Frog in the Pan: Continuous Information and Momentum
Frog in the Pan: Continuous Information and Momentum
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Author / Creator
Publisher
Oxford: Oxford University Press
Journal title
Language
English
Formats
Publication information
Publisher
Oxford: Oxford University Press
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Scope and Contents
Contents
We test a frog-in-the-pan (FIP) hypothesis that predicts investors are inattentive to information arriving continuously in small amounts. Intuitively, we hypothesize that a series of frequent gradual changes attracts less attention than infrequent dramatic changes. Consistent with the FIP hypothesis, we find that continuous information induces stro...
Alternative Titles
Full title
Frog in the Pan: Continuous Information and Momentum
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_miscellaneous_1552593823
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1552593823
Other Identifiers
ISSN
0893-9454
E-ISSN
1465-7368
DOI
10.1093/rfs/hhu003
