I've got to catch a flight: The effects of investor travel on earnings announcement responses
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DOI: 10.1002/rfe.70006
Abstract: Prior authors note that investor distraction during Fridays and holidays leads to muted responses to earnings surprises. We develop daily investor distraction measures using abnormal US air traffic to proxy for investor distraction. These measures… read more here.
Keywords: investor distraction; earnings announcement; distraction; distraction measures ... See more keywords