Notre Dame, IN 46556-5646
University of Notre Dame - Mendoza College of Business
in Total Papers Downloads
in Total Papers Citations
attention, internet search, individual investor, IPO, price momentum
Expected return, discount rate news, cash flow news, predictability, analyst forecast
return reversal, liquidity, cash flows, discount rate
return reversal, liquidity
Cost of Capital, CAPM, Capital Asset Pricing Model, Capital Budgeting
Momentum, Information Discreteness, Idiosyncratic Volatility
momentum, limited attention, information discreteness
Investor Sentiment, Volatility, Fund Flow, Survey
Dividend-price ratio, earning-price ratio, dividend growth, earnings growth, predictability, dividend smoothing
Analyst Forecasts, Limited Attention, Return Predictability
Search Volume, Earnings Surprises, Revenue Surprises
Short run reversal, liquidity, sentiment, fundamental news
exchange-traded funds, correlation
Analyst target prices, liquidity
Clientele, Liquidity, Default Risk, Stock Return
Informed Trading, Liquidity, Mutual Fund
Consumption-based Capital Asset Pricing Model (CCAPM), electricity consumption, return predictability.
Consumption-based Capital Asset Pricing Model (CCAPM), electricity consumption, return predictability
cash flow, consumption risk, stock returns, duration
Analyst Forecasts, Return Predictability
Fiscal Policy, Consumption, Stock Returns
Arbitrage trading, hedge fund holdings, short interest, stock return anomalies, limits to arbitrage
This is a National Bureau of Economic Research Paper. NBER charges a fee of
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Coordinated Noise Trading, Pension Funds, Price Pressure, Financial Advisors, Social Media
aggregate investment, variance decomposition, q-theory, earnings shocks, cash flow news, discount rate news.
Target Price, Analsyts Forecasts, P/E, discount rate
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: JBFA.
target prices, earnings forecasts, variance decomposition
firm life cycle, industry IPO wave, gross margin, growth equilibrium, limits to arbitrage
aggregate investment, variance decomposition, q-theory, earnings shocks, cash flow news, discount rate news
liquidity shock, bond return reversal, clientele change
Lotteries, Fiscal Policy, Consumption
Information Diffusion, Price Pressure, Social Media, Liquidity
Return autocorrelation, Stock market indexing, Arbitrage
Air Travel, Local Bias, Diversification, Cost of Equity
Wisdom of Crowds, Herding, Earnings Forecast
attention, institutional investors, retail investors, earnings announcements, analyst recommendations, news, Bloomberg
Asset allocation, Black-Litterman model, Target price
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