Financial disclosure and regulation

Journal of Portfolio Management

Volumn 32, Issue 2, 2006, Pages 107-115

  Levy, Moshe ^a,b   Benita, Golan ^c   Levy, Haim ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c Financial Stability Division   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644678507     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.611811     Document Type: Article

References (18)

1. Admati, A. "A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets." Econometrica, 53, 3 (1985), pp. 629-657.
2. Admati, A., and P. Pfleiderer. "Forcing Firms to Talk: Financial Disclosure Regulation and Externalities." The Review of Financial Studies, 13 (2000), pp. 479-517.
3. Biais, B., P. Bossaerts, and C. Spatt. "Equilibrium Asset Pricing Under Heterogeneous Information." Working paper, Carnegie Mellon University, 2003.
4. DeRidder, J., and H.R. Muller. "History of Accounting Theory." Working paper, University of Southern California, 1994.
5. Diamond, D.W. "Optimal Release of Information by Firms." Journal of Finance, 40 (1985), pp. 1071-1094.
6. Douglas, G.W. "Risk in the Equity Markets: An Empirical Appraisal of Market Efficiency." Yale Economic Essays, 9 (1969), pp. 3-45.
7. Dye, R. "Mandatory Versus Voluntary Disclosure: The Cases of Financial and Real Externalities." The Accounting Review, 65 (1990), pp. 1-24.
8. Easley, D., and M. O' Hara. "Information and the Cost of Capital." Journal of Finance, 59 (2004), pp. 1553-1583.
9. Fishman, M. J., and K.M. Hagerty. "Disclosure Decisions by Firms and the Competition for Price Efficiency." Journal of Finance 44 (1989), pp. 633-646.
10. Grossman, S. J. "The Informational Role of Warranties and Private Disclosure About Product Quality." Journal of Law and Economics, 24 (1981), pp. 461-483.
11. Levy, H. "Equilibrium in an imperfect market: a constraint on the number of securities in the portfolio." American Economic Review 68 (1978), pp. 643-658.
12. Levy, M., H. Levy, and G. Benita. "Capital Asset Prices with Heterogeneous Beliefs." Journal of Business, 2006, forthcoming.
13. Lintner, J. "Security Prices and Risk, and Maximal Gain from Diversification." Journal of Finance, 20 (1965), pp. 587-615.
14. Markowitz, H.M. "Portfolio Selection. "Journal of Finance, 7 (1952), pp. 77-91.
15. Merton, R.C. "An Analytic Derivation of the Efficient Portfolio Frontier." Journal of Financial and Quantitative Analysis, 7 (1972), pp. 1851-1872.
16. Parker, R.H, and B.S. Yamey. Accounting History: Some British Contributions. Oxford: Oxford University Press, 1994.
17. Sharpe, W.F. "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk." Journal of Finance, 19 (1964), pp. 653-670.
18. Verrecchia, R.E. "Information Quality and Discretionary Disclosure. "Journal of Accounting and Economics, 12 (1990), pp. 365-380.