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Drowning in Disclosure: Information Overload and Investor Underreaction

https://doi.org/10.2139/ssrn.5378595
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Textual risk disclosures and investors’ risk perceptions
inferredcites →https://doi.org/10.1007/s11142-013-9258-3openalex-snapshot
The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings
inferredcites →https://doi.org/10.1007/s11142-016-9366-yopenalex-snapshot
Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling
inferredcites →https://doi.org/10.1007/s11142-018-9453-3openalex-snapshot
Manager-analyst conversations in earnings conference calls
inferredcites →https://doi.org/10.1007/s11142-018-9470-2openalex-snapshot
Quality minus junk
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Investor relations and IPO performance
inferredcites →https://doi.org/10.1016/0304-405x(81)90018-0openalex-snapshot
The relationship between return and market value of common stocks
inferredcites →https://doi.org/10.1016/0304-405x(81)90019-2openalex-snapshot
Misspecification of capital asset pricing
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On the exclusion of assets from tests of the two-parameter model
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Multivariate tests of financial models
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Common risk factors in the returns on stocks and bonds
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Annual report readability, current earnings, and earnings persistence
inferredcites →https://doi.org/10.1016/j.jacceco.2016.09.002openalex-snapshot
Earnings management and annual report readability
inferredcites →https://doi.org/10.1016/j.jacceco.2023.101635openalex-snapshot
Strategic complexity in disclosure
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Why do corporate managers misstate financial statements? The role of option compensation and other factors
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Word power: A new approach for content analysis
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Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars
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A five-factor asset pricing model
inferredcites →https://doi.org/10.1016/j.jfineco.2017.01.006openalex-snapshot
It pays to write well
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Manager sentiment and stock returns
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How news and its context drive risk and returns around the world
inferredcites →https://doi.org/10.1016/s0304-405x(01)00063-0openalex-snapshot
Stealth-trading: Which traders' trades move stock prices?
inferredcites →https://doi.org/10.1017/s0022109010000074openalex-snapshot
Factoring Information into Returns
inferredcites →https://doi.org/10.1017/s0022109015000411openalex-snapshot
Using 10-K Text to Gauge Financial Constraints
inferredcites →https://doi.org/10.1017/s0022109017000187openalex-snapshot
Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing
inferredcites →https://doi.org/10.1017/s0022109023000716openalex-snapshot
Measuring Firm Complexity
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
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Portfolio Theory: A Step Toward Its Practical Application
inferredcites →https://doi.org/10.1086/374184openalex-snapshot
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/467051openalex-snapshot
Agency Problems, Auditing, and the Theory of the Firm: Some Evidence
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Changes in Institutional Ownership and Stock Returns: Assessment and Methodology*
inferredcites →https://doi.org/10.1093/rapstu/raab005openalex-snapshot
Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning
inferredcites →https://doi.org/10.1093/rfs/14.2.529openalex-snapshot
Financial Constraints and Stock Returns
inferredcites →https://doi.org/10.1093/rfs/8.2.401openalex-snapshot
Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns
inferredcites →https://doi.org/10.1093/rfs/hhj012openalex-snapshot
Financial Constraints Risk
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhv043openalex-snapshot
Dissecting Anomalies with a Five-Factor Model
inferredcites →https://doi.org/10.1093/rfs/hhv059openalex-snapshot
Editor's Choice … and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhv063openalex-snapshot
A Taxonomy of Anomalies and Their Trading Costs
inferredcites →https://doi.org/10.1093/rfs/hhw101openalex-snapshot
Which Alpha?
inferredcites →https://doi.org/10.1093/rfs/hhw107openalex-snapshot
Mispricing Factors
inferredcites →https://doi.org/10.1093/rfs/hhy007openalex-snapshot
Are Financial Constraints Priced? Evidence from Textual Analysis
inferredcites →https://doi.org/10.1093/rfs/hhy083openalex-snapshot
Information, Trading, and Volatility: Evidence from Firm-Specific News
inferredcites →https://doi.org/10.1093/rof/rfaa004openalex-snapshot
An Augmented q -Factor Model with Expected Growth
inferredcites →https://doi.org/10.1093/rof/rfy032openalex-snapshot
Which Factors?
inferredcites →https://doi.org/10.1108/01409170510784779openalex-snapshot
Firm size and book‐to‐market equity as risk proxy in investment decisions
inferredcites →https://doi.org/10.1111/1475-679x.12123openalex-snapshot
Textual Analysis in Accounting and Finance: A Survey
inferredcites →https://doi.org/10.1111/1475-679x.12179openalex-snapshot
Linguistic Complexity in Firm Disclosures: Obfuscation or Information?
inferredcites →https://doi.org/10.1111/1911-3846.12561openalex-snapshot
Express Yourself: Why Managers' Disclosure Tone Varies Across Time and What Investors Learn from It
inferredcites →https://doi.org/10.1111/1911-3846.12598openalex-snapshot
Does Accounting Conservatism Discipline Qualitative Disclosure? Evidence From Tone Management in the MD&A*
inferredcites →https://doi.org/10.1111/1911-3846.12644openalex-snapshot
Is the Tone of Risk Disclosures in MD&As Relevant to Debt Markets? Evidence from the Pricing of Credit Default Swaps *
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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-snapshot
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb04074.xopenalex-snapshot
Liquidity, Information, and Infrequently Traded Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02724.xopenalex-snapshot
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01625.xopenalex-snapshot
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01729.xopenalex-snapshot
A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
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THE RELATIONSHIP BETWEEN EARNINGS YIELD AND MARKET VALUE: EVIDENCE FROM THE AMERICAN STOCK EXCHANGE
inferredcites →https://doi.org/10.1111/j.1911-3846.1989.tb00746.xopenalex-snapshot
Specialized knowledge and its communication in auditing*
inferredcites →https://doi.org/10.1111/jbfa.12565openalex-snapshot
The roles of XBRL and processed XBRL in 10‐K readability
inferredcites →https://doi.org/10.1111/jofi.12607openalex-snapshot
Comparing Asset Pricing Models
inferredcites →https://doi.org/10.1111/jofi.12885openalex-snapshot
Lazy Prices
inferredcites →https://doi.org/10.1111/jofi.13249openalex-snapshot
Is There a Replication Crisis in Finance?
inferredcites →https://doi.org/10.1162/003355301556392openalex-snapshot
Institutional Investors and Equity Prices
inferredcites →https://doi.org/10.1287/mnsc.1100.1289openalex-snapshot
The Accrual Anomaly: Risk or Mispricing?
inferredcites →https://doi.org/10.2139/ssrn.1920411openalex-snapshot
Measuring Readability in Financial Disclosures
inferredcites →https://doi.org/10.2139/ssrn.2725981openalex-snapshot
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
inferredcites →https://doi.org/10.2139/ssrn.359100openalex-snapshot
Does the Source of Capital Affect Capital Structure?
inferredcites →https://doi.org/10.2139/ssrn.661481openalex-snapshot
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
inferredcites →https://doi.org/10.2307/2330270openalex-snapshot
Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles
inferredcites →https://doi.org/10.2307/2491403openalex-snapshot
What Do Industry-Specialist Auditors Know?
inferredcites →https://doi.org/10.2308/acch-51240openalex-snapshot
Why are 10-K Filings So Long?
inferredcites →https://doi.org/10.2308/accr-51762openalex-snapshot
Measuring Accounting Reporting Complexity with XBRL
inferredcites →https://doi.org/10.2308/accr.00000001openalex-snapshot
The Effects of Reporting Complexity on Small and Large Investor Trading
inferredcites →https://doi.org/10.2308/accr.00000043openalex-snapshot
The Effect of Annual Report Readability on Analyst Following and the Properties of Their Earnings Forecasts
inferredcites →https://doi.org/10.2308/accr.2008.83.6.1393openalex-snapshot
Auditor Specialization, Auditor Dominance, and Audit Fees: The Role of Investment Opportunities
inferredcites →https://doi.org/10.2308/isys-2022-027openalex-snapshot
Does XBRL Tagging Indicate Disclosure Quality? The Relationship Between XBRL Standard and Extension Tags and Stock Return Synchronicity
inferredcites →https://doi.org/10.2308/tar-9608042309openalex-snapshot
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
inferredcites →https://doi.org/10.2469/faj.v67.n1.4openalex-snapshot
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
inferredcites →https://doi.org/10.2469/faj.v70.n4.1openalex-snapshot
Low-Risk Investing Without Industry Bets
inferredcites →https://doi.org/10.3386/w13739openalex-snapshot
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
inferredcites →https://doi.org/10.3905/jpm.1991.409335openalex-snapshot
The efficient market inefficiency of capitalization–weighted stock portfolios
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