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Impact of Innovation News on Illiquid Stocks

A study using machine learning found that news about product innovation significantly impacts the returns of illiquid stocks, unlike other innovation-related news.

Featured in No. 78 on 12 Dec 2024 ·

Released
4 Oct 2023
First featured
No. 78 · 12 Dec 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
5
Identifier
RePEc:eme:ejimpp:ejim-07-2022-0387

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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