Quarterly earnings conference calls are becoming a more pervasive tool for corporate
disclosure. However, the extent to which the market embeds information contained in the tone (ie …

We examine stock returns following large one‐day price declines and find that the bid‐ask
bounce and the degree of market liquidity explain short‐term price reversals. Further, we do …

Prior studies find that the CBOE volatility index (VIX) predicts returns on stock market indices,
suggesting implied volatilities measured by VIX are a risk factor affecting security returns or …

… In this tutorial, Pamela Peterson and David Peterson help … Peterson and Peterson begin
their analysis with a summary … Peterson and Peterson start ?From the position that because …

This study presents an empirical, event‐time analysis of the financial impact of product recall
announcements on the equity holders of affected firms. Product recalls convey relevant …

Cas9-mediated gene editing is a powerful tool for addressing research questions in arthropods.
Current approaches rely upon delivering Cas9 ribonucleoprotein (RNP) complex by …

This paper shows that a New Year's gambling preference of individual investors impacts
prices and returns of assets with lottery features. January call options, especially the out-of-the-…

We investigate the relation between seasoned equity issuers' stated intended use of proceeds
and their subsequent long-run stock and operating performance. Stated intended uses of …

Using computer based content analysis, we quantify the linguistic tone of quarterly earnings
conference calls for publicly traded Real Estate Investment Trusts (REITs). After controlling …

We employ the Fama‐French time‐series regression approach to examine liquidity as a risk
factor affecting stock returns. Prior studies establish liquidity as an important consideration …