Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Aman, Hiroyuki
and
Moriyasu, Hiroshi
2013.
Volatility and Public Information Flows: Evidence from Disclosure and Media Coverage in the Japanese Stock Market.
SSRN Electronic Journal,
Gorodnichenko, Yuriy
and
Weber, Michael
2013.
Are Sticky Prices Costly? Evidence from the Stock Market.
SSRN Electronic Journal,
Liebmann, Michael
Orlov, Alexei G.
and
Neumann, Dirk
2014.
The Tone of Financial News and the Perceptions of Stock and CDS Traders.
SSRN Electronic Journal,
Kerl, Alexander
Schürg, Carolin
and
Walter, Andreas
2014.
The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors.
Financial Markets and Portfolio Management,
Vol. 28,
Issue. 4,
p.
409.
Tetlock, Paul C.
2014.
Information Transmission in Finance.
Annual Review of Financial Economics,
Vol. 6,
Issue. 1,
p.
365.
Green, T. Clifton
Jame, Russell
Markov, Stanimir
and
Subasi, Musa
2014.
Broker-hosted investor conferences.
Journal of Accounting and Economics,
Vol. 58,
Issue. 1,
p.
142.
Mandell, Aaron
2015.
Equity Valuation Consequences of the New Wave of Master Limited Partnership Formations.
SSRN Electronic Journal,
Hendershott, Terrence
Livdan, Dmitry
and
Schürhoff, Norman
2015.
Are institutions informed about news?.
Journal of Financial Economics,
Vol. 117,
Issue. 2,
p.
249.
Tetlock, Paul C.
2015.
Vol. 1,
Issue. ,
p.
701.
Frank, Murray Z.
and
Sanati, Ali
2015.
How Does the Stock Market Absorb Shocks?.
SSRN Electronic Journal,
Siikanen, Milla
Kanniainen, Juho
and
Valli, Jaakko
2015.
Liquidity Effects of Earnings Announcements in Stock Limit Order Markets: Empirical Evidence from NASDAQ Nordic.
SSRN Electronic Journal,
Segal, Benjamin
and
Segal, Dan
2016.
Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling.
Review of Accounting Studies,
Vol. 21,
Issue. 4,
p.
1203.
Gorodnichenko, Yuriy
and
Weber, Michael
2016.
Are Sticky Prices Costly? Evidence from the Stock Market.
American Economic Review,
Vol. 106,
Issue. 1,
p.
165.
Quaye, Isaac
Mu, Yinping
Abudu, Braimah
and
Agyare, Ramous
2016.
Review of Stock Markets’ Reaction to New Events: Evidence from Brexit.
Journal of Financial Risk Management,
Vol. 05,
Issue. 04,
p.
281.
Liebmann, Michael
Orlov, Alexei G.
and
Neumann, Dirk
2016.
The tone of financial news and the perceptions of stock and CDS traders.
International Review of Financial Analysis,
Vol. 46,
Issue. ,
p.
159.
Rapp, Albert
2016.
Private investor extrapolation bias – evidence through qualitative content analysis (QCA).
Qualitative Research in Financial Markets,
Vol. 8,
Issue. 2,
p.
149.
Ahmad, Khurshid
Han, JingGuang
Hutson, Elaine
Kearney, Colm
and
Liu, Sha
2016.
Media-expressed negative tone and firm-level stock returns.
Journal of Corporate Finance,
Vol. 37,
Issue. ,
p.
152.
Feuerriegel, Stefan
Ratku, Antal
and
Neumann, Dirk
2016.
Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation.
p.
1072.
Siikanen, Milla
Kanniainen, Juho
and
Valli, Jaakko
2017.
Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic.
Finance Research Letters,
Vol. 21,
Issue. ,
p.
264.
Aman, Hiroyuki
and
Moriyasu, Hiroshi
2017.
Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market.
International Review of Economics & Finance,
Vol. 51,
Issue. ,
p.
660.