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Measurement Error in Google Ticker Search

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  • deHaan, Ed
  • Lawrence, Alastair
  • Litjens, Robin

    (Tilburg University, School of Economics and Management)

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Suggested Citation

  • deHaan, Ed & Lawrence, Alastair & Litjens, Robin, 2023. "Measurement Error in Google Ticker Search," Other publications TiSEM d256d897-0239-4e66-b2b0-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:d256d897-0239-4e66-b2b0-f003c3a2449a
    as

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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/85331947/SSRN-id3398287.pdf
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    References listed on IDEAS

    as
    1. Lawrence, Alastair & Ryans, James & Sun, Estelle & Laptev, Nikolay, 2018. "Earnings announcement promotions: A Yahoo Finance field experiment," Journal of Accounting and Economics, Elsevier, vol. 66(2), pages 399-414.
    2. Brown, Ld & Richardson, Gd & Schwager, Sj, 1987. "An Information Interpretation Of Financial Analyst Superiority In Forecasting Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 49-67.
    3. Azi Ben-Rephael & Zhi Da & Ryan D. Israelsen, 2017. "It Depends on Where You Search: Institutional Investor Attention and Underreaction to News," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3009-3047.
    4. Stefano Dellavigna & Joshua M. Pollet, 2009. "Investor Inattention and Friday Earnings Announcements," Journal of Finance, American Finance Association, vol. 64(2), pages 709-749, April.
    5. David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009. "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, vol. 64(5), pages 2289-2325, October.
    6. Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
    7. Zhi Da & Joseph Engelberg & Pengjie Gao, 2011. "In Search of Attention," Journal of Finance, American Finance Association, vol. 66(5), pages 1461-1499, October.
    8. Elizabeth Blankespoor & Ed deHaan & Christina Zhu, 2018. "Capital market effects of media synthesis and dissemination: evidence from robo-journalism," Review of Accounting Studies, Springer, vol. 23(1), pages 1-36, March.
    9. Michael S. Drake & Darren T. Roulstone & Jacob R. Thornock, 2012. "Investor Information Demand: Evidence from Google Searches Around Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 50(4), pages 1001-1040, September.
    10. Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019. "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, vol. 132(2), pages 369-383.
    11. Joseph E. Engelberg & Christopher A. Parsons, 2011. "The Causal Impact of Media in Financial Markets," Journal of Finance, American Finance Association, vol. 66(1), pages 67-97, February.
    12. Joshua Madsen & Marina Niessner, 2019. "Is Investor Attention for Sale? The Role of Advertising in Financial Markets," Journal of Accounting Research, Wiley Blackwell, vol. 57(3), pages 763-795, June.
    13. deHaan, Ed & Shevlin, Terry & Thornock, Jacob, 2015. "Market (in)attention and the strategic scheduling and timing of earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 60(1), pages 36-55.
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