"News-Induced Dynamic Networks for Market Signaling: Understanding the ..."

Kun Chen et al. (2021)

> Home

Details and statistics

DOI: 10.1287/ISRE.2020.0969

access: closed

type: Journal Article

metadata version: 2021-07-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/isr/ChenLLZ21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/isr/ChenLLZ21
Kun Chen, Xin Li, Peng Luo, J. Leon Zhao:
News-Induced Dynamic Networks for Market Signaling: Understanding the Impact of News on Firm Equity Value. Inf. Syst. Res. 32(2): 356-377 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.