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The rapidity of price adjustments to information

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  • Verrecchia, Robert E.

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  • Verrecchia, Robert E., 1980. "The rapidity of price adjustments to information," Journal of Accounting and Economics, Elsevier, vol. 2(1), pages 63-92, March.
    • Handle: RePEc:eee:jaecon:v:2:y:1980:i:1:p:63-92
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    Cited by:

    1. Thomas T. Cheng, 1986. "Standard setting and security returns: A time series analysis of FAS No. 8 events," Contemporary Accounting Research, John Wiley & Sons, vol. 3(1), pages 226-241, September.
    2. Pierre-Marie Larnac, 1990. "Équilibres financiers concurrentiels avec risque d'information privée," Revue Économique, Programme National Persée, vol. 41(5), pages 799-816.
    3. Narongdech Thakerngkiat & Hung T. Nguyen & Nhut H. Nguyen & Nuttawat Visaltanachoti, 2021. "Do accounting information and market environment matter for cross‐asset predictability?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4389-4434, September.
    4. Wen Chen & Mozaffar Khan & Leonid Kogan & George Serafeim, 2021. "Cross‐firm return predictability and accounting quality," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(1-2), pages 70-101, January.
    5. Li, Jinxian & Gong, Yujing & Ho, Kung-Cheng & Zhang, Cheng, 2023. "Trust and price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
    6. Ho, Kung-Cheng & Lee, Shih-Cheng & Sun, Ping-Wen, 2022. "Disclosure quality, price efficiency, and expected returns," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    7. Edward Lee & Norman Strong & Zhenmei (Judy) Zhu, 2014. "Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?," Journal of Accounting Research, Wiley Blackwell, vol. 52(3), pages 733-774, June.

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