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Social Interaction and Market Reaction to Earnings
David Hirshleifer
, Lin Peng
,
Qiguang Wang
Department of Accountancy, Economics and Finance
Research output
:
Contribution to conference
›
Conference paper
›
peer-review
Overview
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Keyphrases
Social Interaction
100%
Market Reaction
100%
Trading Volume
100%
Social Market
100%
Interaction Reaction
100%
Social Networks
50%
Dual Role
50%
Information Diffusion
50%
Volume-volatility
50%
Volatility
50%
Return Volatility
50%
Institutional Investors
50%
Network Centrality
50%
Earnings Announcements
50%
Trading Returns
50%
Asset Prices
50%
Public Information
50%
Information Efficiency
50%
Social Affect
50%
Retail Investors
50%
Investor Attention
50%
Post-earnings Announcement Drift
50%
Investor Disagreement
50%
Immediate Reactions
50%
Social Connectedness Index
50%
Headquarters Location
50%
Facebook Social Connectedness
50%
Economics, Econometrics and Finance
Price
100%
Trading Volume
100%
Investors
50%
Volatility
50%
Institutional Investor
50%
Returns Volatility
50%
Earnings Announcement
50%
Network Centrality
50%
Investor Attention
50%