Format:
1 Online-Ressource (3 p)
Content:
In the US, Cohen and Frazzini (2008) shows that suppliers returns are predictable using lagged customers returns. The converse does not hold. In China, however, both predictive directions hold: customer returns predict future sup-pliers’ returns as in the US, and suppliers returns predict future customers’ returns. This finding is indicative of slower diffusion of information in Chinese markets
Note:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2022 erstellt
Language:
English
DOI:
10.2139/ssrn.4166396
