Who underreacts to cash-flow news? Evidence from trading between individuals and institutions

Journal of Financial Economics

Volumn 66, Issue 2-3, 2002, Pages 409-462

  Cohen, Randolph B ^a   Gompers, Paul A ^a,b   Vuolteenaho, Tuomo ^b,c  

^a HARVARD BUSINESS SCHOOL   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c HARVARD UNIVERSITY   (United States)

Author keywords

Expected returns; Expected return news; Investor heterogeneity; Overreaction

Indexed keywords

EID: 74949097020     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(02)00229-5     Document Type: Article

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