This paper investigates the green stock market reaction to climate policy events associated
with the Paris Agreement and the US presidential elections. We document abnormal returns …

This study investigates the relationships among information uncertainty, investor sentiment,
analyst reports, and stock returns in a unified framework. The effects of analyst reports on …

On 16 th March 2016, the government of the United Kingdom announced the Soft Drinks
Industry Levy (SDIL), under which UK soft-drink manufacturers were to be taxed according to …

Prior literature under-theorizes the effect of environmental regulation on firms' stock market
outcomes. Our study addresses this gap by investigating the impact of environmental …

Using hand-collected rumor clarification announcements from Chinese listed firms to identify
corporate rumors, we find that rumored firms have lower stock price synchronicity (R 2) than …

This paper investigates behaviour of stock price synchronicity to oil shocks across quantiles
for Chinese oil firms. The spillover effects of the oil market on a firm are segregated into firm …

We investigate a controversial and hotly debated issue of whether low stock return
synchronicity (SRS) means more or less informative stock prices using three exogenous …

This paper investigates the effect of corporate social responsibility on the information content
of stock prices. Using a sample of 877 United States‐listed firms, we provide evidence that a …

In this study, a sample of 3605 points of firm-level panel data is analyzed to examine the
impacts of the attention to and deviation of online public opinions on stock price …

This study examines whether the star analyst selection criteria affect analysts' coverage
decisions and the informativeness of their reports. We focus on a change to the star …