Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements

  • Tao CHEN*
  • , Robert K. LARSON
  • , Han MO
  • *Corresponding author for this work

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

4 Citations (Scopus)

Abstract

The authors examine whether herd activity promotes the efficient pricing of value-relevant information conveyed by annual earnings announcements. Using a global panel sample representing 35 countries, they find that price informativeness increases with herding effects around the time of the earnings disclosure. In addition, the positive herding-informativeness relationship is greater in countries with stronger legal systems and stronger political regimes. A series of robustness tests confirm these relationships. The study findings demonstrate that the tendency to herd plays a beneficial role in expediting information dissemination and reducing trader disagreement. This implies that this positive association is probably driven by the presence of investigative herding.

Original languageEnglish
Pages (from-to)92-110
Number of pages19
JournalJournal of Behavioral Finance
Volume25
Issue number1
Early online date27 Jul 2022
DOIs
Publication statusPublished - 2024
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2022 The Institute of Behavioral Finance.

Funding

Tao acknowledges financial support from the Multi-Year Research Grant (MYRG2020-00042-FBA) at the University of Macau. All errors are our own.

Keywords

  • Earnings announcements
  • Information dissemination
  • Investigative herding
  • Legal systems
  • Political regimes
  • Trader disagreement

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