Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly
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More about this item
KeywordsContent Analysis; Annual Reports; Stock Market Returns;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-09-05 (All new papers)
- NEP-CFN-2014-09-05 (Corporate Finance)
- NEP-FMK-2014-09-05 (Financial Markets)
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