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Network Centrality and Market Information Efficiency: Evidence from Corporate Site Visits in China

https://doi.org/10.2139/ssrn.4780561
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Political contributions and analyst behavior
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Hedge fund networks, information dissemination, and stock price comovement: Evidence from China
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Rumors in the sky: Corporate rumors and stock price synchronicity
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Information interaction among institutional investors and stock price crash risk based on multiplex networks
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Corporate site visits and earnings management
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CEO centrality and stock price crash risk
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Media news and earnings management prior to equity offerings
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How does analysts' forecast quality relate to corporate investment efficiency?
inferredcites →https://doi.org/10.1016/j.jcorpfin.2017.09.019openalex-extracted
Institutional investors' corporate site visits and corporate innovation
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Corporate disclosure quality and institutional investors' holdings during market downturns
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Do disclosures of selective access improve market information acquisition fairness? Evidence from company visits in China
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Outside Director Social Network Centrality and Turnover Before Stock Performance Crash: A Friend in Need?
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Corporate site visit and tax avoidance: The effects of monitoring and tax knowledge dissemination
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Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China
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The role of the media in corporate governance: Do the media influence managers' capital allocation decisions?
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Investor network: Implications for information diffusion and asset prices
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The anatomy of a large-scale hypertextual Web search engine
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Technological Fit and the Market for Managerial Talent
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The architecture of complex weighted networks
inferredcites →https://doi.org/10.1080/07350015.2016.1227711openalex-extracted
Unobservable Selection and Coefficient Stability: Theory and Evidence
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Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/684038openalex-extracted
What Are We Meeting For? The Consequences of Private Meetings with Investors
inferredcites →https://doi.org/10.1093/oso/9780195301649.001.0001openalex-extracted
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inferredcites →https://doi.org/10.1093/rfs/hhi023openalex-extracted
Market Frictions, Price Delay, and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhm079openalex-extracted
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
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Does Asymmetric Information Drive Capital Structure Decisions?
inferredcites →https://doi.org/10.1093/rfs/hhp028openalex-extracted
Institutional Investors and the Informational Efficiency of Prices
inferredcites →https://doi.org/10.1093/rfs/hht065openalex-extracted
Investor Networks in the Stock Market
inferredcites →https://doi.org/10.1093/rfs/hhw071openalex-extracted
Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices
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The governance role of institutional investors in information disclosure
inferredcites →https://doi.org/10.1111/1475-679x.12037openalex-extracted
Private Interaction Between Firm Management and Sell‐Side Analysts
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Inside the 'Black Box' of Sell-Side Financial Analysts
inferredcites →https://doi.org/10.1111/1911-3846.12363openalex-extracted
Do Analysts Gain an Informational Advantage by Visiting Listed Companies?
inferredcites →https://doi.org/10.1111/1911-3846.12417openalex-extracted
Do Corporate Site Visits Impact Stock Prices?
inferredcites →https://doi.org/10.1111/1911-3846.12647openalex-extracted
The Importance of Director External Social Networks to Stock Price Crash Risk*
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Conference Presentations and the Disclosure Milieu
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01727.xopenalex-extracted
Individual Investor Trading and Return Patterns around Earnings Announcements
inferredcites →https://doi.org/10.1257/aer.98.5.2150openalex-extracted
Conversations among Competitors
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Social Networks, Information Acquisition, and Asset Prices
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Sensemakr: Sensitivity Analysis Tools for OLS in R and Stata
inferredcites →https://doi.org/10.2139/ssrn.1342471openalex-extracted
Individual Investor Trading and Return Patterns Around Earnings Announcements
inferredcites →https://doi.org/10.2139/ssrn.1959613openalex-extracted
What Are We Meeting For? The Consequences of Private Meetings with Investors
inferredcites →https://doi.org/10.2139/ssrn.2308486openalex-extracted
Do Corporate Site Visits Impact Stock Prices?
inferredcites →https://doi.org/10.2139/ssrn.272287openalex-extracted
Does Greater Firm-Specific Return Variation Mean More or Less Informed Stock Pricing?
inferredcites →https://doi.org/10.2139/ssrn.2955318openalex-extracted
Private Information Acquisition and Corporate Investment: Evidence from Corporate Site Visits
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-extracted
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2139/ssrn.643223openalex-extracted
Investor Relations, Firm Visibility, and Investor Following
inferredcites →https://doi.org/10.2308/accr-10034openalex-extracted
What Makes Conference Calls Useful? The Information Content of Managers' Presentations and Analysts' Discussion Sessions
inferredcites →https://doi.org/10.2308/accr-10211openalex-extracted
Investor Relations, Firm Visibility, and Investor Following
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Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts
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