Using data from the Security and Exchange Commission's Electronic Data Gathering and
Retrieval (EDGAR) server log, the authors examine the consumption of financial information …

We investigate whether investor attention is associated with the pricing (and mispricing) of
earnings news where investor attention is measured using social media activity. We find that …

We introduce and apply machine transfer learning methods to analyze accounting
disclosures. We use the examples of the new BERT language model and sentiment analysis …

We examine the influence of mobile communication on local information flow and local
investor activity using the enforcement of statewide distracted driving restrictions, which are …

We investigate how XBRL adoption relates to the systematic file requests from EDGAR. We
define systematic requests as requests for EDGAR filings using automated scripts and …

Plenty of literature has proven the existence of local media bias in stock market from the
perspective of trading volume. Given to the cross-listings of AH stocks in China, we explore …

This study investigates whether financial data providers serve as information intermediaries
in capital markets. To this end, I examine whether the timeliness of earnings information …

We show that local investor attention, as a proxy for the arrival rate of informed trading, has
an impact on post-earnings announcement drift. Measured by monthly abnormal Google …

Using data from the SEC's EDGAR server log, we examine the consumption of financial
information in filings from 2003 through 2012. We document how quickly download counts …

Purpose This paper aims to study the following two questions. Do earnings announcements
stimulate investors to participate in online discussions? Does online investment forum …