Information, analysts, and stock return comovement
收藏NBER2010-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w15833
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资源简介：
We examine information spillover as a source of stock return synchronicity, where information about highly-followed "prominent" stocks is used to price other "neglected" stocks sharing a common fundamental component. We find that stocks followed by few analysts co-move significantly with firm
提供机构：
美国国家经济研究局
创建时间：
2010-03-01
