Far away from home: investors' underreaction to geographically dispersed information

DOI10.1016/J.JEDC.2022.104325OpenAlexW3114761833MaRDI QIDQ2115981

Liya Chu, Jun Tu, Zilin Chen, Dawei Liang

Publication date: 15 March 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104325

zbMATH Keywords

return predictabilitylimited attentiongeographic peersmaterial subsidiariesslow information diffusion

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• R&D Spillover and Predictable Returns*
• Technological Innovation, Resource Allocation, and Growth*
• Common risk factors in the returns on stocks and bonds

This page was built for publication: Far away from home: investors' underreaction to geographically dispersed information