Fulin Li

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

University of Chicago - Department of Economics

1101 East 58th Street

Chicago, IL 60637

United States

  • University of Chicago - Booth School of Business

  • University of Chicago - Department of Economics

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Time Variation in the News-Returns Relationship

Columbia Business School Research Paper Forthcoming
Number of pages: 57 Posted: 17 Jul 2019 Last Revised: 17 Jun 2022
Paul Glasserman, Fulin Li and Harry Mamaysky
Columbia University - Columbia Business School, University of Chicago - Booth School of Business and Columbia University - Columbia Business School
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Abstract:

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information choice; asset pricing; price efficiency; attention