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White lie effects of information asymmetry on stock momentum
This paper aims to explore the relationship between information asymmetry and stock momentum. Using winner and loser approach, we find that winners with exaggerated forecast of earnings per share are more likely to have contrarian profits in subsequent holding periods. On the contrary, winners with...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7195530/ https://www.ncbi.nlm.nih.gov/pubmed/32373733 http://dx.doi.org/10.1016/j.heliyon.2020.e03816 |