiet period," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 375-416, January.
- Houdou Basse Mama & Alexander Bassen, 2013. "Contagion effects in the electric utility industry following the Fukushima nuclear accident," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3421-3430, August.
- Claire Y. C. Liang & Rengong Zhang, 2020. "Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 695-738, August.
- Samuel M. Hartzmark & Kelly Shue, 2017. "A Tough Act to Follow: Contrast Effects In Financial Markets," NBER Working Papers 23883, National Bureau of Economic Research, Inc.
- Małgorzata Janicka & Aleksandra Pieloch-Babiarz & Artur Sajnóg, 2020. "Does Short-Termism Influence the Market Value of Companies? Evidence from EU Countries," JRFM, MDPI, vol. 13(11), pages 1-22, November.
- Francois Brochet & Kalin Kolev & Alina Lerman, 2018. "Information transfer and conference calls," Review of Accounting Studies, Springer, vol. 23(3), pages 907-957, September.
- Cox, Raymond A.K. & Dayanandan, Ajit & Donker, Han, 2016. "The Ricochet Effect of Bad News," The International Journal of Accounting, Elsevier, vol. 51(3), pages 385-401.
- Samuel B. Bonsall & Zahn Bozanic & Paul E.. Fischer, 2013. "What Do Management Earnings Forecasts Convey About the Macroeconomy?," Journal of Accounting Research, Wiley Blackwell, vol. 51(2), pages 225-266, May.
- Liu, Bin & Xiao, Wen & Zhu, Xingting, 2023. "How does inter-industry spillover improve the performance of volatility forecasting?," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
- Alex Dontoh & Fayez A. Elayan & Joshua Ronen & Tavy Ronen, 2021. "Unfair “Fair Value” in Illiquid Markets: Information Spillover Effects in Times of Crisis," Management Science, INFORMS, vol. 67(8), pages 5163-5193, August.
- Rebecca N. Hann & Heedong Kim & Yue Zheng, 2019. "Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements," Review of Accounting Studies, Springer, vol. 24(3), pages 927-971, September.
- Cao, Viet Nga & Pham, Anh Viet, 2021. "Behavioral spillover between firms with shared auditors: The monitoring role of capital market investors," Journal of Corporate Finance, Elsevier, vol. 68(C).
- John Eshleman & Peng Guo, 2014. "The market’s use of supplier earnings information to value customers," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 405-422, August.
- Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020. "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, vol. 70(2).
- Chen, Long & Zhang, Gaiyan & Zhang, Weina, 2016. "Return predictability in the corporate bond market along the supply chain," Journal of Financial Markets, Elsevier, vol. 29(C), pages 66-86.
- Honghui Chen & David M. Harrison & Mahsa Khoshnoud, 2020. "Investors’ Limited Attention: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 408-442, October.
- Clare Wang, 2014. "Accounting Standards Harmonization and Financial Statement Comparability: Evidence from Transnational Information Transfer," Journal of Accounting Research, Wiley Blackwell, vol. 52(4), pages 955-992, September.
- Michael S. Drake & Jared Jennings & Darren T. Roulstone & Jacob R. Thornock, 2017. "The Comovement of Investor Attention," Management Science, INFORMS, vol. 63(9), pages 2847-2867, September.
- Iuliia Brushko & Stephen P. Ferris & Jan Hanousek & Jiri Tresl, 2020. "Intra-Industry Transfer of Information Inferred From Trading Volume," CERGE-EI Working Papers wp663, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Liu, Beibei & Tan, Keqi & Wong, Sonia M.L. & Yip, Rita W.Y., 2022. "Intra-industry information transfer in emerging markets: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 140(C).