Information acquisition and expected returns: Evidence from EDGAR search traffic

Keyphrases

• Expected Returns 100%
• Information Acquisition 100%
• Search Traffic 100%
• EDGAR Search 100%
• Abnormal Returns 50%
• Information Measures 50%
• Return Predictability 50%
• Financial Statements 50%
• Company Value 50%
• Long-Short 50%
• Firm Fundamentals 50%
• Costly Information Acquisition 50%
• Future Stock Returns 50%
• SEC EDGAR 50%
• Endogenous Information Acquisition 50%

Economics, Econometrics and Finance

• Investors 100%
• Capital Market Returns 50%
• Financial Statement 50%
• Value of Firm 50%