Retail attention on earnings announcement days: Evidence from social media-Reference-Cited by-同舟云学术

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Retail attention on earnings announcement days: Evidence from social media

Published:2024-09 Issue: Volume:43 Page:100958
ISSN:2214-6350
Container-title:Journal of Behavioral and Experimental Finance
language:en
Short-container-title:Journal of Behavioral and Experimental Finance

Author:

Cai Qiuye,Yung Kenneth

Publisher

Elsevier BV

Reference28 articles.

1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

2. Economic uncertainty and investor attention;Andrei;J. Financ. Econ.,2023

3. Left-tail momentum: underreaction to bad news, costly arbitrage and equity returns;Atilgan;J. Financ. Econ.,2020

4. Do retail trades move markets?;Barber;Rev. Financ. Stud.,2008

5. It depends on where you search: institutional investor attention and underreaction to news;Ben-Rephael;Rev. Financ. Stud.,2017

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