Zeyao Luan

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Janice H. Levin Bldg., Room 121

94 Rockafeller Road

Piscataway, NJ 08854-8054

United States

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Scholarly Papers (1)

1.

News-based Investor Disagreement and Stock Returns

Number of pages: 88 Posted: 13 Aug 2023 Last Revised: 28 Apr 2025
Sophia Zhengzi Li and Zeyao Luan
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 546 (110,277)

Abstract:

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News Announcements, Disagreement, High-Frequency, Trading Volume, Volatility