The Reaction of Stock Returns to News about Fundamentals
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Cited by:
- Gilbert, Thomas, 2011. "Information aggregation around macroeconomic announcements: Revisions matter," Journal of Financial Economics, Elsevier, vol. 101(1), pages 114-131, July.
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More about this item
Keywords
Regime Switching; Asymmetric Reaction; Dividend News; Public Announcements;All these keywords.
JEL classification:
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2010-10-02 (Corporate Finance)
- NEP-FMK-2010-10-02 (Financial Markets)
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