Is R-Squared a Measure of Market Inefficiency?
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Cited by:
- Cai, Wenwu & Quan, Xiaofeng & Zhu, Zhenmei (Judy), 2023. "Rumors in the sky: Corporate rumors and stock price synchronicity," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Blanco, Ivan & Martin-Flores, Jose M. & Remesal, Alvaro, 2024. "Climate shocks, institutional investors, and the information content of stock prices," Journal of Corporate Finance, Elsevier, vol. 86(C).
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More about this item
Keywords
Stocks; R2; Stock Prices; Market Efficiency;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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