8.8 REFERENCES

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Antweiler W.; Frank M. (2005) The Market Impact of Corporate News Stories, Working Paper, University of British Columbia.

Bagnoli M.; Levine S.; Watts S.G. (2005a) “Analyst estimation clusters and corporate events, part I,” Annals of Finance, 1(3), 245–265.

Bagnoli M.; Levine S.; Watts S.G. (2005b) “Analyst estimation clusters and corporate events, part II,” Annals of Finance, 1(4).

Barber B.M.; Odean T. (2008) “All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors,” Review of Financial Studies, 21.

Barberis N.; Shleifer A.; Vishny R. (1998) “A model of investor sentiment,” Journal of Financial Economics, 49, 307–343.

Bernard V.; Thomas J. (1989) “Post earnings announcement drift: Delayed price response or risk premium,” Journal of Accounting Research, Suppl. 27, 1–36

Berry T.; Howe K. (1994) “Public information arrival,” Journal of Finance, 49, 1331–1346.

Brar G. (2009) Quantamentals: Momentum Seeking Attention, Macquarie Quantitative Research.

Chan L K.C.; Jegadeesh N.; Lakonishok J. (1996) “Momentum strategies,” Journal of Finance, 51, 1681–1714.

Chan W.S. (2003) “Stock price reaction to news and no-news: Drift and reversal after headlines,” Journal of Financial Economics, 70(2), 223–260.

Cooper R.; Day T.; ...

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