Reference health
News, Institutional Investors’Limited Attention, and Stock Market Reaction
46/46 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 46 checked references that resolve
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1016/S1058-3300(97)90012-4
“Wall street week with Louis Rukheyser” recommendations:Trading activity and performance
resolves10.1093/rfs/hhx031
It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
resolves10.1287/mnsc.2013.1751
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
resolves10.1111/j.1475-679X.2009.00357.x
The Role of the Business Press as an Information Intermediary
resolves10.1016/S0304-405X(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1016/j.jbankfin.2013.10.002
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
resolves10.1111/j.1540-6261.1997.tb02724.x
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
resolves10.1093/rfs/hhu056
Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?
resolves10.1111/j.1540-6261.2009.01501.x
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.1016/j.jfineco.2009.11.007
Institutional investors, intangible information, and the book-to-market effect
resolves10.1111/j.1755-053X.2010.01110.x
Investor Inattention and the Underreaction to Stock Recommendations
resolves10.1111/j.1540-6261.1987.tb04565.x
A Simple Model of Capital Market Equilibrium with Incomplete Information
resolves10.1016/j.jbankfin.2014.09.016
Informed trading before positive vs. negative earnings surprises
resolves10.1016/S0378-4266(00)00091-1
Return predictability following large price changes and information releases
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.1111/j.1540-6261.2007.01232.x
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
resolves10.1093/rfs/hhq141
All the News That's Fit to Reprint: Do Investors React to Stale Information?
resolves10.1111/j.1540-6261.2008.01362.x
More Than Words: Quantifying Language to Measure Firms' Fundamentals
The 6 references without a DOI — listed, not checked
no DOI — not checkedref17
no DOI — not checkedref29
no DOI — not checkedref35
no DOI — not checkedref43
no DOI — not checkedref46
no DOI — not checkedIs Information Risk Priced? Evidence from Abnormal Idiosyncratic Volatility
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