Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-Searches

By C. M. Lee, Paul Ma, C. Wang. 2015

249 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/06461e61d307ab022091b0f85c2d0bdfbd09adc2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Azi Ben-Rephael
2. Zhi Da

In Finance

1. Azi Ben-Rephael
2. Ryan D. Israelsen
3. Zhi Da

In Management Science and Operations Research

1. Azi Ben-Rephael

Citations in the corpus

• Googling Investor Sentiment around the World (2019, unknown): “…such as automobile sales (Choi and Varian (2012)); evaluate investor attention (Mondria, Wu, and Zhang (2010), Da, Engelberg, and Gao (2011)); measure investor information demand (Drake, Roulstone, and Thornock (2012)); and identify economically related peer firms (Lee, Ma, and Wang (2015)).”
• It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017, background): “…stamps associated with both events are obtained from I/B/E/S. 10 For example, see Bauguess, Cooney, and Hanley (2013), Drake, Roulstone, and Thornock (2015), Lee, Ma, and Wang (2015), deHaan, Shevlin, and Thornock (2015), and Loughran and McDonald (2015) for recent applications of the EDGAR data.”
• Investor Attention and Stock Returns (2020, unknown): “• Search traffic on EDGAR (AEDGAR): For each stock, we first count the number of EDGAR downloads for this firm’s statements during a given month.”