Can an unglamorous non-event affect prices? The role of newspapers-Reference-Cited by-同舟云学术

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Can an unglamorous non-event affect prices? The role of newspapers

Published:2016-02-10 Issue:1 Volume:4 Page:1142847
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Ferretti Riccardo¹²,Cipollini Andrea²³^ORCID,Pattarin Francesco²⁴

Affiliation:

1. Department of Communication and Economics, University of Modena and Reggio Emilia, V.le Allegri 9, 42121 Reggio Emilia, Italy

2. CEFIN and RECent, Modena, Italy

3. Department of Economics, Accounting and Statistics, University of Palermo, V.le delle Scienze, 90128 Palermo, Italy

4. Department of Economics, University of Modena and Reggio Emilia, Viale J. Berengario, 51, 41100 Modena, Italy

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.cogentoa.com/article/10.1080/23322039.2016.1142847.pdf

Reference61 articles.

1. Optimal Inattention to the Stock Market With Information Costs and Transactions Costs

2. Adrian, T. & Franzoni, F. (2004). Learning about beta: A new look at CAPM tests (Federal Reserve Bank of New York Staff Reports, No. 193). New York, NY: Federal Reserve Bank of New York.

3. The effects of DIDMCA on bank stockholders' returns and risk

4. CAPM over the long run: 1926–2001

5. Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance

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