Refereed conference paper presented and published in conference proceedings
香港中文大学研究人员 ( 现职)
| 曹杰教授 (金融学系) |
全文
| 数位物件识别号 (DOI) ○○@http://aims.cuhk.edu.hk/converis/portal/Publication/2$@○○ |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/0WOS source URL
Scopushttp://aims.cuhk.edu.hk/converis/portal/Publication/2Scopus source URL
其它资讯
摘要Building on the growing literature on interfirm links and limited attention, we find evidence of return predictability across alliance partners. A long-short portfolio sorted on lagged returns of strategic alliance partners provides a return of 89 basis points per month that is robust to a number of specifications. Investor inattention and limits to arbitrage may be the source of the underreaction of a firm's returns to that of its partners.
着者Cao J., Chordia T., Lin C.
详细描述forthcoming.
出版年份http://aims.cuhk.edu.hk/converis/portal/Publication/2http://aims.cuhk.edu.hk/converis/portal/Publication/016
月份1http://aims.cuhk.edu.hk/converis/portal/Publication/0
日期1
卷号51
期次5
出版社University of Washington
出版地United States
页次1689 - 1717
国际标準期刊号1756-6916
语言英式英语
