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Disclosure frequency and information asymmetry

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  • Andrew Buskirk

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  • Andrew Buskirk, 2012. "Disclosure frequency and information asymmetry," Review of Quantitative Finance and Accounting, Springer, vol. 38(4), pages 411-440, May.
  • Handle: RePEc:kap:rqfnac:v:38:y:2012:i:4:p:411-440
    DOI: 10.1007/s11156-011-0237-0
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    34. Ederington, Louis H. & Lee, Jae Ha, 1996. "The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(4), pages 513-539, December.
    35. McNichols, Maureen & Trueman, Brett, 1994. "Public disclosure, private information collection, and short-term trading," Journal of Accounting and Economics, Elsevier, vol. 17(1-2), pages 69-94, January.
    36. Alford, A & Jones, J & Leftwich, R & Zmijewski, M, 1993. "The Relative Informativeness Of Accounting Disclosures In Different Countries," Journal of Accounting Research, Wiley Blackwell, vol. 31, pages 183-223.
    37. Han, Jcy & Wild, Jj, 1990. "Unexpected Earnings And Intraindustry Information Transfers - Further Evidence," Journal of Accounting Research, Wiley Blackwell, vol. 28(1), pages 211-219.
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    More about this item

    Keywords

    Disclosure; Information asymmetry; Earnings announcements; D82; G14; M41;
    All these keywords.

    JEL classification:

    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting

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