Essays on Information diffusion and stock market efficiency & analyst style

Essays on Information diffusion and stock market efficiency & analyst style

The dissertation consists of three chapters on information diffusion and stock market efficiency and analyst style. The first chapter examines the asset pricing implications of investors’ inattention to non-obvious firm relatedness hidden in earnings calls. This chapter documents that the overlap in...

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Bibliographic Details
Main Author: JIN, Zuben
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2022
Subjects:
Business aspects
Earnings conference calls
Topic modelling
Information diffusion
Cross-asset momentum
Abstract thinking
equity analyst
information environment
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/etd_coll/383
https://ink.library.smu.edu.sg/context/etd_coll/article/1381/viewcontent/dissertation__3_.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/383
https://ink.library.smu.edu.sg/context/etd_coll/article/1381/viewcontent/dissertation__3_.pdf

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