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 that arrives continuously in small amounts than to information with the same cumulative stock price implications that arrives in large amounts at discrete timepoints. Intuitively, we hypothesiz...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2010
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/2994 |
| الوسوم: |
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