Attention-driven reaction to extreme earnings surprises
Date Issued
2023-12
Author(s) USM
DOI
10.1016/j.qref.2023.10.003
Abstract
We investigate the relationship between investor attention and stock returns in the context of extreme earnings surprises. We propose a novel mechanism that describes this interaction: high attention to very positive and very negative earnings news result
Política de Privacidad 
