Out of the limelight but in play: Trading and liquidity of media and off-media stocks

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Out of the limelight but in play: Trading and liquidity of media and off-media stocks

Using hand-collected TV programming data and intra-day trading from China, we compare the trading, liquidity, and returns of on-show and off-show stocks in the same sector. Our difference-in-difference analysis reveals that post-show, off-show stocks experience significant improvements in liquidity...

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Bibliographic Details
Main Authors:	Fang, H., Zhang, Huiping, Qian, J.
Format:	Working Paper
Published:	2014
Online Access:	http://hdl.handle.net/20.500.11937/33762

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