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Information in Equity Markets with Ambiguity-Averse Investors

Author: Caskey, Judson A.

Source: Review of Financial Studies, Volume 22, Number 9, 2 September 2009 , pp. 3595-3627(33)

Publisher: Oxford University Press

Driven to Distraction: Extraneous Events and Underreaction to Earnings News

Authors: HIRSHLEIFER, DAVID; LIM, SONYA SEONGYEON; TEOH, SIEW HONG

Source: The Journal of Finance, Volume 64, Number 5, October 2009 , pp. 2289-2325(37)

Publisher: Blackwell Publishing

Investor Inattention and Friday Earnings Announcements

Authors: DELLAVIGNA, STEFANO; POLLET, JOSHUA M.

Source: The Journal of Finance, Volume 64, Number 2, April 2009 , pp. 709-749(41)

Publisher: Blackwell Publishing

Does Financial Distress Risk Drive the Momentum Anomaly?

Authors: Agarwal, Vineet; Taffler, Richard

Source: Financial Management, Volume 37, Number 3, Autumn 2008 , pp. 461-484(24)

Publisher: Blackwell Publishing

Price Momentum and Idiosyncratic Volatility

Authors: Arena, Matteo P.; Haggard, K. Stephen; Yan, Xuemin (Sterling)

Source: The Financial Review, Volume 43, Number 2, May 2008 , pp. 159-190(32)

Publisher: Blackwell Publishing

Underreaction to Dividend Reductions and Omissions?

Authors: LIU, YI; SZEWCZYK, SAMUEL H.; ZANTOUT, ZAHER

Source: The Journal of Finance, Volume 63, Number 2, April 2008 , pp. 987-1020(34)

Publisher: Blackwell Publishing

Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange

Authors: Spyrou, Spyros; Kassimatis, Konstantinos; Galariotis, Emilios

Source: Applied Financial Economics, Volume 17, Number 3, February 2007 , pp. 221-235(15)

Publisher: Routledge, part of the Taylor & Francis Group

Overreaction: the sensitivity of defining the duration of the formation period

Author: Saleh, Walid

Source: Applied Financial Economics, Volume 17, Number 1, January 2007 , pp. 45-61(17)

Publisher: Routledge, part of the Taylor & Francis Group

Stock-Split Post-Announcement Returns: Underreaction or Market Friction?

Authors: Boehme, Rodney D.; Danielsen, Bartley R.

Source: The Financial Review, Volume 42, Number 4, November 2007 , pp. 485-506(22)

Publisher: Blackwell Publishing

The horse has bolted: revisiting the market reaction to going concern modifications of audit reports

Authors: Herbohn, Kathleen; Ragunathan, Vanitha; Garsden, Robert

Source: Accounting and Finance, Volume 47, Number 3, September 2007 , pp. 473-493(21)

Publisher: Blackwell Publishing

Market Underreaction to Free Cash Flows from IPOs

Author: Zheng, Steven X.

Source: The Financial Review, Volume 42, Number 1, February 2007 , pp. 75-97(23)

Publisher: Blackwell Publishing

The Disposition Effect and Underreaction to News

Author: FRAZZINI, ANDREA

Source: The Journal of Finance, Volume 61, Number 4, August 2006 , pp. 2017-2046(30)

Publisher: Blackwell Publishing

A Trade-Based Analysis of Momentum

Author: Hvidkjaer, Soeren

Source: Review of Financial Studies, Volume 19, Number 2, 2006 , pp. 457-491(35)

Publisher: Oxford University Press

Information Uncertainty and Stock Returns

Author: ZHANG, X. FRANK

Source: The Journal of Finance, Volume 61, Number 1, February 2006 , pp. 105-137(33)

Publisher: Blackwell Publishing

Does the Precision of News Affect Market Underreaction? Evidence from Returns Following Two Classes of Profit Warnings

Authors: Bulkley, George; Herrerias, Renata

Source: European Financial Management, Volume 11, Number 5, November 2005 , pp. 603-624(22)

Publisher: Blackwell Publishing

The Long-Run Performance of REIT Stock Repurchases

Authors: Giambona, Erasmo; Giaccotto, Carmelo; Sirmans, C.F.

Source: Real Estate Economics, Volume 33, Number 2, Summer 2005 , pp. 351-380(30)

Publisher: Blackwell Publishing

The case for market inefficiency: Investment style and market pricing

Authors: Bird, Ron; Tony He, Xue-Zhong; Thosar, Satish; Woolley, Paul

Source: Journal of Asset Management, Volume 5, Number 6, 1 April 2005 , pp. 365-388(24)

Publisher: Palgrave Macmillan

Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange

Authors: Antonios Antoniou; Emilios C. Galariotis; Spyros I. Spyrou

Source: European Financial Management, Volume 11, Number 1, January 2005 , pp. 71-98(28)

Publisher: Blackwell Publishing

Sources of contrarian profits and return predictability in emerging markets

Author: Emilios C. Galariotis

Source: Applied Financial Economics, Volume 14, Number 14, October 1, 2004 , pp. 1027-1034(8)

Publisher: Routledge, part of the Taylor & Francis Group

An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases

Authors: Eberhart A.C.; Maxwell W.F.; Siddique A.R.

Source: The Journal of Finance, Volume 59, Number 2, April 2004 , pp. 623-650(28)

Publisher: Blackwell Publishing