Frog in the Pan: Continuous Information and Momentum
We develop and test a frog-in-the-pan hypothesis that predicts investors are less attentive to information arriving continuously in small amounts than to information with the same cumulative stock price implications arriving in large amounts at discrete timepoints. Intuitively, we hypothesize that a...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1792 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2791/viewcontent/WarachkaMFroginthePan.pdf |
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| Institution: | Singapore Management University |
| Language: | English |