1803 Ave I
Huntsville, TX 77341
United States
Sam Houston State University
Ebola outbreak, Media attention, Market sentiment, Market efficiency, Return Reversal, Overreaction
Return Reversal, Return Persistence, Trading Strategy, Market Anomaly
Quarterly expectations, Analyst consensus, Guidance, Trading strategy
Short-sell constraints, Asymmetry, Relative short interest, Institutional ownership, Options, Dividends, Firm size, Short-sell ban, Option introduction
Recommendation, Investor Behavior, Retail Investor, Media Attention
Short-sell constraints, Asymmetry, Relative short interest, Institutional ownership, Options, Dividends
trading halts, short selling, market quality, informativeness, asymmetric information
market risk premia, capm, gordon growth model
Relative pricing, arbitrage, cointegration, pairs trading, forecasting