Sidelined Investors, Trading-Generated News, and Security Returns

By H. Cao, Joshua D. Coval, David A. Hirshleifer. 2002

141 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3d2f4571900d426cd6f100fa0f768db93254a0ec

Citations in the corpus

• Stock price crash risk: review of the empirical literature (2018, unknown): “Cao, Coval, and Hirshleifer (2002) propose an ‘information blockage’ model as another theoretical framework for explaining price crash.”
• Volume Autocorrelation, Information and Investor Trading (2004, unknown): “Theoretical results shown in Romer (1993) and Cao et al. (2002) also imply that revelation of information by investors can generate autocorrelated trades.”