The information content of media coverage and the cross-section of stock returns
碩士 === 國立高雄大學 === 金融管理學系碩士班 === 99 === This paper examines the relationship between the information content of media coverage and the cross-section of stock returns by number of articles published in Taiwan news media database. We find not only that large stocks, value stocks, and high idiosyncratic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68052812949911601576 |