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

DOI10.1016/J.JEDC.2022.104325OpenAlexW3114761833MaRDI QIDQ2115981FDOQ2115981

Authors: Zilin Chen, Liya Chu, Dawei Liang, Jun Tu 

Publication date: 15 March 2022

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

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

Recommendations

• Does foreign information predict the returns of multinational firms worldwide?
• Geographic distribution of firms and expected stock returns
• What's in a Name? An Experimental Examination of Investment Behavior*
• R\&D spillover and predictable return
• Information acquisition and expected returns: evidence from EDGAR search traffic

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
• Common risk factors in the returns on stocks and bonds
• Technological Innovation, Resource Allocation, and Growth*
• R&D Spillover and Predictable Returns*

Cited In (1)

• What's in a Name? An Experimental Examination of Investment Behavior*

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2115981)