News-based Investor Disagreement and Stock Returns
SZ Li, Z Luan - Available at SSRN 4538670, 2024 - papers.ssrn.com
We estimate investors' disagreement regarding corporate news announcements and assess
its ability to predict stock returns. Specifically, we quantify firm-level investor disagreement …
its ability to predict stock returns. Specifically, we quantify firm-level investor disagreement …
A Tale of Two Efficiencies: Does Managerial Efficiency Affect Price Efficiency?
S Luo, C Yan - papers.ssrn.com
Using a sample of US-listed firms from 1990 to 2018, we identify a positive relationship
between managerial efficiency/ability and price efficiency. We are the first to relate …
between managerial efficiency/ability and price efficiency. We are the first to relate …
Speculative Financial Innovation
HH Cao, H Ou-Yang, D Ye, X Zhang - Available at SSRN 4371786, 2024 - papers.ssrn.com
We analyze how speculative financial innovation affects asset prices, risk premiums, and
market liquidity in an economy with heterogeneous beliefs. When investors disagree about …
market liquidity in an economy with heterogeneous beliefs. When investors disagree about …
Retail Investor Behavior, Fintechs and Sustainable Finance–Insights from the 6th European Retail Investment Conference (ERIC)
HP Burghof, N Sabani… - Credit and Capital …, 2021 - elibrary.duncker-humblot.com
The 6th European Retail Investment Conference was hosted by the Stuttgart Stock
Exchange from May 12th to 14th, 2021. Due to the persisting global pandemic, this year's …
Exchange from May 12th to 14th, 2021. Due to the persisting global pandemic, this year's …
[引用][C] Retail Investor Behavior, Fintechs and Sustainable Finance–Insights from the 6th European Retail Investment Conference (ERIC)
< _value> Burghof, Hans-Peter burghof@ uni …