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Paula Cocoma

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

943

TOTAL CITATIONS

2

Scholarly Papers (2)

1.

Disagreement and Scheduled Announcements: Explaining the Pre-Announcement Drift *

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 60 Posted: 08 Aug 2017 Last Revised: 19 May 2025
Paula Cocoma
Frankfurt School of Finance & Management
Downloads 681 (96,423)
Citation 2

Abstract:

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FOMC announcements, differences of opinion, scheduled announcements, sentiment risk, optimal learning

2.

More Information, Less Learning from Prices

Number of pages: 69 Posted: 20 Nov 2023 Last Revised: 01 Jul 2026
Paula Cocoma and Christian Skov Jensen
Frankfurt School of Finance & Management and Bocconi University
Downloads 262 (295,303)

Abstract:

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Rational expectations, differences-of-opinion, shorting demand, belief formation, informed trading, Private information

Other Papers (1)

Total Downloads: 186
1.

Efficiency Loss: The Hidden Cost of Passive Investors' Governance

Number of pages: 86 Posted: 09 Jun 2019 Last Revised: 05 Dec 2023
Paula Cocoma and Jinyuan Zhang
Frankfurt School of Finance & Management and UCLA Anderson School of Management
Downloads 186 (438,355)

Abstract:

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mutual funds, passive investment, corporate governance, information acquisition, strate- gic complementarities, conflict of interests