Engagement; Stock return synchronicity; Conference calls; Voluntary disclosure
Deviation Salience, Method of Moments Quantile Regression, Return Predictability, Overreaction, Asymmetry
JEL classification: C23, C51, C53, G12, G17 Deviation Salience, Method of Moments Quantile Regression, Return Predictability, Overreaction, Asymmetry
Idiosyncratic Risk, uncertainty tone, Textual Analysis, stock return synchronicity, stock price informativeness