-
1
-
-
78650798531
-
-
Does stock price synchronicity represent firm-specific information? The international evidence. Working Paper, University of Wisconsin.
-
Ashbaugh-Skaife, H., Gassen, J., Lafond, R., 2006. Does stock price synchronicity represent firm-specific information? The international evidence. Working Paper, University of Wisconsin.
-
(2006)
-
-
Ashbaugh-Skaife, H.1
Gassen, J.2
Lafond, R.3
-
3
-
-
76549120326
-
The idiosyncratic volatility puzzle: time trend or speculative episodes?
-
Brandt M., Brav A., Graham J., Kumar A. The idiosyncratic volatility puzzle: time trend or speculative episodes?. The Review of Financial Studies 2010, 23:863-899.
-
(2010)
The Review of Financial Studies
, vol.23
, pp. 863-899
-
-
Brandt, M.1
Brav, A.2
Graham, J.3
Kumar, A.4
-
4
-
-
0002519023
-
Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk
-
Campbell J., Martin L., Malkiel B., Xu Y. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. Journal of Finance 2001, 56:1-43.
-
(2001)
Journal of Finance
, vol.56
, pp. 1-43
-
-
Campbell, J.1
Martin, L.2
Malkiel, B.3
Xu, Y.4
-
5
-
-
33644977645
-
Stock price synchronicity and analyst coverage in emerging markets
-
Chan K., Hameed A. Stock price synchronicity and analyst coverage in emerging markets. Journal of Financial Economics 2006, 80:115-147.
-
(2006)
Journal of Financial Economics
, vol.80
, pp. 115-147
-
-
Chan, K.1
Hameed, A.2
-
6
-
-
77955618035
-
Price informativeness and investment sensitivity to stock price
-
Chen Q., Goldstein I., Jiang W. Price informativeness and investment sensitivity to stock price. Review of Financial Studies 2007, 20:619-650.
-
(2007)
Review of Financial Studies
, vol.20
, pp. 619-650
-
-
Chen, Q.1
Goldstein, I.2
Jiang, W.3
-
7
-
-
78650795850
-
-
Is silence golden? An empirical analysis of firms that stop giving quarterly earnings guidance. Working Paper, University of Washington.
-
Chen, S., Matsumoto, D., Rajgopal, S., 2006. Is silence golden? An empirical analysis of firms that stop giving quarterly earnings guidance. Working Paper, University of Washington.
-
(2006)
-
-
Chen, S.1
Matsumoto, D.2
Rajgopal, S.3
-
8
-
-
64049113402
-
Determinants of idiosyncratic volatility for viotech IPO firms
-
Chok J., Sun Q. Determinants of idiosyncratic volatility for viotech IPO firms. Financial Management 2007, 36:107-122.
-
(2007)
Financial Management
, vol.36
, pp. 107-122
-
-
Chok, J.1
Sun, Q.2
-
9
-
-
78650791549
-
-
Tekatli, Comovements in corporate waves. Working Paper, Florida State University.
-
Colak, G., N. Tekatli, 2010. Comovements in corporate waves. Working Paper, Florida State University.
-
(2010)
-
-
Colak, G.N.1
-
10
-
-
78650779324
-
-
Transparency, price informativeness, stock return synchronicity: theory and evidence. Journal of Financial and Quantitative Analysis, forthcoming. <>.
-
Dasgupta, S., Gan, J., Gao, N. Transparency, price informativeness, stock return synchronicity: theory and evidence. Journal of Financial and Quantitative Analysis, forthcoming. <>. http://www.bm.ust.hk/jgan/papers/DRAFT_200810_final.pdf.
-
-
-
Dasgupta, S.1
Gan, J.2
Gao, N.3
-
11
-
-
84977712440
-
Positive feedback investment strategies and destabilizing rational speculation
-
DeLong J., Shleifer A., Summers L., Waldmann R. Positive feedback investment strategies and destabilizing rational speculation. Journal of Finance 1990, 45:379-395.
-
(1990)
Journal of Finance
, vol.45
, pp. 379-395
-
-
DeLong, J.1
Shleifer, A.2
Summers, L.3
Waldmann, R.4
-
12
-
-
0039084784
-
Stock return variances: the arrival of information and the reaction of traders
-
French K., Roll R. Stock return variances: the arrival of information and the reaction of traders. Journal of Financial Economics 1986, 17:5-26.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 5-26
-
-
French, K.1
Roll, R.2
-
13
-
-
70350310222
-
Does voluntary disclosure improve stock price informativeness?
-
Haggard S., Martin X., Pereira R. Does voluntary disclosure improve stock price informativeness?. Financial Management 2008, 37:747-768.
-
(2008)
Financial Management
, vol.37
, pp. 747-768
-
-
Haggard, S.1
Martin, X.2
Pereira, R.3
-
14
-
-
0000125534
-
Sample selection bias as a specification error
-
Heckman J. Sample selection bias as a specification error. Econometrica 1979, 47:153-161.
-
(1979)
Econometrica
, vol.47
, pp. 153-161
-
-
Heckman, J.1
-
16
-
-
0012166025
-
A unified theory of underreaction, momentum trading and overreaction in asset markets
-
Hong H., Stein J A unified theory of underreaction, momentum trading and overreaction in asset markets. Journal of Finance 1999, 54:2143-2184.
-
(1999)
Journal of Finance
, vol.54
, pp. 2143-2184
-
-
Hong, H.1
Stein, J.2
-
17
-
-
0039372663
-
Bad news travels slowly: size, analystcoverage, and the profitability of momentum strategies
-
Hong H., Lim T., Stein J. Bad news travels slowly: size, analystcoverage, and the profitability of momentum strategies. Journal of Finance 2000, 55:265-295.
-
(2000)
Journal of Finance
, vol.55
, pp. 265-295
-
-
Hong, H.1
Lim, T.2
Stein, J.3
-
18
-
-
68949179799
-
Testing theories of capital structure and estimating the speed of adjustment
-
Huang R., Ritter J. Testing theories of capital structure and estimating the speed of adjustment. Journal of Financial and Quantitative Analysis 2009, 44:237-271.
-
(2009)
Journal of Financial and Quantitative Analysis
, vol.44
, pp. 237-271
-
-
Huang, R.1
Ritter, J.2
-
20
-
-
0000261213
-
To warn or not to warn: management disclosure in the face of an earnings surprise
-
Kasznik R., Lev B. To warn or not to warn: management disclosure in the face of an earnings surprise. The Accounting Review 1995, 70:113-134.
-
(1995)
The Accounting Review
, vol.70
, pp. 113-134
-
-
Kasznik, R.1
Lev, B.2
-
21
-
-
78650797795
-
-
Information efficiency and firm-specific return variation. Working Paper, Arizona State University.
-
Kelly, P., 2005. Information efficiency and firm-specific return variation. Working Paper, Arizona State University.
-
(2005)
-
-
Kelly, P.1
-
22
-
-
0041669366
-
Trader protection and corporate valuation
-
La Porta R., Lopez-de-Silanes F., Shleifer A., Vishny R. Trader protection and corporate valuation. Journal of Finance 2002, 57:1147-1170.
-
(2002)
Journal of Finance
, vol.57
, pp. 1147-1170
-
-
La Porta, R.1
Lopez-de-Silanes, F.2
Shleifer, A.3
Vishny, R.4
-
23
-
-
84993869066
-
Contrarian investment, extrapolation, and risk
-
Lakonishok J., Shleifer R., Vishny A. Contrarian investment, extrapolation, and risk. Journal of Finance 1994, 46:1541-1578.
-
(1994)
Journal of Finance
, vol.46
, pp. 1541-1578
-
-
Lakonishok, J.1
Shleifer, R.2
Vishny, A.3
-
24
-
-
0030305317
-
Corporate disclosure policy and analyst behavior
-
Lang M., Lundholm R. Corporate disclosure policy and analyst behavior. The Accounting Review 1996, 71:467-492.
-
(1996)
The Accounting Review
, vol.71
, pp. 467-492
-
-
Lang, M.1
Lundholm, R.2
-
25
-
-
0001373089
-
The information content of stock markets: why do emerging markets have synchronous stock price movements?
-
Morck R., Yeung B., Yu W. The information content of stock markets: why do emerging markets have synchronous stock price movements?. Journal of Financial Economics 2000, 58:215-260.
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 215-260
-
-
Morck, R.1
Yeung, B.2
Yu, W.3
-
27
-
-
8744259825
-
The influence of analysts, institutional traders, and insiders on the incorporation of market, industry, and firm-specific information into stock prices
-
Piotroski J., Roulstone D. The influence of analysts, institutional traders, and insiders on the incorporation of market, industry, and firm-specific information into stock prices. The Accounting Review 2004, 79:1119-1151.
-
(2004)
The Accounting Review
, vol.79
, pp. 1119-1151
-
-
Piotroski, J.1
Roulstone, D.2
-
30
-
-
21344476154
-
Why firms voluntarily disclose bad news
-
Skinner D. Why firms voluntarily disclose bad news. Journal of Accounting Research 1994, 32:38-60.
-
(1994)
Journal of Accounting Research
, vol.32
, pp. 38-60
-
-
Skinner, D.1
-
31
-
-
0001282397
-
Nondisclosure and adverse disclosure as signals of firm value
-
Teoh S., Hwang C. Nondisclosure and adverse disclosure as signals of firm value. Review of Financial Studies 1991, 4:283-313.
-
(1991)
Review of Financial Studies
, vol.4
, pp. 283-313
-
-
Teoh, S.1
Hwang, C.2
-
32
-
-
78650777960
-
-
R-square: noise or firm-specific information? Working Paper, University of California and Chinese University of Honk Kong.
-
Teoh, S., Yang, Y., Zhang, Y., 2006. R-square: noise or firm-specific information? Working Paper, University of California and Chinese University of Honk Kong.
-
(2006)
-
-
Teoh, S.1
Yang, Y.2
Zhang, Y.3
-
33
-
-
34548259858
-
Is openness penalized? Stock returns around earnings warnings
-
Tucker J. Is openness penalized? Stock returns around earnings warnings. The Accounting Review 2007, 82:1055-1087.
-
(2007)
The Accounting Review
, vol.82
, pp. 1055-1087
-
-
Tucker, J.1
-
34
-
-
0000927669
-
Additional evidence on the information content of management earnings forecasts
-
Waymire G. Additional evidence on the information content of management earnings forecasts. Journal of Accounting Research 1984, 22:703-718.
-
(1984)
Journal of Accounting Research
, vol.22
, pp. 703-718
-
-
Waymire, G.1
-
35
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 1980, 48:817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|