메뉴 건너뛰기




Volumn 30, Issue 3, 2007, Pages 335-353

Exploring the link between information quality and systematic risk

Author keywords

[No Author keywords available]

Indexed keywords


EID: 34547660238     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2007.00217.x     Document Type: Article
Times cited : (4)

References (14)
  • 1
    • 0001062383 scopus 로고
    • Proceedings of the American Statistical Association, Business and Economics Statistics Section
    • Black, F., 1976, Studies of stock price volatility changes. Proceedings of the American Statistical Association, Business and Economics Statistics Section, 177 81.
    • (1976) Studies of Stock Price Volatility Changes , pp. 177-181
    • Black, F.1
  • 2
    • 0001023182 scopus 로고
    • Modelling the coherence in short run nominal exchange rates: A multivariate generalized ARCH model
    • Bollerslev, T., 1990, Modelling the coherence in short run nominal exchange rates: A multivariate generalized ARCH model, Review of Economics and Statistics 72, 498 505.
    • (1990) Review of Economics and Statistics , vol.72 , pp. 498-505
    • Bollerslev, T.1
  • 3
    • 0031184823 scopus 로고    scopus 로고
    • Disclosure level and the cost of equity capital
    • Botosan, C. A., 1997, Disclosure level and the cost of equity capital, Accounting Review 72, 323 49.
    • (1997) Accounting Review , vol.72 , pp. 323-349
    • Botosan, C.A.1
  • 4
    • 4444244252 scopus 로고    scopus 로고
    • Asymmetric covariance, volatility, and the effect of news
    • and.
    • Dean, W. and R. Faff, 2004, Asymmetric covariance, volatility, and the effect of news, Journal of Financial Research 27, 393 413.
    • (2004) Journal of Financial Research , vol.27 , pp. 393-413
    • Dean, W.1    Faff, R.2
  • 5
    • 33749638253 scopus 로고
    • Risk measurement when shares are subject to infrequent trading
    • Dimson, E., 1979, Risk measurement when shares are subject to infrequent trading, Journal of Financial Economics 17, 197 226.
    • (1979) Journal of Financial Economics , vol.17 , pp. 197-226
    • Dimson, E.1
  • 6
    • 0009032686 scopus 로고    scopus 로고
    • Do inventories matter in dealership markets? Evidence from the London Stock Exchange
    • and.
    • Hansch, O., N. Y. Naik, and S. Viswanathan, 1998, Do inventories matter in dealership markets? Evidence from the London Stock Exchange, Journal of Finance 53, 1623 56.
    • (1998) Journal of Finance , vol.53 , pp. 1623-1656
    • Hansch, O.1    Naik, N.Y.2    Viswanathan, S.3
  • 7
    • 0036344603 scopus 로고    scopus 로고
    • Are trading bans effective? Exchange regulation and corporate insider transactions around earnings announcements
    • and.
    • Hillier, D. and A. P. Marshall, 2002, Are trading bans effective? Exchange regulation and corporate insider transactions around earnings announcements, Journal of Corporate Finance 8, 393 410.
    • (2002) Journal of Corporate Finance , vol.8 , pp. 393-410
    • Hillier, D.1    Marshall, A.P.2
  • 9
    • 0000358003 scopus 로고
    • Trading volume and price reactions to public announcements
    • and.
    • Kim, O. and R. Verrecchia, 1991, Trading volume and price reactions to public announcements, Journal of Accounting Research 29, 302 21.
    • (1991) Journal of Accounting Research , vol.29 , pp. 302-321
    • Kim, O.1    Verrecchia, R.2
  • 10
    • 0031593256 scopus 로고    scopus 로고
    • Pre-announcement and event-period private information
    • and.
    • Kim, O. and R. Verrecchia, 1997, Pre-announcement and event-period private information, Journal of Accounting and Economics 24, 395 419.
    • (1997) Journal of Accounting and Economics , vol.24 , pp. 395-419
    • Kim, O.1    Verrecchia, R.2
  • 12
    • 84993915319 scopus 로고
    • Managers trading around stock repurchases
    • and.
    • Lee, D. S., W. H. Mikkelson, and M. M. Partch, 1992, Managers trading around stock repurchases, Journal of Finance 47, 1947 61.
    • (1992) Journal of Finance , vol.47 , pp. 1947-1961
    • Lee, D.S.1    Mikkelson, W.H.2    Partch, M.M.3
  • 13
    • 0242534354 scopus 로고    scopus 로고
    • The economic consequences of increased disclosure
    • and.
    • Leuz, C. and R. Verrecchia, 2000, The economic consequences of increased disclosure, Journal of Accounting Research 38, 91 124.
    • (2000) Journal of Accounting Research , vol.38 , pp. 91-124
    • Leuz, C.1    Verrecchia, R.2
  • 14
    • 0001238883 scopus 로고    scopus 로고
    • A test for constant correlations in a multivariate GARCH model
    • Tse, Y. K., 2000, A test for constant correlations in a multivariate GARCH model, Journal of Econometrics 98, 107 27.
    • (2000) Journal of Econometrics , vol.98 , pp. 107-127
    • Tse, Y.K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.