Demographics and Industry Returns

By Stefano DellaVigna, Joshua Pollet. 2007

256 citations recorded by the source corpus.

Subfields: Accounting, Demography, Finance

View Paper: https://www.semanticscholar.org/paper/18d6f37aa74e1f2936645f58ba20e848d82b10fe

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Citations in the corpus

Climate risks and market efficiency (2017, unknown): “, Hong, Torous, and Valkanov (2007), DellaVigna and Pollet (2007), Cohen and Frazzini (2008)), whereby the market underreacts to many types of value relevant information such as industry news, demographic shifts, and upstream-downstream relationships.”
Stock Returns after Major Price Shocks: The Impact of Information (2012, unknown): “Most of this work argues that limited investor attention causes underreaction (Hirshleifer and Teoh, 2003; DellaVigna and Pollet, 2007, 2009), which leads to drift in stock prices.12 My ndings suggest that limited attention may not always lead to underreaction.”
Reviews, Reputation, and Revenue: The Case of Yelp.Com (2016, background): “However, a growing literature has shown that consumers do not use all available information (Dellavigna and Pollet 2007; 2010).”
Heuristic Thinking and Limited Attention in the Car Market (2011, unknown): “In most models of 99- 3 For evidence of the effects of limited attention in financial markets, see Cohen and Frazzini (2008), DellaVigna and Pollet (2007, 2009), and Hirshleifer, Lim, and Teoh (forthcoming).”
Government Spending, Political Cycles and the Cross Section of Stock Returns (2013, unknown): “…literature investigating the effect of firm characteristics (see 4 Fama and French (2008) for a survey), industry characteristics (Hou and Robinson (2006), and Gomes, Kogan, and Yogo (2009)), and demographic characteristics (DellaVigna and Pollet (2007)) on the cross-section of stock returns.”
Limited Investor Attention and Stock Market Misreactions to Accounting Information (2011, unknown): “…new information affects the dynamics of asset price volatility (Peng and Xiong 2002), how neglect of demographic information affects asset prices (DellaVigna and Pollet 2007), and how informed parties make disclosure decisions when observers have limited attention (H rshleifer, Lim, and Teoh…”
Liquidity Shocks and Stock Market Reactions (2014, result): “Specifically, the negative coefficient on stock size is consistent with Fama and French (1992, 1993). MOM is positive, while REV is negative, consistent with price momentum (Jegadeesh and Titman (1993)) and short-term reversal (Jegadeesh (1990)).”
Capital Market-Driven Corporate Finance (2009, background): “Firms respond by timing their financing and investment accordingly (DellaVigna & Pollet 2007).”
Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009, methodology): “To calculate the daily number of quarterly earnings announcements, we look at quarterly earnings announcements available from the CRSP-Compustat merged database.”
New Frontiers: The Origins and Content of New Work, 1940–2018 (2022, methodology): “…positive demand shifts, we leverage changes in population age structure that indirectly affect employment through patterns of consumption, following DellaVigna and Pollet (2007).38 In both cases, we measure the differential exposure of occupations to demand shifts as a function of their…”