Frog in the Pan: Continuous Information and Momentum

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...

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書目詳細資料
Main Authors:	Gurun, Umit, Da, Zhi, WARACHKA, Mitchell Craig
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2010
主題:	Momentum Information Discreteness Idiosyncratic Volatility Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/2994
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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