Cross-Firm Information Flows and the Predictability of Stock Returns

Journal article

Cross-Firm Information Flows and the Predictability of Stock Returns

Anna Scherbina and Bernd Schlusche

01/06/2015

Abstract

Corporate News Announcements

Information Leadership

Lead-Lag Effect

Limited Attention

Market Efficiency

Metrics

13 Record Views

Details

Title: Cross-Firm Information Flows and the Predictability of Stock Returns
Creators: Anna Scherbina
Bernd Schlusche
Publisher: eScholarship, University of California
Identifiers: 9924037133901921
Academic Unit: Brandeis International Business School
Language: English
Resource Type: Journal article