Does news affect disagreement in global markets?

  • Tao CHEN*
  • *Corresponding author for this work

Research output: Journal PublicationsJournal Article (refereed)peer-review

9 Citations (Scopus)

Abstract

Given the stylized fact of persistent divergent opinion in financial markets, this study examines why investors develop disagreement. Specifically, we study how gradual information flow affects the dynamic of disagreement. Using a global sample, we discover that disagreement reacts dissimilarly to good and bad news. In other words, disagreement rises (drops) with the posterior probability of informed trading on negative (positive) news. Furthermore, short-sale constraints, investor overconfidence, speculative trading, and liquidity are potential drivers of these asymmetric responses in disagreement.

Original languageEnglish
Pages (from-to)174-183
Number of pages10
JournalJournal of Business Research
Volume109
Early online date12 Dec 2019
DOIs
Publication statusPublished - Mar 2020
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2019 Elsevier Inc.

Funding

I acknowledge the Start-up Research Grant (SRG2018-00115-FBA) from University of Macau.

Keywords

  • Asymmetric response
  • Disagreement
  • Global markets
  • Information

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