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Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?
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Cited by:
- Paulo Alves & Ken Peasnell & Paul Taylor, 2010.
"The Use of the R2 as a Measure of Firm‐Specific Information: A Cross‐Country Critique,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 1-26, January.
- Paulo Alves & Ken Peasnell & Paul Taylor, 2009. "The use of the R2 as a measure of firm-specific information: A cross-country critique," Working Papers de Gestão (Management Working Papers) 02, Católica Porto Business School, Universidade Católica Portuguesa.
- Xuelian Bai & Fangjun Wang & Junrui Zhang, 2016. "Analyst coverage and stock return synchronicity: evidence from regulation changes in China’s IPO market," Applied Economics, Taylor & Francis Journals, vol. 48(47), pages 4538-4557, October.
- Cakici, Nusret & Zaremba, Adam, 2022. "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, vol. 146(2), pages 689-725.
- Cheong, Chee Seng & Zurbruegg, Ralf, 2016. "Analyst forecasts and stock price informativeness: Some international evidence on the role of audit quality," Journal of Contemporary Accounting and Economics, Elsevier, vol. 12(3), pages 257-273.
- Ehrmann, Michael & Jansen, David-Jan, 2022.
"Stock return comovement when investors are distracted: More, and more homogeneous,"
Journal of International Money and Finance, Elsevier, vol. 129(C).
- Ehrmann, Michael & Jansen, David-Jan, 2020. "Stock return comovement when investors are distracted: more, and more homogeneous," Working Paper Series 2412, European Central Bank.
- Ehrmann, Michael & Jansen, David-Jan, 2020. "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers 14713, C.E.P.R. Discussion Papers.
- Yi Dong & Chenkai Ni, 2014. "Does Limited Attention Constrain Investors’ Acquisition of Firm-specific Information?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1361-1392, November.
- Xi Wu & Xinle Tong & Yudong Wang, 2022. "Managerial ability and idiosyncratic volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2566-2581, April.
- Xiumin Martin & Ron Shalev, 2017. "Target Firm-Specific Information and Acquisition Efficiency," Management Science, INFORMS, vol. 63(3), pages 672-690, March.
- Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak, 2015. "Stock return synchronicity and the market response to analyst recommendation revisions," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 376-389.
- Tan, Kelvin Jui Keng & Zhou, Qing & Pan, Zheyao & Faff, Robert, 2021. "Business shocks and corporate leverage," Journal of Banking & Finance, Elsevier, vol. 131(C).
- Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2015. "The Real Value of China's Stock Market," NBER Working Papers 20957, National Bureau of Economic Research, Inc.
- Mu-Shun Wang, 2016. "Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects," Review of Managerial Science, Springer, vol. 10(2), pages 213-244, March.
- Burcin Col & Art Durnev & Alexander Molchanov, 2018. "Foreign Risk, Domestic Problem: Capital Allocation and Firm Performance Under Political Instability," Management Science, INFORMS, vol. 64(5), pages 2102-2125, May.
- Fei Su & Lili Zhai & Jianmei Liu, 2023. "Do MD&A Risk Disclosures Reduce Stock Price Crash Risk? Evidence from China," IJFS, MDPI, vol. 11(4), pages 1-24, December.
- Doukas, John A. & Wang, Liu, 2013. "Information asymmetry, price discovery, and the Chinese B-share discount puzzle," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1116-1135.
- Cheng, Louis T.W. & Leung, T.Y. & Yu, Wayne, 2014. "Information arrival, changes in R-square and pricing asymmetry of corporate news," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 67-81.
- Fetherolf, Raylin & Lovelace, Kelley Bergsma, 2023. "Dimensions of national culture and R2 around the world," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Paulo Alves & Ken Peasnell & Paul Taylor, 2010. "The Use of the "R"-super-2 as a Measure of Firm-Specific Information: A Cross-Country Critique," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1-2), pages 1-26.
- Yangyang Chen & Jun Huang & Ting Li & Jeffrey Pittman, 2022. "It's a Small World: The Importance of Social Connections with Auditors to Mutual Fund Managers’ Portfolio Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 60(3), pages 901-963, June.
- repec:dau:papers:123456789/11381 is not listed on IDEAS
- Joel Peress, 2014.
"The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes,"
Journal of Finance, American Finance Association, vol. 69(5), pages 2007-2043, October.
- Peress, Joël, 2013. "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," CEPR Discussion Papers 9653, C.E.P.R. Discussion Papers.
- Ge, Yongbo & Zhu, Yuexiao, 2022. "Boosting green recovery: Green credit policy in heavily polluted industries and stock price crash risk," Resources Policy, Elsevier, vol. 79(C).
- Liu, Bin & Xia, XiangYang & Xiao, Wen, 2020. "Public information content and market information efficiency: A comparison between China and the U.S," China Economic Review, Elsevier, vol. 60(C).
- Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016.
"R2 and idiosyncratic volatility: Which captures the firm-specific return variation?,"
Economic Modelling, Elsevier, vol. 55(C), pages 298-304.
- Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio, 2015. "R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?," Working Papers 2015/06, Economics Department, Universitat Jaume I, Castellón (Spain).
- Brent Ambrose & Xun Bian, 2010.
"Stock Market Information and REIT Earnings Management,"
Journal of Real Estate Research, American Real Estate Society, vol. 32(1), pages 101-138.
- Brent Ambrose & Xun Bian, 2010. "Stock Market Information and REIT Earnings Management," Journal of Real Estate Research, Taylor & Francis Journals, vol. 32(1), pages 101-138, January.
- Tang, Liang & Wan, Xiangyu, 2022. "Economic policy uncertainty and stock price informativeness," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Joachim Gassen & Hollis A. Skaife & David Veenman, 2020. "Illiquidity and the Measurement of Stock Price Synchronicity," Contemporary Accounting Research, John Wiley & Sons, vol. 37(1), pages 419-456, March.
- Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.
- Zhang, Rongrong, 2024. "Strategic interactions and the sensitivity of cash savings to stock price," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
- Rebecca Pham & Marcel Ausloos, 2022.
"Insider trading in the run‐up to merger announcements. Before and after the UK's Financial Services Act 2012,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3373-3385, July.
- Rebecaa Pham & Marcel Ausloos, 2020. "Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012," Papers 2012.11594, arXiv.org.
- Marco Wölfle, 2009. "Information-based trade in Russia and the effects of listing abroad," Economic Change and Restructuring, Springer, vol. 42(4), pages 229-262, November.
- Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016.
"Have financial markets become more informative?,"
Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.
- Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek, 2014. "Opaque financial reports and R2: Revisited," Review of Financial Economics, Elsevier, vol. 23(1), pages 10-17.
- Art Durnev & Kan Li & Randall Mørck & Bernard Yeung, 2004.
"Capital markets and capital allocation: Implications for economies in transition,"
The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 593-634, December.
- Artyom Durnev & Randall Morck & Bernard Yeung, 2001. "Capital Markets and Capital Allocation: Implications for Economies in Transition," William Davidson Institute Working Papers Series 417, William Davidson Institute at the University of Michigan.
- Chue, Timothy K. & Gul, Ferdinand A. & Mian, G. Mujtaba, 2019. "Aggregate investor sentiment and stock return synchronicity," Journal of Banking & Finance, Elsevier, vol. 108(C).
- Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2015. "Multinationality and opaqueness," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 65-84.
- Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019. "High-frequency trading and price informativeness," SAFE Working Paper Series 248, Leibniz Institute for Financial Research SAFE, revised 2019.
- Kan Li & Randall Morck & Fan Yang & Bernard Yeung, 2004.
"Firm-Specific Variation and Openness in Emerging Markets,"
The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 658-669, August.
- Kan Li & Randall Morck & Fan Yang & Bernard Yeung, 2003. "Firm-Specific Variation and Openness in Emerging Markets," William Davidson Institute Working Papers Series 2003-623, William Davidson Institute at the University of Michigan.
- Thierry Foucault & David Sraer & David J. Thesmar, 2011.
"Individual Investors and Volatility,"
Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
- Foucault, Thierry & Thesmar, David & Sraer, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
- Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
- Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
- Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
- Doan, Anh-Tuan & Phan, Thu & Lin, Kun-Li, 2020. "Governance quality, bank price synchronicity and political uncertainty," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 231-262.
- Meng Gao & Jiekun Huang & Itay Goldstein, 2020. "Informing the Market: The Effect of Modern Information Technologies on Information Production," The Review of Financial Studies, Society for Financial Studies, vol. 33(4), pages 1367-1411.
- Filzen, Joshua J. & Schutte, Maria Gabriela, 2017. "Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 19-37.
- Ali, Ashiq & Chen, Xuanjuan & Yao, Tong & Yu, Tong, 2020. "Can mutual funds profit from post earnings announcement drift? The role of competition," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Rosella Castellano & Annalisa Ferrari, 2019. "Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(5), pages 2535-2544, September.
- Meng Gao & Jiekun Huang & Itay GoldsteinEditor, 2020. "Informing the Market: The Effect of Modern Information Technologies on Information Production," Review of Finance, European Finance Association, vol. 33(4), pages 1367-1411.
- Han, Xun & Feng, Yue & Li, Jianjun, 2023. "Shadow banking activities of non-financial companies and the information content of stock prices," Journal of Asian Economics, Elsevier, vol. 85(C).
- Riccardo Bramante & Giovanni Petrella & Diego Zappa, 2015. "On the use of the market model R-square as a measure of stock price efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 379-391, February.
- Kusnadi, Yuanto & Srinidhi, Bin, 2020. "Cross-country differences in the effect of political connections on stock price informativeness," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(2).
- Jin, Li & Myers, Stewart C., 2006. "R2 around the world: New theory and new tests," Journal of Financial Economics, Elsevier, vol. 79(2), pages 257-292, February.
- de Jong, Abe & Dutordoir, Marie & Verwijmeren, Patrick, 2011. "Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation," Journal of Financial Economics, Elsevier, vol. 100(1), pages 113-129, April.
- Claire Y.C. Liang & Zhenyang Tang & Xiaowei Xu, 2020. "Return Synchronicity and Insider Trading Profitability," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 857-895, December.
- Hubert de La Bruslerie, 2015. "Analysts' forecast revisions and informativeness of the acquirer's stock after M&A transactions," Post-Print hal-01505385, HAL.
- Jingwen Dai & Chao Lu & Yang Yang & Yanhong Zheng, 2018. "Is the Social Responsibility Information Disclosed by the Companies really Valuable?—Evidence from Chinese Stock Price Synchronicity," Sustainability, MDPI, vol. 10(10), pages 1-22, October.
- Alexander, Cindy R. & Bauguess, Scott W. & Bernile, Gennaro & Lee, Yoon-Ho Alex & Marietta-Westberg, Jennifer, 2013. "Economic effects of SOX Section 404 compliance: A corporate insider perspective," Journal of Accounting and Economics, Elsevier, vol. 56(2), pages 267-290.
- Figlioli, Bruno & Lima, Fabiano Guasti, 2019. "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, vol. 39(C), pages 1-17.
- Ben-Nasr, Hamdi & Cosset, Jean-Claude, 2014. "State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 179-199.
- Huang, Rocco R., 2008.
"Tolerance for uncertainty and the growth of informationally opaque industries,"
Journal of Development Economics, Elsevier, vol. 87(2), pages 333-353, October.
- Rocco Huang, 2005. "Tolerance For Uncertainty and the Growth of Informationally Opaque Industries," Macroeconomics 0507020, University Library of Munich, Germany.
- Joel M. David & Hugo A. Hopenhayn & Venky Venkateswaran, 2016.
"Information, Misallocation, and Aggregate Productivity,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(2), pages 943-1005.
- Joel M. David & Hugo A. Hopenhayn & Venky Venkateswaran, 2014. "Information, Misallocation and Aggregate Productivity," NBER Working Papers 20340, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Hugo A. Hopenhayn & Joel David, 2014. "Information, Misallocation and Aggregate Productivity," 2014 Meeting Papers 526, Society for Economic Dynamics.
- Li, Hao & Li, Zhisheng & Lin, Bingxuan & Xu, Xiaowei, 2019. "The effect of short sale constraints on analyst forecast quality: Evidence from a natural experiment in China," Economic Modelling, Elsevier, vol. 81(C), pages 338-347.
- David, Joel M. & Simonovska, Ina, 2016.
"Correlated beliefs, returns, and stock market volatility,"
Journal of International Economics, Elsevier, vol. 99(S1), pages 58-77.
- Joel M. David & Ina Simonovska, 2016. "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Joel M. David & Ina Simonovska, 2015. "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Working Papers 21480, National Bureau of Economic Research, Inc.
- Ina Simonovska & Joel David, 2016. "Correlated Beliefs, Returns, and Stock Market Volatility," 2016 Meeting Papers 130, Society for Economic Dynamics.
- Brown, Gregory & Kapadia, Nishad, 2007. "Firm-specific risk and equity market development," Journal of Financial Economics, Elsevier, vol. 84(2), pages 358-388, May.
- Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2020. "Governance through trading on acquisitions of public firms," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Patrick J. Kelly, 2014.
"Information Efficiency and Firm-Specific Return Variation,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-44.
- Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, Center for Economic and Financial Research (CEFIR).
- Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, New Economic School (NES).
- Zhou, Fangzhao & Zhu, Jichen & Qi, Yawei & Yang, Jun & An, Yunbi, 2021. "Multi-dimensional corporate social responsibilities and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Li, Fengyu & Liu, Mark H. & Shi, Yongdong (Eric), 2017. "Institutional ownership around stock splits," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 14-40.
- Soedarmono, Wahyoe & Tarazi, Amine, 2013.
"Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia,"
Journal of Asian Economics, Elsevier, vol. 29(C), pages 91-100.
- Wahyoe Soedarmono & Amine Tarazi, 2013. "Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia," Post-Print hal-01098719, HAL.
- Wahyoe Soedarmono & Amine Tarazi, 2013. "Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly-traded banks in Asia," Post-Print hal-00915735, HAL.
- Wahyoe Soedarmono & Amine Tarazi, 2013. "Bank Opacity, Intermediation Cost and Globalization: Evidence from a Sample of Publicly Traded Banks in Asia," Working Papers hal-00916564, HAL.
- Veldkamp, Laura & Wolfers, Justin, 2007.
"Aggregate shocks or aggregate information? Costly information and business cycle comovement,"
Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 37-55, September.
- Veldkamp, Laura & Wolfers, Justin, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," CEPR Discussion Papers 5898, C.E.P.R. Discussion Papers.
- Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," Working Papers 06-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Laura Veldkamp & Justin Wolfers, 2006. "Aggregate shocks or aggregate information? costly information and business cycle comovement," Working Paper Series 2006-26, Federal Reserve Bank of San Francisco.
- Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," NBER Working Papers 12557, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Wolfers, Justin, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," IZA Discussion Papers 2339, Institute of Labor Economics (IZA).
- Sónia Sousa & Ana Serra, 2008. "What drives idiosyncratic volatility over time?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(3), pages 155-181, December.
- Ramzi Boussaidi, 2022. "Implications of the overconfidence bias in presence of private information: Evidence from MENA stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3660-3678, July.
- Jolana Stejskalová, 2017. "The Impact of Attention to News about Tax Changes on the Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(6), pages 2113-2121.
- Quynh Trang Phan & Poomthan Rangkakulnuwat, 2022. "How price informativeness affects the sensitivity of investment-to-stock price in Vietnamese listed firms," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 12(1), pages 28-61.
- Marco Navone & Fernando Zapatero, 2014. "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers 1507, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
- Randall Morck, 2011.
"Finance and Governance in Developing Economies,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 375-406, December.
- Randall Morck, 2011. "Finance and Governance in Developing Economies," NBER Working Papers 16870, National Bureau of Economic Research, Inc.
- Wang, Yaping & Wu, Liansheng & Yang, Yunhong, 2009. "Does the stock market affect firm investment in China? A price informativeness perspective," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 53-62, January.
- Choi, Hae Mi & Gupta-Mukherjee, Swasti, 2022. "Analysts’ reliance on industry-level versus firm-specific information: Implications for information production," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Wang, Xinyue & Cao, Yuqiang & Feng, Zhuoan & Lu, Meiting & Shan, Yaowen, 2023. "Local FinTech development and stock price crash risk," Finance Research Letters, Elsevier, vol. 53(C).
- Marco Wölfle, 2015. "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, vol. 3(4), pages 1-26, December.
- He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui, 2013. "Large foreign ownership and stock price informativeness around the world," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 211-230.
- Wu, Yanran & Wu, Shan & Xu, Fujia & Jiang, Jie, 2024. "Wisdom of crowds or awkward squad? Social interaction and the information efficiency of the Chinese capital market," Research in International Business and Finance, Elsevier, vol. 71(C).
- Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015. "Commonality in news around the world," Journal of Financial Economics, Elsevier, vol. 116(1), pages 82-110.
- Fujun Lai & Sha Zhu & Qingxiang Feng & Yi Yao, 2021. "Effects of Financial Market Information on Firms’ Productivity Under Operating Pressure and Financial Constraints: Evidence From the Chinese Stock Market," SAGE Open, , vol. 11(4), pages 21582440211, November.
- Wang, Kai & Zhao, Jingjing & Zhou, Jun, 2024. "Online sales and stock price synchronicity: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Ghadhab, Imen & Hellara, Slaheddine, 2016. "Cross-listing and value creation," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 1-11.
- Robert Lensink & Aljar Meesters, 2014. "Institutions and Bank Performance: A Stochastic Frontier Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 67-92, February.
- Anindita Chakravarty & Rajdeep Grewal, 2011. "The Stock Market in the Driver's Seat! Implications for R&D and Marketing," Management Science, INFORMS, vol. 57(9), pages 1594-1609, March.
- Julia Lackmann & Jürgen Ernstberger & Michael Stich, 2012. "Market Reactions to Increased Reliability of Sustainability Information," Journal of Business Ethics, Springer, vol. 107(2), pages 111-128, May.
- Marks, Joseph M. & Shang, Chenguang, 2024. "Business seasonality and stock liquidity," Journal of Financial Markets, Elsevier, vol. 67(C).
- Moonsoo Kang & Kiseok Nam, 2015. "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 551-572, April.
- Lu, Shan & Zhao, Jichang, 2024. "Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Autore, Don M. & Kovacs, Tunde, 2010. "Equity issues and temporal variation in information asymmetry," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 12-23, January.
- Dai, Shangze & Fan, Fei & Zhang, Keke, 2022. "Creative Destruction and Stock Price Informativeness in Emerging Economies," MPRA Paper 113661, University Library of Munich, Germany.
- Lin Li & Peter Lam & Wilson H.S. Tong & Justin Law, 2024. "CEO Turnovers Due to Poor Industry Performances: An Examination of the Boards' Retention Criteria," Post-Print hal-04425594, HAL.
- Brent W. Ambrose & Dong Wook Lee, 2009. "REIT Capital Budgeting and Equity Marginal q," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 483-514, September.
- Paulo Pereira da Silva & Isabel Vieira, 2024. "Stock price informativeness and credit default swap trading," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2950-2970, July.
- Lassaâd Mbarek & Dorra Mezzez Hmaied, 2012. "Bank informational opacity: evidence from the Tunisian stock market," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(3), pages 278-292, July.
- Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007. "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers 13625, National Bureau of Economic Research, Inc.
- Shu, Yaruo & Sohn, Sungbin, 2022. "Idiosyncratic return variation: Firm-specific information or noise?," Finance Research Letters, Elsevier, vol. 47(PA).
- Ren, Wentao, 2023. "Retail investors' accessibility to the internet and firm-specific information flows: Evidence from Google's withdrawal," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 402-424.
- Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021. "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, vol. 131(C).
- Cong, Yunyu & Sun, Fangfang & Wang, Fusheng & Ye, Qiang, 2022. "Information assimilation and stock return synchronicity: Evidence from an investor relations management platform," Emerging Markets Review, Elsevier, vol. 53(C).
- Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, vol. 32(C), pages 200-219.
- Bruno Maria Parigi & Loriana Pelizzon & Ernst-Ludwig von Thadden, 2013.
"Stock Market Returns, Corporate Governance and Capital Market Equilibrium,"
CESifo Working Paper Series
4496, CESifo.
- von Thadden, Ernst-Ludwig & Parigi, Bruno, 2015. "Stock Market Returns, Corporate Governance and Capital Market Equilibrium," CEPR Discussion Papers 10392, C.E.P.R. Discussion Papers.
- Gao, Yihong & Gao, Jiayan & Li, Haili, 2024. "Green credit regulation and market efficiency: A perspective of irrational trading," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 199-219.
- Cheng, Minying & Jin, Ling & Li, Zhisheng & Lin, Bingxuan, 2022. "The effectiveness of government stock purchase during market crash: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Yixin Liu & Yilei Zhang & Pornsit Jiraporn, 2016. "Firm Risk-Taking and CEO Visibility," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-23, September.
- Huang, Sheng, 2014. "Managerial expertise, corporate decisions and firm value: Evidence from corporate refocusing," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 348-375.
- Doan, Anh-Tuan & Lin, Kun-Li, 2022. "Bank ownership and stock price informativeness. Does politics matter?," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Edward J. Riedl & George Serafeim, 2011. "Information Risk and Fair Values: An Examination of Equity Betas," Journal of Accounting Research, Wiley Blackwell, vol. 49(4), pages 1083-1122, September.
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- repec:zbw:bofrdp:2012_016 is not listed on IDEAS
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