When can the market identify old news?

Published: 11 April 2023| Version 1 | DOI: 10.17632/dvp8y4tdt2.1
Contributor:
Anastassia Fedyk

Description

Data and replication code for the experimental component of the paper "When can the market identify old news?" (Authors: Anastassia Fedyk and James Hodson; Journal of Financial Economics). The script survey_analysis.m generates the results in Table 2 of the manuscript and Tables A.3, A.4, and A.5 of the Internet Appendix. The script combine_figure.m generates Figure 2 of the manuscript.

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Categories

Finance, Behavioral Economics

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