DellaVigna is from the Department of Economics, University of California, Berkeley. Pollet is from the Goizueta Business School, Emory University. A previous version of the paper was distributed under the title “Strategic Release of Information on Friday: Evidence from Earnings Announcements”. We thank John Campbell, David Card, Raj Chetty, James Choi, Kent Daniel, Yonca Ertimur, John Graham, David Hirshleifer, Wei Jiang, Lawrence Katz, David Laibson, Owen Lamont, Ulrike Malmendier, Maria Nondorf, Torsten Persson, Ashley Pollet, Allen Poteshman, Matthew Rabin, Jeremy Stein, Xiao-Jun Zhang, and audiences at Duke (Fuqua), the Hong Kong University of Science and Technology, IIES (Stockholm), London Business School, Northwestern (Kellogg), Stanford University (GSB), University College (London), UC Berkeley, UI Urbana-Champaign, University of Zürich, the Adam Smith Asset Pricing Conference (LBS), the AEA Meetings 2005, the SITE 2004 (Psychology and Economics), and the Yale Conference on Behavioral Science for valuable comments. Jessica Chan, Eric Fleekop, Richard Kim, Clarice Li, Ming Mai, Raymond Son, Matthew Stone, and Terry Yee helped collect the announcement dates from the newswires. Dan Acland, Saurabh Bhargava, and Tatyana Deryugina provided excellent research assistance.
Investor Inattention and Friday Earnings Announcements
Version of Record online: 13 MAR 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 2, pages 709–749, April 2009
How to Cite
DELLAVIGNA, S. and POLLET, J. M. (2009), Investor Inattention and Friday Earnings Announcements. The Journal of Finance, 64: 709–749. doi: 10.1111/j.1540-6261.2009.01447.x
- Issue online: 13 MAR 2009
- Version of Record online: 13 MAR 2009
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