Social networks analysis in accounting and finance

PA Bianchi, M Causholli… - Contemporary …, 2023 - Wiley Online Library
Social network analysis (SNA) examines whether interactions between individuals, teams,
and organizations result in network structures and patterns that can explain important …

Firms' innovation strategy under the shadow of analyst coverage

B Guo, D Pérez-Castrillo, A Toldrà-Simats - Journal of Financial Economics, 2019 - Elsevier
We study the effect of analyst coverage on firms' innovation strategy and outcome. Using
data of US firms from 1990 to 2012, we find evidence that an increase in financial analysts …

[图书][B] Information choice in macroeconomics and finance

L Veldkamp - 2023 - books.google.com
An authoritative graduate textbook on information choice, an exciting frontier of research in
economics and finance Most theories in economics and finance predict what people will do …

Information markets and the comovement of asset prices

LL Veldkamp - The Review of Economic Studies, 2006 - academic.oup.com
Traditional asset pricing models predict that covariance between prices of different assets
should be lower than what we observe in the data. This paper introduces markets for …

R 2 and the Economy

R Morck, B Yeung, W Yu - Annu. Rev. Financ. Econ., 2013 - annualreviews.org
The characterization of firm-specific return volatility as the intensity with which firm-specific
events occur reconciles many seemingly discordant results. A functionally efficient stock …

Analyst initiations of coverage and stock return synchronicity

SS Crawford, DT Roulstone… - The Accounting Review, 2012 - publications.aaahq.org
We examine how the information produced by analysts when they initiate coverage
contributes to the mix of firm-specific, industry-, and market-wide information available about …

Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market

KC Ho, L Yang, S Luo - Journal of Business Research, 2022 - Elsevier
On the basis of the theory developed by Daniel, Hirshleifer, and Subrahmanyam
(DHS)(1998), this study examines the influence of information disclosure rating on …

Portfolio choice, attention allocation, and price comovement

J Mondria - Journal of Economic Theory, 2010 - Elsevier
This paper models the attention allocation of portfolio investors. Investors choose the
composition of their information subject to an information flow constraint. Given their …

Market overreaction, firm-specific information and macroeconomic variables in US and Chinese markets during COVID-19

OK Loang, Z Ahmad - Journal of Economic Studies, 2022 - emerald.com
Purpose This study examines the impact of firm-specific information and macroeconomic
variables on market overreaction of US and Chinese winner and loser portfolio before and …

Institutional trading and Abel Noser data

G Hu, KM Jo, YA Wang, J Xie - Journal of Corporate Finance, 2018 - Elsevier
We survey the growing academic literature using Abel Noser data, including 55 publications
thus far. We analyze publication patterns to explore how the availability of a specialized …