-
2
-
-
0001641216
-
A noisy rational expectations equilibrium for multi-asset securities markets
-
Admati, A. (1985). "A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets." Econometrica 53, 629-658.
-
(1985)
Econometrica
, vol.53
, pp. 629-658
-
-
Admati, A.1
-
3
-
-
21144477221
-
On the optimality of public signals in the presence of private information
-
Alles, M. and R. Lundholm. (1993). "On the Optimality of Public Signals in the Presence of Private Information." The Accounting Review 68, 89-92.
-
(1993)
The Accounting Review
, vol.68
, pp. 89-92
-
-
Alles, M.1
Lundholm, R.2
-
6
-
-
0002526466
-
Liquidity and asset prices: Financial management implications
-
Amihud, Y. and H. Mendelson. (1988). "Liquidity and Asset Prices: Financial Management Implications." Financial Management 17, 5-15.
-
(1988)
Financial Management
, vol.17
, pp. 5-15
-
-
Amihud, Y.1
Mendelson, H.2
-
7
-
-
84977727165
-
The effects of beta, bid-ask spread, residual risk and size on stock returns
-
Amihud, Y. and H. Mendelson. (1989). "The Effects of Beta, Bid-Ask Spread, Residual Risk and Size on Stock Returns." Journal of Finance 44, 479-486.
-
(1989)
Journal of Finance
, vol.44
, pp. 479-486
-
-
Amihud, Y.1
Mendelson, H.2
-
8
-
-
0036807125
-
Changes in analysts' information around earnings announcements
-
Barron, O., D. Byard and O. Kim. (2002). "Changes in Analysts' Information Around Earnings Announcements." The Accounting Review 77, 821-846.
-
(2002)
The Accounting Review
, vol.77
, pp. 821-846
-
-
Barron, O.1
Byard, D.2
Kim, O.3
-
11
-
-
0032343241
-
Using analysts' forecasts to measure properties of analysts' information environment
-
Barron, O., O. Kim, S. Lim and D. Stevens. (1998). "Using Analysts' Forecasts to Measure Properties of Analysts' Information Environment." The Accounting Review 73, 421-433.
-
(1998)
The Accounting Review
, vol.73
, pp. 421-433
-
-
Barron, O.1
Kim, O.2
Lim, S.3
Stevens, D.4
-
13
-
-
0001632191
-
The association between market determined and accounting determined risk measures
-
Beaver, W., P. Kettler and M. Scholes. (1970). "The Association Between Market Determined and Accounting Determined Risk Measures." The Accounting Review 45, 654-681.
-
(1970)
The Accounting Review
, vol.45
, pp. 654-681
-
-
Beaver, W.1
Kettler, P.2
Scholes, M.3
-
14
-
-
21844509410
-
A critique of size-related anomalies
-
Berk, J. (1995). "A Critique of Size-Related Anomalies." Review of Financial Studies 8, 275-286.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 275-286
-
-
Berk, J.1
-
15
-
-
0031184823
-
Disclosure level and the cost of equity capital
-
Botosan, C. (1997). "Disclosure Level and the Cost of Equity Capital." The Accounting Review 72, 323-349.
-
(1997)
The Accounting Review
, vol.72
, pp. 323-349
-
-
Botosan, C.1
-
16
-
-
3843050773
-
The cross-sectional determinants of disclosure timeliness: An examination of quarterly segment disclosures
-
Botosan, C. and M. Harris. (2000). "The Cross-Sectional Determinants of Disclosure Timeliness: An Examination of Quarterly Segment Disclosures." Journal of Accounting Research 38, 524-554.
-
(2000)
Journal of Accounting Research
, vol.38
, pp. 524-554
-
-
Botosan, C.1
Harris, M.2
-
17
-
-
0036004043
-
A re-examination of disclosure level and the expected cost of equity capital
-
Botosan, C. and M. Plumlee. (2002). "A Re-Examination of Disclosure Level and the Expected Cost of Equity Capital." Journal of Accounting Research 40, 21-40.
-
(2002)
Journal of Accounting Research
, vol.40
, pp. 21-40
-
-
Botosan, C.1
Plumlee, M.2
-
21
-
-
0030191751
-
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
-
Brennan, M. and A. Subrahmanyam. (1996). "Market Microstructure and Asset Pricing: On the Compensation for Illiquidity in Stock Returns." Journal of Financial Economics 41, 441-464.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 441-464
-
-
Brennan, M.1
Subrahmanyam, A.2
-
23
-
-
0011037464
-
Public information and the structure of private information markets
-
Bushman, R. (1991). "Public Information and the Structure of Private Information Markets." Journal of Accounting Research 29, 261-276.
-
(1991)
Journal of Accounting Research
, vol.29
, pp. 261-276
-
-
Bushman, R.1
-
26
-
-
0030542439
-
On the diversification, observability, and measurement of estimation risk
-
Clarkson, P., J. Guedes and R. Thompson. (1996). "On the Diversification, Observability, and Measurement of Estimation Risk." Journal of Financial and Quantitative Analysis 31, 69-84.
-
(1996)
Journal of Financial and Quantitative Analysis
, vol.31
, pp. 69-84
-
-
Clarkson, P.1
Guedes, J.2
Thompson, R.3
-
27
-
-
0000427321
-
Equilibrium pricing and portfolio composition in the presence of uncertain parameters
-
Coles, J. and U. Loewenstein. (1988). "Equilibrium Pricing and Portfolio Composition in the Presence of Uncertain Parameters." Journal of Financial Economics 22, 279-303.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 279-303
-
-
Coles, J.1
Loewenstein, U.2
-
29
-
-
0031507615
-
Management forecasts and information asymmetry: An examination of bid-ask spreads
-
Coller, M. and T. Yohn. (1997). "Management Forecasts and Information Asymmetry: An Examination of Bid-Ask Spreads." Journal of Accounting Research 35, 181-192.
-
(1997)
Journal of Accounting Research
, vol.35
, pp. 181-192
-
-
Coller, M.1
Yohn, T.2
-
30
-
-
84944836521
-
Information effects on the bid-ask spread
-
Copeland, T. and D. Galai. (1983). "Information Effects on the Bid-Ask Spread." The Journal of Finance 38, 1457-1469.
-
(1983)
The Journal of Finance
, vol.38
, pp. 1457-1469
-
-
Copeland, T.1
Galai, D.2
-
32
-
-
84898006741
-
Optimal release of information by firms
-
Diamond, M. (1985). "Optimal Release of Information by Firms." Journal of Finance 40, 1071-1094.
-
(1985)
Journal of Finance
, vol.40
, pp. 1071-1094
-
-
Diamond, M.1
-
33
-
-
84942585214
-
Disclosure, liquidity and the cost of capital
-
Diamond, D. and R. Verrecchia. (1991). "Disclosure, Liquidity and the Cost of Capital." The Journal of Finance 46, 1325-1360.
-
(1991)
The Journal of Finance
, vol.46
, pp. 1325-1360
-
-
Diamond, D.1
Verrecchia, R.2
-
34
-
-
3843078001
-
Nonspecialist teaching of econometrics: A personal comment and personalistic lament
-
Dreze, J. (1983). "Nonspecialist Teaching of Econometrics: A Personal Comment and Personalistic Lament." Econometric Reviews 2, 291-299.
-
(1983)
Econometric Reviews
, vol.2
, pp. 291-299
-
-
Dreze, J.1
-
35
-
-
2442609381
-
Information and the cost of capital
-
forthcoming
-
Easley, D. and M. O'Hara. (2004). "Information and the Cost of Capital." The Journal of Finance, forthcoming.
-
(2004)
The Journal of Finance
-
-
Easley, D.1
O'Hara, M.2
-
36
-
-
0003313336
-
Is information risk a determinant of asset returns?
-
Easley, D., S. Hvidkjaer and M. O'Hara. (2002). "Is Information Risk a Determinant of Asset Returns?" The Journal of Finance 57, 2185-2221.
-
(2002)
The Journal of Finance
, vol.57
, pp. 2185-2221
-
-
Easley, D.1
Hvidkjaer, S.2
O'Hara, M.3
-
37
-
-
1342330573
-
PE ratios, PEG ratios, and estimating the implied expected rate of return on equity capital
-
Easton, P. (2004). "PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital." The Accounting Review, 79, 73-95.
-
(2004)
The Accounting Review
, vol.79
, pp. 73-95
-
-
Easton, P.1
-
40
-
-
0345401653
-
Bid ask and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten, L. and P. Milgrom. (1985). "Bid Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders." Journal of Financial Economics 14, 71-100.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 71-100
-
-
Glosten, L.1
Milgrom, P.2
-
41
-
-
1342303879
-
Inferring cost of capital using the Ohlson-Juettner model
-
Gode, D. and P. Mohanram. (2003). "Inferring Cost of Capital Using the Ohlson-Juettner Model." Review of Accounting Studies 8, 339-431.
-
(2003)
Review of Accounting Studies
, vol.8
, pp. 339-431
-
-
Gode, D.1
Mohanram, P.2
-
42
-
-
21344483498
-
The impact of the SEC's segment disclosure requirement on bid-ask spreads
-
Greenstein, M. and H. Sami. (1994). "The Impact of the SEC's Segment Disclosure Requirement on Bid-Ask Spreads." The Accounting Review 69, 179-199.
-
(1994)
The Accounting Review
, vol.69
, pp. 179-199
-
-
Greenstein, M.1
Sami, H.2
-
43
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman, S. and J. Stiglitz. (1980). "On the Impossibility of Informationally Efficient Markets." American Economic Review 70, 393-408.
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
45
-
-
0000388461
-
Stock performance and intermediation changes surrounding sustained increases in disclosure
-
Healy, P., A. Hutton and K. Palepu. (1999). "Stock Performance and Intermediation Changes Surrounding Sustained Increases in Disclosure." Contemporary Accounting Research 16, 485-520.
-
(1999)
Contemporary Accounting Research
, vol.16
, pp. 485-520
-
-
Healy, P.1
Hutton, A.2
Palepu, K.3
-
48
-
-
0000358003
-
Trading volume and price reactions to public announcements
-
Kim, O. and R. Verrecchia. (1991). "Trading Volume and Price Reactions to Public Announcements." Journal of Accounting Research 29, 302-321.
-
(1991)
Journal of Accounting Research
, vol.29
, pp. 302-321
-
-
Kim, O.1
Verrecchia, R.2
-
49
-
-
0001890588
-
Market liquidity and volume around earnings announcements
-
Kim, O. and R. Verrecchia. (1994). "Market Liquidity and Volume Around Earnings Announcements." Journal of Accounting and Economics 17, 41-67.
-
(1994)
Journal of Accounting and Economics
, vol.17
, pp. 41-67
-
-
Kim, O.1
Verrecchia, R.2
-
50
-
-
0001427287
-
Expectations adjustment via timely management forecasts: Review, synthesis, and suggestions for future research
-
King, R., G. Pownall and G. Waymire. (1990). "Expectations Adjustment Via Timely Management Forecasts: Review, Synthesis, and Suggestions for Future Research." Journal of Accounting Literature 9, 113-144.
-
(1990)
Journal of Accounting Literature
, vol.9
, pp. 113-144
-
-
King, R.1
Pownall, G.2
Waymire, G.3
-
51
-
-
0001599381
-
The effect of estimation risk on optimal portfolio choice
-
Klein, R. and V. Bawa. (1976). "The Effect of Estimation Risk on Optimal Portfolio Choice." Journal of Financial Economics 5, 215-231.
-
(1976)
Journal of Financial Economics
, vol.5
, pp. 215-231
-
-
Klein, R.1
Bawa, V.2
-
52
-
-
0001464179
-
Voluntary disclosure and equity offerings: Reducing information asymmetry or hyping the stock?
-
Lang, M. and R. Lundholm. (2000). "Voluntary Disclosure and Equity Offerings: Reducing Information Asymmetry or Hyping the Stock?" Contemporary Accounting Research 17, 623-662.
-
(2000)
Contemporary Accounting Research
, vol.17
, pp. 623-662
-
-
Lang, M.1
Lundholm, R.2
-
53
-
-
3843112765
-
Spreads, depths and the impact of earnings information: An intraday analysis
-
Lee, C., B. Bucklow and M. Ready. (1994). "Spreads, Depths and the Impact of Earnings Information: An Intraday Analysis." The Review of Financial Studies 6, 345-374.
-
(1994)
The Review of Financial Studies
, vol.6
, pp. 345-374
-
-
Lee, C.1
Bucklow, B.2
Ready, M.3
-
55
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Litner, J. (1965). "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." The Review of Economics and Statistics 47, 13-37.
-
(1965)
The Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Litner, J.1
-
56
-
-
0000948875
-
Price-signal relations in the presence of correlated public and private information
-
Lundholm, R. (1988). "Price-Signal Relations in the Presence of Correlated Public and Private Information." Journal of Accounting Research 36, 107-118.
-
(1988)
Journal of Accounting Research
, vol.36
, pp. 107-118
-
-
Lundholm, R.1
-
57
-
-
0003349275
-
Public signals and equilibrium allocation of private information
-
Lundholm, R. (1991). "Public Signals and Equilibrium Allocation of Private Information." Journal of Accounting Research 29, 322-349.
-
(1991)
Journal of Accounting Research
, vol.29
, pp. 322-349
-
-
Lundholm, R.1
-
58
-
-
0345783568
-
Voluntary disclosure, information asymmetry, and insider selling through secondary equity offerings
-
Marquardt, C. and C. Wiedman. (1998). "Voluntary Disclosure, Information Asymmetry, and Insider Selling Through Secondary Equity Offerings." Contemporary Accounting Research 15, 505-537.
-
(1998)
Contemporary Accounting Research
, vol.15
, pp. 505-537
-
-
Marquardt, C.1
Wiedman, C.2
-
59
-
-
0040799579
-
Public disclosure, private information collection and short-term trading
-
McNichols, M. and B. Trueman. (1994). "Public Disclosure, Private Information Collection and Short-Term Trading." Journal of Accounting and Economics 17, 69-94.
-
(1994)
Journal of Accounting and Economics
, vol.17
, pp. 69-94
-
-
McNichols, M.1
Trueman, B.2
-
60
-
-
0001238604
-
Equilibrium in a capital asset market
-
Mossin, J. (1966). "Equilibrium in a Capital Asset Market." Econometrica 34, 768-783.
-
(1966)
Econometrica
, vol.34
, pp. 768-783
-
-
Mossin, J.1
-
62
-
-
38249000552
-
The effect of supplemental reserve-based accounting data on the market microstructure
-
Raman, K. and N. Tripathy. (1993). "The Effect of Supplemental Reserve-Based Accounting Data on the Market Microstructure." Journal of Accounting and Public Policy 12, 113-133.
-
(1993)
Journal of Accounting and Public Policy
, vol.12
, pp. 113-133
-
-
Raman, K.1
Tripathy, N.2
-
63
-
-
84980092818
-
Capital asset price: A theory of market equilibrium under conditions of risk
-
Sharpe, W. (1964). "Capital Asset Price: A Theory of Market Equilibrium Under Conditions of Risk." Journal of Finance 19, 425-442.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.1
-
65
-
-
0000125897
-
Information in a noisy rational expectations economy
-
Verrecchia, R. (1982). "Information in a Noisy Rational Expectations Economy." Econometrica 50, 1415-1430.
-
(1982)
Econometrica
, vol.50
, pp. 1415-1430
-
-
Verrecchia, R.1
-
67
-
-
84960614899
-
A model of intertemporal asset prices under asymmetric information
-
Wang J. (1993). "A Model of Intertemporal Asset Prices Under Asymmetric Information." Review of Economic Studies, 249-282.
-
(1993)
Review of Economic Studies
, pp. 249-282
-
-
Wang, J.1
-
68
-
-
84984199207
-
Disclosure policy, information asymmetry and liquidity in equity markets
-
Welker, M. (1995). "Disclosure Policy, Information Asymmetry and Liquidity in Equity Markets." Contemporary Accounting Research 12, 801-827.
-
(1995)
Contemporary Accounting Research
, vol.12
, pp. 801-827
-
-
Welker, M.1
|