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Citations for "Investor Inattention and Friday Earnings Announcements"

by Stefano Dellavigna & Joshua M. Pollet

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  1. Henock Louis & Amy Sun, 2010. "Investor Inattention and the Market Reaction to Merger Announcements," Management Science, INFORMS, INFORMS, vol. 56(10), pages 1781-1793, October.
  2. Élise PAYZAN LE NESTOUR, 2010. "Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 10-28, Swiss Finance Institute.
  3. Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns: The Case of British Soccer Betting," Discussion Paper, Tilburg University, Tilburg Law and Economic Center 2008-044, Tilburg University, Tilburg Law and Economic Center.
  4. Jiang, Christine X. & Likitapiwat, Tanakorn & McInish, Thomas H., 2012. "Information Content of Earnings Announcements: Evidence from After-Hours Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(06), pages 1303-1330, December.
  5. Karlan, Dean & Ratan, Aishwarya Lakshmi & Zinman, Jonathan, 2014. "Savings by and for the poor: A research review and agenda," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  6. Marco Di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," EIEF Working Papers Series 1212, Einaudi Institute for Economics and Finance (EIEF), revised May 2014.
  7. Justin R. Sydnor & Devin G. Pope & Nicola Lacetera, 2011. "Heuristic Thinking and Limited Attention in the Car Market," 2011 Meeting Papers 105, Society for Economic Dynamics.
  8. Stefano Giglio & Kelly Shue, 2013. "No News is News: Do Markets Underreact to Nothing?," NBER Working Papers 18914, National Bureau of Economic Research, Inc.
  9. Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2014. "Investor attention and stock market activity: Evidence from France," Working Papers 2014-405, Department of Research, Ipag Business School.
  10. Frank Sloan & Lindsey Eldred & Tong Guo & Yanzhi Xu, 2013. "Are people overoptimistic about the effects of heavy drinking?," Journal of Risk and Uncertainty, Springer, vol. 47(1), pages 93-127, August.
  11. Steffen Altmann & Christian Traxler, 2012. "Nudges at the Dentist," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2012_15, Max Planck Institute for Research on Collective Goods.
  12. Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014. "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, Elsevier, vol. 113(1), pages 53-72.
  13. Bruno Strulovici & Darrell Duffie, 2009. "Capital Mobility and Asset Pricing," 2009 Meeting Papers, Society for Economic Dynamics 87, Society for Economic Dynamics.
  14. Kurov, Alexander, 2010. "Investor sentiment and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 139-149, January.
  15. Vozlyublennaia, Nadia, 2014. "Investor attention, index performance, and return predictability," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 17-35.
  16. David Dranove & Ginger Zhe Jin, 2010. "Quality Disclosure and Certification: Theory and Practice," NBER Working Papers 15644, National Bureau of Economic Research, Inc.
  17. Dong Lou, 2013. "Attracting investor attention through advertising," LSE Research Online Documents on Economics 54382, London School of Economics and Political Science, LSE Library.
  18. Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3, June.
  19. Roger K. Loh & René M. Stulz, 2009. "When are Analyst Recommendation Changes Influential?," NBER Working Papers 14971, National Bureau of Economic Research, Inc.
  20. Johannes Abeler & Simon Jäger, 2013. "Complex Tax Incentives - An Experimental Investigation," CESifo Working Paper Series 4231, CESifo Group Munich.
  21. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 1969. "Competition for Attention," Working Paper 76811, Harvard University OpenScholar.
  22. Stefano DellaVigna & Joshua M. Pollet, 2009. "Capital Budgeting vs. Market Timing: An Evaluation Using Demographics," NBER Working Papers 15184, National Bureau of Economic Research, Inc.
  23. Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012. "High quality topic extraction from business news explains abnormal financial market volatility," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-299, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  24. Lauren Cohen & Dong Lou & Christopher Malloy, 2013. "Playing Favorites: How Firms Prevent the Revelation of Bad News," NBER Working Papers 19429, National Bureau of Economic Research, Inc.
  25. Rizova, Savina, 2013. "Trade momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 24(C), pages 258-293.
  26. Beyer, Anne & Cohen, Daniel A. & Lys, Thomas Z. & Walther, Beverly R., 2010. "The financial reporting environment: Review of the recent literature," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 50(2-3), pages 296-343, December.
  27. Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013. "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 108(2), pages 323-348.
  28. Alasdair Brown & Fuyu Yang, 2013. "Limited Cognition and Clustered Asset Prices," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. 054, School of Economics, University of East Anglia, Norwich, UK..
  29. Alexander L. Brown & Colin F. Camerer & Dan Lovallo, 2012. "To Review or Not to Review? Limited Strategic Thinking at the Movie Box Office," American Economic Journal: Microeconomics, American Economic Association, vol. 4(2), pages 1-26, May.
  30. Da, Zhi & Warachka, Mitch, 2011. "The disparity between long-term and short-term forecasted earnings growth," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(2), pages 424-442, May.
  31. Egebark, Johan & Ekström, Mathias, 2011. "Like What You Like or Like What Others Like? Conformity and Peer Effects on Facebook," Working Paper Series, Research Institute of Industrial Economics 886, Research Institute of Industrial Economics.
  32. Hirshleifer, David & Teoh, Siew Hong, 2009. "The Psychological Attraction Approach to Accounting and Disclosure Policy," MPRA Paper 14046, University Library of Munich, Germany.
  33. Alasdair Brown, 2013. "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. 043, School of Economics, University of East Anglia, Norwich, UK..
  34. Manela, Asaf, 2014. "The value of diffusing information," Journal of Financial Economics, Elsevier, Elsevier, vol. 111(1), pages 181-199.
  35. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers, Society for Economic Dynamics 104, Society for Economic Dynamics.
  36. Savor, Pavel G., 2012. "Stock returns after major price shocks: The impact of information," Journal of Financial Economics, Elsevier, Elsevier, vol. 106(3), pages 635-659.
  37. Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012. "High quality topic extraction from business news explains abnormal financial market volatility," UTokyo Price Project Working Paper Series 002, University of Tokyo, Graduate School of Economics.
  38. Chakrabarty, Bidisha & Moulton, Pamela C., 2012. "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 53(3), pages 612-634.
  39. Gao, Feng & Song, Fengming & Wang, Jun, 2013. "Rational expectations equilibrium with uncertain proportion of informed traders," Journal of Financial Markets, Elsevier, Elsevier, vol. 16(3), pages 387-413.
  40. Duchin, Ran & Schmidt, Breno, 2013. "Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(1), pages 69-88.
  41. Thoenes, Stefan & Gores, Timo, 2012. "Attention, Media and Fuel Efficiency," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln 2012-11, Energiewirtschaftliches Institut an der Universitaet zu Koeln.
  42. Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco, 2011. "Does investor attention influence stock market activity? The case of spin-off deals," MPRA Paper 33545, University Library of Munich, Germany.
  43. Loh, Roger, 2008. "Investor Attention and the Underreaction to Stock Recommendations," Working Paper Series 2008-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  44. Vincze, János, 2010. "Miért és mitől védjük a fogyasztókat?. Aszimmetrikus információ és/vagy korlátozott racionalitás
    [Asymmetric information and/or bounded rationality: why are consumers protected and from
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 725-752.
  45. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(3), pages 632-654.