Topic: Stock Returns
One Way the Stock Market Sends Signals to Bond Traders
Thin stock trading, amid both price volatility and a period of potential economic change, leads bond investors to seek a higher yield
When Exchange Rates Move, U.S. Companies Feel It — Even More Than Previously Thought
Firm-specific export data enables researchers to potentially solve a puzzle in economics
The Mechanics of How Social Media Turbocharges Asset Bubbles
Establishment media coalesces around a lone narrative, but online chatter hops between storylines, sometimes shocking traders
Why Rising Stocks Sometimes Reverse, Then Rally
Cultural differences and investor behavior can drive reversals and momentum
Why the Stock Market Needs Gamblers
They counteract the impulses of two other market personality types
Companies at Risk of an Earnings Miss Allow More Third-Party Trackers on Their Websites
Managing earnings at the cost of privacy
Airline Shareholders Were the Big Losers from Deregulation
Consumers, on the other hand, gained in good times and bad
Disclosure of Climate Risk Helps Stocks Trade More Smoothly
Dropping facts into a polarized investor pool reduces the impact of ideology and leads to broader ownership
Is Post-Earnings Announcement Drift a Thing? Again?
Considered dead, the phenomenon resurfaces in two studies — which are critiqued in a third paper
When a Stock Becomes Easier to Trade, So Do Its Rivals
A rising tide of liquidity for one company also lifts its peers, boosting their stock prices and lowering trading costs