Star Analysts, Overreaction, and Synchronicity: Evidence from China and the United States
Author:
Funder
University of Windsor
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12164/fullpdf
Reference47 articles.
1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects;Amihud;Journal of Financial Markets,2002
2. Ashbaugh-Skaife , H. J. Gassen R. Lafond 2006 Does Stock Price Synchronicity Represent Firm-Specific Information? The International Evidence
3. Nonstationary Expected Returns: Implications for Tests of Market Efficiency and Serial Correlations in Returns;Ball;Journal of Financial Economics,1989
4. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors;Barber;Review of Financial Studies,2008
5. Stock Price Synchronicity and Analyst Coverage in Emerging Markets;Chan;Journal of Financial Economics,2006
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