It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
Author:
Affiliation:
1. Kelley School of Business, Indiana University
2. Mendoza College of Business, University of Notre Dame
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/30/9/3009/24434209/hhx031.pdf
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4. Earnings expectations, investor trade size, and anomalous returns around earnings announcements.;Battalio,;Journal of Financial Economics,2005
5. Investor Demand for Information in Newly Issued Securities
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