Abstract I analyze differences between the core and extended trading sessions in the high‐frequency reaction of equity markets to potential news. Using presidential tweets as unanticipated, potentially market‐stirring events, I find that volatility increases and liquidity deteriorates within fractions of a second after a tweet.
Stefan Scharnowski
wiley +1 more source
Engaging traders in strengthening seed systems in Tanzania: key drivers for selling grains of improved varieties of sorghum, common beans and groundnuts. [PDF]
Ong'or D +10 more
europepmc +1 more source
Short selling ETFs and market performance
Abstract We examine short selling activity in leveraged Exchange‐Traded Funds (ETFs) and its impact on underlying index performance. Using a novel measure of ETF short exposure, which includes long positions in inverse leveraged ETFs, we document that high short exposure is associated with positive performance in the subsequent period.
Doina C. Chichernea +2 more
wiley +1 more source
Manager characteristics and the informativeness of banks' loan loss provisioning. [PDF]
Bischof J, Rudolf N.
europepmc +1 more source
The expected inflation risk premium in the U.S. stock market
Abstract This article studies how expected inflation risk affects asset prices. We propose an ex‐ante, tradable proxy for this risk, derived from the term spread of gold futures prices. Using cross‐sectional and time series asset pricing tests, we show how an increase in expected inflation risk lowers contemporaneous prices and raises equity returns ...
Pascal Letourneau +2 more
wiley +1 more source
Surgery as a greedy job: The valorization of the worker's professionalism for women in surgery. [PDF]
Bellini MI, Passalacqua P.
europepmc +1 more source
Investor sentiment and stock market returns: A comparative analysis of mood, word, and trade
Abstract We examine and compare the return predictability of mood‐, word‐, and trade‐based sentiment measures across 18 international stock markets. Empirical results reveal that the trade‐based measure performs strongly across many settings; the word‐based measure contributes important complementary information, including in cases where the trade ...
Lan Xiang, Wenzhao Wang
wiley +1 more source
The impact of digital transformation and earnings management on ESG performance: evidence from Chinese listed enterprises. [PDF]
Wang L, Hou S.
europepmc +1 more source
Continuous dynamics of cooperation and competition in social decision-making. [PDF]
Lewen D +9 more
europepmc +1 more source
What breaks when federal commitments break: comment on Beccia et al. [PDF]
Tsai AC.
europepmc +1 more source

