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Do Mutual Funds Trade on Earnings News? The Information Content of Large Active Trades
Linda H. Chen
,
Wei Huang
, George J. Jiang
, Kevin X. Zhu
Research output
:
Contribution to journal
›
Article
›
peer-review
1
Scopus citations
Overview
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Keyphrases
Abnormal Returns
16%
Earnings Announcements
16%
Earnings Information
50%
Earnings News
100%
Four Factors
16%
Fund Flows
16%
Future Earnings
66%
Holding Data
16%
Human Factors
16%
Information Content
100%
Mutual Fund Managers
16%
Mutual Funds
100%
Predictive Power
16%
Stock Price Efficiency
16%
Stock Prices
16%
Economics, Econometrics and Finance
Earnings Announcement
50%
Information Value
100%
Stock Price
100%