Arnold, T. ; Fishe, R.P.H. ; North, D. The effects of ambiguous information on initial and subsequent IPO returns. 2010 Financial Management. 39 1497-1519
Bajo, E. ; Raimondo, C. Media sentiment and IPO underpricing. 2017 Journal of Corporate Finance. 46 139-153
Boehmer, E. ; Kelley, E. Institutional investors and the informational efficiency of prices. 2009 Review of Financial Studies. 22 3563-3594
Brailsford, T. ; Heaney, R. ; Powell, J. ; Shi, J. Hot and cold IPO markets: Identification using a regime switching model. 2000 Multinational Finance Journal. 4 35-68
- Chen, H. ; De, P. ; Hu, Y. ; Hwang, B. Sentiment revealed in social media and its effect on the stock market. 2011 Stat. Signal Process. Workshop. 25-28
Paper not yet in RePEc: Add citation now
Core, J. ; Guay, W. ; Rusticus, T. Does weak governance cause weak stock returns? An examination of firm operating performance and investors' expectations. 2006 The Journal of Finance. 61 655-687
Davis, A.K. ; Piger, J.M. ; Sedor, I.M. Beyond the numbers, measuring the information content of earnings press release language. 2012 Contemporary Accounting Research. 29 845-868
- Doran, J. ; Peterson, D. ; Price, S. Earnings conference call content and stock price: The case of REITs. 2009 Florida State University:
Paper not yet in RePEc: Add citation now
Dougal, C. ; Engelberg, J. ; Garcia, G. ; Parsons, C. Journalists and the stock market. 2012 Review of Financial Studies. 25 639-679
Fang, L. ; Yasuda, A. The effectiveness of reputation as a disciplinary mechanism in sell-side research. 2009 Review of Financial Studies. 22 3735-3777
- Feldman, R. ; Govindaraj, S. ; Livnat, J. ; Segal, B. Management's tone change, post earnings announcement drift and accruals. 2010 Review of Accounting Studies. 15 915-953
Paper not yet in RePEc: Add citation now
Ferris, S.P. ; Hao, Q. ; Liao, M. The effect of issuer conservatism on IPO pricing and performance. 2013 Review of Finance. 993-1027
- Guo, H. ; Wang, T. ; Li, Y. ; Fung, H. Challenges to China's new stock market for small and medium-size firms: Trading price falls below the IPO price. 2013 Technological and Economic Development of Economy. 19 409-424
Paper not yet in RePEc: Add citation now
Gurun, G. ; Butler, W. Don't believe the hype: Local media slant, local advertising, and firm value. 2012 The Journal of Finance. 67 561-598
Habib, M.A. ; Ljungqvist, A.P. Underpricing and IPO proceeds: A note. 1998 Economics Letters. 61 381-383
Hanley, K.W. The underpricing of initial public offerings and the partial adjustment phenomenon. 1993 Journal of Financial Economics. 34 231-250
Hanley, K.W. ; Hoberg, G. Litigation risk, strategic disclosure and the underpricing of initial public offerings. 2011 Journal of Financial Economics. 103 235-254
Hanley, K.W. ; Hoberg, G. The information content of IPO prospectuses. 2010 Review of Financial Studies. 23 2821-2864
Hendershott, T. ; Livdan, D. ; Schurhoff, N. Are institutions informed about news?. 2015 Journal of Financial Economics. 117 249-287
Huang, D. ; Jiang, F. ; Tu, J. ; Zhou, G. Investor sentiment aligned: A powerful predictor of stock returns. 2015 Review of Financial Studies. 28 791-837
Hwang, B. ; Kim, H.H. It pays to write well. 2017 Journal of Financial Economics. 124 373-394
Jackson, A. Trade generation, reputation, and sell-side analysts. 2005 The Journal of Finance. 60 673-717
Jegadeesh, N. ; Wu, D. Word power: A new approach for content analysis. 2013 Journal of Financial Economics. 110 712-729
- Jia, D. ; Bian, S. Can the negative tone of prospectus predict post-IPO performance?. 2019 Finance Forum. 24 60-69
Paper not yet in RePEc: Add citation now
Jiang, F. ; Lee, J. ; Martin, X. ; Zhou, G. Manager sentiment and stock returns. 2019 Journal of Financial Economics. 132 126-149
Lee, C.M.C. ; So, E.C. Uncovering expected returns: Information in analyst coverage proxies. 2017 Journal of Financial Economics. 124 331-348
Li, F. Annual report readability, current earnings, and earnings persistence. 2008 Journal of Accounting and Economics. 45 221-247
- Li, F. Do stock market investors understand the risk sentiment of corporate annual reports? Unpublished working paper. 2006 University of Michigan:
Paper not yet in RePEc: Add citation now
Li, Y. ; He, J. ; Xiao, M. Risk disclosure in annual reports and corporate investment efficiency. International. 2019 Rev. Econ. Finance.. 63 138-151
Loughran, T. ; McDonald, B. IPO first-day returns, offer price revisions, volatility, and form S-1 language. 2013 Journal of Financial Economics. 109 307-326
Loughran, T. ; McDonald, B. Measuring readability in financial disclosures. 2014 The Journal of Finance. 69 1643-1671
Loughran, T. ; McDonald, B. When is a liability not a liability? Textual analysis, dictionaries, and 10Ks. 2011 The Journal of Finance. 66 35-65
Lowry, M. Why does IPO volume fluctuate so much?. 2003 Journal of Financial Economics. 67 3-40
Lowry, M. ; Schwert, G.W. IPO market cycles: Bubbles or sequential learning?. 2002 The Journal of Finance. 57 1171-1200
Lowry, M. ; Shu, S. Litigation risk and IPO underpricing. 2002 Journal of Financial Economics. 65 309-335
Mayew, W.J. ; Venkatachalam, M. The power of voice: Managerial affective states and future firm performance. 2012 The Journal of Finance. 67 1-43
Neupane, S. ; Paudyal, K. ; Thapa, C. Firm quality or market sentiment: What matters more for IPO investors?. 2014 Journal of Banking & Finance. 44 207-218
- Rogers, J.L. ; Van Buskirk, A. ; Zechman, S. Disclosure tone and shareholder litigation. 2011 The Accounting Review. 86 2155-2183
Paper not yet in RePEc: Add citation now
Tetlock, P.C. Giving content to investor sentiment: The role of media in the stock market. 2007 The Journal of Finance. 62 1139-1168
Tetlock, P.C. ; Saar-Tsechansky, M. ; Macskassy, S. More than words: Quantifying language to measure firms' fundamentals. 2008 The Journal of Finance. 63 1437-1467
- Zhu, H. ; Zhang, C. ; Li, H. ; Chen, S. Information environment, market-wide sentiment and IPO initial returns: Evidence from analyst forecasts before listing. 2015 China. J. Account. Res.. 8 193-211
Paper not yet in RePEc: Add citation now