Market Reactions to Tangible and Intangible Information

By B. Kim, Dong Hoe Kim, C. Chung. 2012

113 citations recorded by the source corpus.

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Deep Learning in Finance (2016, methodology): “†We use a deep neural net with (4,2) hidden layers.”
Customer-Base Concentration: Implications for Firm Performance and Capital Markets (2012, unknown): “29 Fama (1998) argues that the choice of the return expectation model is less important in short-window return studies since daily expected returns are close to zero.”
The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? (2010, unknown): “Evidence supportive of this conjecture is provided by Daniel and Titman (2006).”
The History of the Cross Section of Stock Returns (2016, unknown): “The significance of the net issuance anomaly over the modern, post-1963 sample period has been highlighted, for example, in Daniel and Titman (2006), Boudoukh, Michaely, Richardson, and Roberts (2007), Fama and French (2008), and Pontiff and Woodgate (2008). The last two of these studies, however, f”