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Is Information Risk a Determinant of Asset Returns?. (2002). .
In: Journal of Finance.
RePEc:bla:jfinan:v:57:y:2002:i:5:p:2185-2221.

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  39. Portfolio choice with high frequency data: CRRA preferences and the liquidity effect. (2017). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, H.
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    RePEc:spr:portec:v:16:y:2017:i:2:d:10.1007_s10258-017-0131-3.

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  48. Mitigating information asymmetry through sustainability assurance: The role of accountants and levels of assurance. (2017). Garcia-Sanchez, Isabel Maria ; Martinez-Ferrero, Jennifer ; Cuadrado-Ballesteros, Beatriz.
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  57. Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects. (2016). Wang, Mu-Shun.
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  62. A PIN per day shows what news convey: the intraday probability of informed trading. (2016). Aitken, Michael ; Schiereck, Dirk ; Wiegand, Ingo ; Poppe, Thomas .
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  65. DO OPTION TRADERS TARGET FIRMS WITH POOR EARNINGS QUALITY. (2016). Mellado, Cristhian ; Jory, Surendranath R ; Ngo, Thanh N.
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  81. Do managers learn from the market? Firm level evidence in merger investment. (2016). Ouyang, Wenjing ; Szewczyk, Samuel H.
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  86. Information Asymmetry and Quarterly Disclosure Decisions by Firms: Evidence From the Tokyo Stock Exchange. (2016). Kubota, Keiichi ; Takehara, Hitoshi.
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  90. Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K.
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  91. Profiting from Mimicking Strategies in Non-Anonymous Markets. (2015). Vasios, Michalis ; Payne, Richard ; Nolte, Ingmar.
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  92. Cross-Shareholdings and Information Environment. (2015). Muramiya, Katsuhiko ; Takada, Tomomi .
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  93. Firm growth and the pricing of discretionary accruals. (2015). Wu, Qiang ; Robin, Ashok.
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    RePEc:kap:rqfnac:v:45:y:2015:i:3:p:561-590.

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  94. Litigation risk, information asymmetry and conditional conservatism. (2015). Elayan, Fayez ; Liu, Zhefeng.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:4:p:581-608.

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  95. Informed trade and idiosyncratic return variation. (2015). Kang, Moonsoo ; Nam, Kiseok.
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    RePEc:kap:rqfnac:v:44:y:2015:i:3:p:551-572.

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  96. Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option. (2015). Stockl, Stefan ; Rudolph, David ; Rathgeber, Andreas.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:2:p:107-143.

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  97. Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil. (2015). Zagaglia, Paolo ; Liberati, Caterina ; Zappa, Paola ; Marzo, Massimiliano.
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    RePEc:kap:fmktpm:v:29:y:2015:i:3:p:207-250.

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  98. Noisy information and the size effect in stock returns. (2015). Vanden, Joel.
    In: Annals of Finance.
    RePEc:kap:annfin:v:11:y:2015:i:1:p:77-107.

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  99. Speculation Spillovers. (2015). Zhang, Zheng ; Liu, Yu-Jane ; Zhao, Longkai .
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:3:p:649-664.

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  100. Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?. (2015). Levi, Shai ; Zhang, Xiao-Jun.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:2:p:354-371.

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  101. Is there Asymmetric Information About Systematic Factors? Evidence from Commonality in Liquidity. (2015). Ravi, Rahul.
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:9:y:2015:i:2:p:93-104.

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  102. Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market. (2015). Bouri, Abdelfatteh ; BOUCHADDEKH, Tarek ; Nouaili, Makram .
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  103. Can Internet-Based Disclosure Reduce Information Asymmetry?. (2015). Li, LI ; Gajewski, Jean-Franois.
    In: Post-Print.
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  104. Information-Based Trade in German Real Estate and Equity Markets. (2015). Wlfle, Marco .
    In: Risks.
    RePEc:gam:jrisks:v:3:y:2015:i:4:p:573-598:d:60148.

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  105. Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets. (2015). Agudelo, Diego ; Villarraga, Edwin ; Giraldo, Santiago .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:149-161.

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  106. Cash-futures basis and the impact of market maturity, informed trading, and expiration effects. (2015). Chang, Charles ; Lin, Emily.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:197-213.

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  107. Price dynamics and market liquidity: An intraday event study on Euronext. (2015). Mazza, Paolo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:139-153.

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  108. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:398-423.

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  109. The determinants of price discovery: Evidence from US-Canadian cross-listed shares. (2015). Tourani-Rad, Alireza ; Frijns, Bart ; Gilbert, Aaron.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:457-468.

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  110. Information asymmetry and capital structure: Evidence from regulation FD. (2015). Petacchi, Reining .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:59:y:2015:i:2:p:143-162.

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  111. Do baths muddy the waters or clear the air?. (2015). Lynch, Andrew A. ; Haggard, Stephen K. ; Howe, John S..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:59:y:2015:i:1:p:105-117.

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  112. Accounting quality, information risk and implied volatility around earnings announcements. (2015). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:188-207.

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  113. Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. (2015). Ramiah, Vikash ; Moosa, Imad A ; Xu, Xiaoming.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:89-100.

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  114. Adverse selection and the presence of informed trading. (2015). Chang, Sanders ; Wang, Albert F.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:19-33.

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  115. Measuring private information in a specialist market. (2015). Wang, Qin ; Lamoureux, Christopher G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:92-119.

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  116. Investor heterogeneity and commonality in stock return and liquidity. (2015). Pan, Deng ; Zhang, Bohui ; Wu, Fei ; Shi, Jing.
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:3:p:458-473.

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  117. Day-of-the-week trading patterns of informed and uninformed traders in Taiwans foreign exchange market. (2015). Zhang, Tai-Wei ; Hsu, Yao Hua ; Chueh, Horace.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:271-279.

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  118. A selective critical review of financial accounting research. (2015). Callen, Jeffrey L.
    In: CRITICAL PERSPECTIVES ON ACCOUNTING.
    RePEc:eee:crpeac:v:26:y:2015:i:c:p:157-167.

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  119. Dividend changes and stock price informativeness. (2015). Huang, Winifred ; de Cesari, Amedeo ; Huang-Meier, Winifred .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:35:y:2015:i:c:p:1-17.

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  120. Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:33:y:2015:i:c:p:196-211.

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  121. Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era. (2015). Saadi, Samir ; Amin, Abu S. ; Dutta, Shantanu ; Vora, Premal P..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:31:y:2015:i:c:p:152-170.

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  122. Can Internet-based disclosure reduce information asymmetry?. (2015). Gajewski, Jean-Franois ; Li, LI.
    In: Advances in accounting.
    RePEc:eee:advacc:v:31:y:2015:i:1:p:115-124.

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  123. Effect of Impairment-Testing Disclosures on the Cost of Equity Capital. (2015). Paugam, Luc ; Ramond, Olivier.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:42:y:2015:i:5-6:p:583-618.

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  124. When Is a Firms Information Asymmetry Priced? The Role of Institutional Investors. (2015). Yin, Xiangkang ; Nguyen, Huong Giang ; Luong, Hoang Luong .
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    RePEc:bla:irvfin:v:15:y:2015:i:1:p:55-88.

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  125. Liquidity and Returns: Evidences from Stock Indexes around the World. (2015). Hartian, Kenas Revanda ; Sitorus, Romora Edward.
    In: Asian Economic and Financial Review.
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  126. Do SEC Detections Deter Insider Trading? Evidence from Earnings Announcements. (2014). Gider, Jasmin.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  127. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; ROLAND FÜSS, ; Rindler, Philipp B..
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  128. Insider Trading in Supervised Industries. (2014). Reeb, David ; Zhang, Yuzhao ; Zhao, Wanli.
    In: Journal of Law and Economics.
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  129. The Beauty Contest and Short-Term Trading. (2014). Vives, Xavier ; Cespa, Giovanni.
    In: CSEF Working Papers.
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  130. An Examination of Adverse Selection Risk in Indian IPO After-Markets using High Frequency Data. (2014). Bhattacharya, Arnab ; Chakrabarti, Binay Bhushan .
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  131. The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W..
    In: Foundations and Trends(R) in Finance.
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  132. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Zhu, Heqing ; Liu, Yan.
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  133. Testing for Information Asymmetries in Real Estate Markets. (2014). Stroebel, Johannes ; Kurlat, Pablo.
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  134. The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements. (2014). Nabar, Sandeep ; Eng, Li ; Ha, Joohyung.
    In: Review of Quantitative Finance and Accounting.
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  135. Price informativeness and institutional ownership: evidence from Japan. (2014). Chen, Tao ; Luo, Miao ; Yan, Isabel.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:4:p:627-651.

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  136. The implied intra-day probability of informed trading. (2014). Kumar, Raman ; Popescu, Marius.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:2:p:357-371.

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  137. Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction. (2014). Han, Song ; Zhou, Xing.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:3:p:675-694.

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  138. Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model. (2014). Nautz, Dieter ; Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon .
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  139. Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation. (2014). Melvin, Michael ; Hamao, Yasushi ; Ahn, Hee-Joon ; Cai, Jun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:29:y:2014:i:c:p:163-181.

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  140. Information attributes, information asymmetry and industry sector returns. (2014). Watts, Edward ; Wu, Qiongbing ; Gordon, Narelle.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:26:y:2014:i:c:p:156-175.

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  141. Does PIN affect equity prices around the world?. (2014). Zhang, Bohui ; Lai, Sandy .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:1:p:178-195.

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  142. Liquidity risk in stock returns: An event-study perspective. (2014). Cao, Charles ; Petrasek, Lubomir .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:72-83.

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  143. The impact of competition and information on intraday trading. (2014). Park, Andreas ; Malinova, Katya .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:55-71.

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  144. Quality of PIN estimates and the PIN-return relationship. (2014). Zhang, Shaojun ; Yan, Yuxing .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:137-149.

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  145. Volatility spreads and earnings announcement returns. (2014). Atilgan, Yigit.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:38:y:2014:i:c:p:205-215.

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  146. Market liquidity, private information, and the cost of capital: Market microstructure studies on family firms in Japan. (2014). Yokota, Eri ; Ebihara, Takashi ; Kubota, Keiichi ; Takehara, Hitoshi.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:32:y:2014:i:c:p:1-13.

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  147. A comprehensive study of liquidity before and after SEOs and SEO underpricing. (2014). John Wei, K. C., ; He, Yan ; Wang, Junbo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:20:y:2014:i:c:p:61-78.

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  148. A dynamic intraday measure of the probability of informed trading and firm-specific return variation. (2014). Chang, Sanders ; Wang, Albert F..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:80-94.

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  149. A jump model for fads in asset prices under asymmetric information. (2014). Long, Hongwei ; Buckley, Winston ; Perera, Sandun.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:236:y:2014:i:1:p:200-208.

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  150. Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624.

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  151. Adapting financial rationality: Is a new paradigm emerging?. (2014). Hudson, Robert ; Forbes, William ; Soufian, Mona.
    In: CRITICAL PERSPECTIVES ON ACCOUNTING.
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  152. Do voluntary corporate restrictions on insider trading eliminate informed insider trading?. (2014). Lee, Inmoo ; Li, Yan ; Lemmon, Michael ; Sequeira, John M..
    In: Journal of Corporate Finance.
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  153. Decomposing the bid-ask spread in the Brazilian market: an intraday framework. (2014). Coronel, Daniel Arruda ; Filho, Reisoli Bender ; Ceretta, Paulo Sergio ; Righi, Marcelo Brutti ; Vieira, Kelmara Mendes.
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  154. Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick.
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  155. Product Market Competition, Information and Earnings Management. (2014). Santalo, Juan ; Markarian, Garen.
    In: Journal of Business Finance & Accounting.
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  156. The Impact of Earnings Guidance Cessation on Information Asymmetry. (2014). Hu, Bill ; Hwang, Joon Ho ; Jiang, Christine.
    In: Journal of Business Finance & Accounting.
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  157. Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan. (2014). Li, BO ; Wang, Changyun ; Sun, Qian.
    In: European Financial Management.
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  158. The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings.. (2014). Bernales, A..
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  159. Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick.
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  160. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Odermann, Alexander ; Cremers, Heinz .
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  161. The 2000 presidential election and the information cost of sensitive versus. (2013). Lin, Hai ; Wu, Chunchi ; He, Yan ; Dufrene, Uric B..
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  162. The Chinese News Sentiment around Earnings Announcements. (2013). Lu, Yang-Cheng ; Wei, Yu-Chen .
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  163. The Joint Cross Section of Stocks and Options. (2013). Ang, Andrew ; Cakici, Nusret ; Bali, Turan G..
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  164. Informed Trading and Expected Returns. (2013). Yan, Hongjun ; Choi, James ; Jin, LI.
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  165. Comparing the information in short sales and put options. (2013). Blau, Benjamin ; Wade, Chip.
    In: Review of Quantitative Finance and Accounting.
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  166. The Effects of Information Asymmetries on the Success of Stock Option Listings. (2013). Guidolin, Massimo ; Bernales, Alejandro.
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  167. Corporate Governance and Information Content of Stock Trades: Evidence from S&P 100 Companies. (2013). Fan, Steve .
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  168. Impact of Mandatory IFRS Adoption on Conditional Conservatism in Europe. (2013). Andre, Paul ; Paugam, Luc ; Filip, Andrei.
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  169. Impact of Mandatory IFRS Adoption on Conditional Conservatism in Europe. (2013). Filip, Andrei ; Andre, Paul ; Paugam, Luc.
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  170. Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?. (2013). Wang, Junbo ; Wu, Chunchi ; He, Yan.
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  171. Futures mispricing, order imbalance, and short-selling constraints. (2013). Lee, Cheng-Few ; Wang, Kehluh ; Lin, Emily.
    In: International Review of Economics & Finance.
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  172. Opportunistic insider trading. (2013). Visaltanachoti, Nuttawat ; Tirapat, Sunti .
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  173. Large foreign ownership and stock price informativeness around the world. (2013). Zhang, Bohui ; Shen, Jianfeng ; Li, Donghui.
    In: Journal of International Money and Finance.
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  174. How smooth is price discovery? Evidence from cross-listed stock trading. (2013). Hong, Yongmiao ; Chen, Haiqiang ; Choi, Paul Moon Sub, .
    In: Journal of International Money and Finance.
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  175. The effects of firm-initiated clawback provisions on bank loan contracting. (2013). Chen, Kevin C. W., ; Chan, Lilian H..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:3:p:659-679.

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  176. Why are US firms using more short-term debt?. (2013). Laureano, Luís ; Ferreira, Miguel ; Custodio, Claudia.
    In: Journal of Financial Economics.
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  177. Insiders’ incentives for asymmetric disclosure and firm-specific information flows. (2013). Kim, Jeong-Bon ; Jiang, LI ; Pang, Lei.
    In: Journal of Banking & Finance.
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  178. Valuation and systemic risk consequences of bank opacity. (2013). Jones, Jeffrey S. ; Lee, Wayne Y. ; Yeager, Timothy J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:693-706.

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  179. Credit and liquidity components of corporate CDS spreads. (2013). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
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  180. Loan collateral and financial reporting conservatism: Chinese evidence. (2013). Lobo, Gerald J. ; Wang, Yanyan ; Yu, Lisheng ; CHEN, JEFF ZEYUN .
    In: Journal of Banking & Finance.
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  181. Liquidity and initial public offering underpricing. (2013). Rhodes, Heather ; Hahn, TeWhan ; Ligon, James A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4973-4988.

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  182. The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading. (2013). Yamada, Takeshi ; Shen, Jianfeng ; Sankaraguruswamy, Srinivasan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4134-4143.

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  183. Does information risk affect the implied cost of equity capital? An analysis of PIN and adjusted PIN. (2013). Park, Kyung-Ho ; Lee, Woo-Jong ; Lim, Seung-Yeon ; Hwang, Lee-Seok .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:55:y:2013:i:2:p:148-167.

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  184. Estimating PIN for firms with high levels of trading. (2013). Jackson, David .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:24:y:2013:i:c:p:116-120.

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  185. Impact of Mandatory IFRS Adoption on Conditional Conservatism in Europe. (2013). Andre, Paul ; Filip, Andrei ; Paugam, Luc.
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    RePEc:ebg:essewp:dr-13011.

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  186. The Time Varying Properties of Credit and Liquidity Components of CDS Spreads. (2012). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2012-06.

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  187. Financial Opacity and Firm Performance: The Readability of REIT Annual Reports. (2012). Dempsey, Stephen ; Seiler, Michael ; Luchtenberg, Kimberly ; Harrison, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:2:p:450-470.

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  188. Firm efficiency and stock returns. (2012). PSILLAKI, Maria ; Frijns, Bart ; Margaritis, Dimitris.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:37:y:2012:i:3:p:295-306.

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  189. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

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  190. Information Environment and Equity Risk Premium Volatility Around the World. (2012). Zhang, Bohui ; Lau, Sie Ting.
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:7:p:1322-1340.

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  191. Institutional herding in the corporate bond market. (2012). Han, Song ; Li, Dan ; Cai, Fang.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1071.

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  192. Momentum and asymmetric information. (2012). Liang, Tian .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:3:p:208-230.

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  193. Return spread and liquidity: Evidence from Hong Kong ADRs. (2012). Wang, Chaoyan ; Dey, Malay K..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:26:y:2012:i:2:p:164-180.

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  194. On the role of liquidity in emerging markets stock prices. (2012). Prosperi, Lorenzo ; Donadelli, Michael.
    In: Research in Economics.
    RePEc:eee:reecon:v:66:y:2012:i:4:p:320-348.

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  195. Risk and the cross section of stock returns. (2012). Seasholes, Mark S. ; Jimenez-Garces, Sonia ; Burlacu, Radu ; Fontaine, Patrice.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:511-522.

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  196. Local investors, price discovery, and market efficiency. (2012). Shive, Sophie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:1:p:145-161.

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  197. Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109.

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  198. Asymmetric dynamics of stock price continuation. (2012). Huang, Alex Yihou .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1839-1855.

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  199. An improved estimation method and empirical properties of the probability of informed trading. (2012). Zhang, Shaojun ; Yan, Yuxing .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:454-467.

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  200. Financial reporting opacity and informed trading by international institutional investors. (2012). Maffett, Mark .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:54:y:2012:i:2:p:201-220.

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  201. Financial reporting frequency, information asymmetry, and the cost of equity. (2012). Kraft, Arthur ; Fu, Renhui ; Zhang, Huai.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:54:y:2012:i:2:p:132-149.

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  202. Does eliminating the Form 20-F reconciliation from IFRS to U.S. GAAP have capital market consequences?. (2012). Li, Haidan ; Kim, Yongtae.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:1:p:249-270.

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  203. Corporate governance and the information environment: Evidence from state antitakeover laws. (2012). Cohen, Daniel ; Armstrong, Christopher S. ; Balakrishnan, Karthik .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:1:p:185-204.

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  204. What does PIN identify? Evidence from the T-bill market. (2012). Winters, Drew B. ; Akay, Ozgur ; Griffiths, Mark D. ; Cyree, Ken B..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:29-46.

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  205. Does information vault Niagara Falls? Cross-listed trading in New York and Toronto. (2012). Chen, Haiqiang ; Choi, Paul Moon Sub, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:175-199.

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  206. Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos. (2012). Agudelo, Diego ; Diego Alonso Agudelo Rueda, ; Giraldo, Santiago ; Villarraga, Edwin .
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    RePEc:col:000122:010669.

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  207. Urban agglomeration and CEO compensation. (2012). John, Kose ; HASAN, IFTEKHAR ; Francis, Bill ; Waisman, Maya .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2012_017.

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  208. Portfolio choice and the effects of liquidity. (2011). Gonzalez, Ana ; Rubio, Gonzalo.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:2:y:2011:i:1:p:53-74.

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  209. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. (2011). Vo, Xuan Vinh ; Batten, Jonathan.
    In: MPRA Paper.
    RePEc:pra:mprapa:29862.

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  210. Managerial entrenchment and the value of dividends. (2011). Lee, Woo-Jong.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:36:y:2011:i:2:p:297-322.

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  211. Tick size, market structure, and market quality. (2011). Chung, Kee ; Kim, Joon-Seok ; Kang, Jangkoo.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:36:y:2011:i:1:p:57-81.

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  212. Multiple agency perspective, family control, and private information abuse in an emerging economy. (2011). .
    In: Asia Pacific Journal of Management.
    RePEc:kap:asiapa:v:28:y:2011:i:1:p:69-93.

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  213. Intellectual Capital and Financing Decisions: Evidence from the U.S. Patent Data. (2011). Liu, Qiao ; Wong, Kit Pong.
    In: Management Science.
    RePEc:inm:ormnsc:v:57:y:2011:i:10:p:1861-1878.

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  214. Estimating the Proportion of Informed Trade in Call Auctions. (2011). Riva, Fabrice ; Raposo, Juan ; van Bommel, Jos ; SOGORB, FRANCISCO .
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    RePEc:hal:wpaper:halshs-00696342.

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  215. Stock Market Liquidity: Comparative Analysis of The Abu Dhabi Stock Exchange and Dubai Financial Market. (2011). Omet, Ghassan .
    In: Working Papers.
    RePEc:erg:wpaper:655.

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  216. Board structure and price informativeness. (2011). Raposo, Clara ; Ferreira, Miguel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:523-545.

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  217. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

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  218. Does XBRL adoption reduce information asymmetry?. (2011). Ciganek, Andrew P. ; Yoon, Hyungwook ; Zo, Hangjung .
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:64:y:2011:i:2:p:157-163.

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  219. Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio. (2011). KOSTAKIS, ALEXANDROS ; Florackis, Chris ; Gregoriou, Andros.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350.

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  220. Liquidity risk and accounting information. (2011). Sadka, Ronnie .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:52:y:2011:i:2:p:144-152.

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  221. The effect of information quality on liquidity risk. (2011). Ng, Jeffrey .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:52:y:2011:i:2:p:126-143.

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  222. Financial reporting quality and idiosyncratic return volatility. (2011). Venkatachalam, Mohan ; Rajgopal, Shiva .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:51:y:2011:i:1:p:1-20.

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  223. Financial reporting quality and idiosyncratic return volatility. (2011). Venkatachalam, Mohan ; Rajgopal, Shiva .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:51:y:2011:i:1-2:p:1-20.

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  224. A computing bias in estimating the probability of informed trading. (2011). Lin, Hsiou-Wei William ; Ke, Wen-Chyan .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:4:p:625-640.

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  225. The characteristics of informed trading: Implications for asset pricing. (2011). Easley, David ; Hvidkjaer, Soeren ; O'Hara, Maureen ; Aslan, Hadiye .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:782-801.

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  226. Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand. (2011). Visaltanachoti, Nuttawat ; Ding, David ; Charoenwong, Charlie .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:474-487.

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  227. Markets change every day: Evidence from the memory of trade direction. (2011). Axioglou, Christos ; Skouras, Spyros .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:423-446.

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  228. Do bond rating changes affect the information asymmetry of stock trading?. (2011). Wang, Junbo ; He, Yan ; Wei, K. C. John, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:1:p:103-116.

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  229. Earnings management in Malaysian IPOs: The East Asian crisis, ownership control, and post-IPO performance. (2011). Goodacre, Alan ; Ahmad-Zaluki, Nurwati A. ; Campbell, Kevin .
    In: The International Journal of Accounting.
    RePEc:eee:accoun:v:46:y:2011:i:2:p:111-137.

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  230. Liquidity clienteles : transaction costs and investment decisions of individual investors. (2010). Anginer, Deniz.
    In: Policy Research Working Paper Series.
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  231. Is information risk priced for NASDAQ-listed stocks?. (2010). Ness, Robert ; Fuller, Kathleen.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:3:p:301-312.

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  232. With or without you: market quality of floor trading when screen trading closes early. (2010). Schiereck, Dirk ; Voigt, Christian.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:2:p:179-197.

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  233. The Value of Principles-Based Governance Practices and the Attenuation of Information Asymmetry. (2010). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:17:y:2010:i:2:p:171-207.

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  234. The Validity of Models on the Information Content of Trades. (2010). Franck, Egon ; Brandes, Leif ; Verbeek, Erwin .
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  235. Information-Based Stock Trading, Executive Incentives, and the Principal-Agent Problem. (2010). Liu, Qiao ; Kang, Qiang .
    In: Management Science.
    RePEc:inm:ormnsc:v:56:y:2010:i:4:p:682-698.

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  236. Spread decomposition with common spread components. (2010). Martens, Martin ; Henker, Thomas .
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:6:y:2010:i:2:p:88-115.

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  237. O/S: The relative trading activity in options and stock. (2010). Subrahmanyam, Avanidhar ; Roll, Richard ; Schwartz, Eduardo .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:1:p:1-17.

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  238. On the Chinese B-share price discount puzzle: Some new evidence. (2010). Darrat, Ali F. ; Wu, Yanhui ; Gilley, Otis ; Zhong, Maosen.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:63:y:2010:i:8:p:895-902.

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  239. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649.

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  240. Probability of information-based trading and the January effect. (2010). Kang, Moonsoo.
    In: Journal of Banking & Finance.
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  241. Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2665-2677.

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  242. The financial reporting environment: Review of the recent literature. (2010). BEYER, ANNE ; Lys, Thomas Z. ; Cohen, Daniel A. ; WALTHER, BEVERLY R..
    In: Journal of Accounting and Economics.
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  243. Speculation and e-commerce: The long and the short of IT. (2010). Ferguson, Colin ; Pinnuck, Matt ; Hall, Jason ; Finn, Frank .
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    RePEc:eee:ijoais:v:11:y:2010:i:2:p:79-104.

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  244. Option market liquidity: Commonality and other characteristics. (2010). Cao, Melanie ; Wei, Jason .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:1:p:20-48.

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  245. Ownership dispersion and market liquidity. (2010). Jacoby, Gady ; Zheng, Steven X..
    In: International Review of Financial Analysis.
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  246. Temporal resolution of uncertainty, disclosure policy, and corporate debt yields. (2010). John, Kose ; Reisz, Alexander S..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:16:y:2010:i:5:p:655-678.

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  247. CEO decision horizon and firm performance: An empirical investigation. (2010). Pantzalis, Christos ; Antia, Murad ; Park, Jung Chul.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:16:y:2010:i:3:p:288-301.

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  248. Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
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  249. Information Asymmetry Determinants of Sarbanes-Oxley Wealth Effects. (2010). Akhigbe, Aigbe ; Newman, Melinda L. ; Martin, Anna D..
    In: Financial Management.
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  250. The Cross†Section of Expected Stock Returns: What Have We Learnt from the Past Twenty†Five Years of Research?. (2010). Subrahmanyam, Avanidhar.
    In: European Financial Management.
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  251. Accounting Conservatism and Firm Investment Efficiency.. (2010). Garcia, Juan M ; Penalva, Fenando .
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  252. Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE. (2009). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep .
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  253. Price informativeness and predictability: how liquidity can help. (2009). Sun, David ; Lin, William ; Tsai, Shih-Chuan.
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  254. The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover. (2009). Huang, Lixin ; Gorton, Gary ; Kang, Qiang .
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  255. Disclosure and the Cost of Capital: Evidence from Firms Responses to the Enron Shock. (2009). Leuz, Christian ; Schrand, Catherine .
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  256. Information Asymmetry, Information Precision, and the Cost of Capital. (2009). Leuz, Christian ; Lambert, Richard A. ; Verrecchia, Robert E..
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  257. Information-based trade in Russia and the effects of listing abroad. (2009). .
    In: Economic Change and Restructuring.
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  258. Volatility Spreads and Expected Stock Returns. (2009). Hovakimian, Armen ; Bali, Turan G..
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:11:p:1797-1812.

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  259. Pricing unexpected illiquidity. (2009). Asem, Ebenezer .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:4:p:1485-1494.

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  260. Information based trade, the PIN variable, and portfolio style differences: Evidence from Tokyo stock exchange firms. (2009). Takehara, Hitoshi ; Kubota, Keiichi .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:3:p:319-337.

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  261. Options trading activity and firm valuation. (2009). Subrahmanyam, Avanidhar ; Roll, Richard ; Schwartz, Eduardo .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:3:p:345-360.

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  262. Why is PIN priced?. (2009). Duarte, Jefferson ; Young, Lance .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:2:p:119-138.

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  263. Idiosyncratic risk and the cross-section of expected stock returns. (2009). Fu, Fangjian .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:24-37.

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  264. High idiosyncratic volatility and low returns: International and further U.S. evidence. (2009). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:1-23.

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  265. Equity market valuation of human capital and stock returns. (2009). Pantzalis, Christos ; Park, Jung Chul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1610-1623.

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  266. Block ownership and firm-specific information. (2009). Brockman, Paul ; Yan, Xuemin .
    In: Journal of Banking & Finance.
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  267. Information uncertainty and auditor reputation. (2009). Autore, Don M. ; Billingsley, Randall S. ; Schneller, Meir I..
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  268. Estimation and empirical properties of a firm-year measure of accounting conservatism. (2009). Khan, Mozaffar ; Watts, Ross L..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:132-150.

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  269. On the information role of stock recommendation revisions. (2009). Hansen, Robert ; Altinkili, Oya .
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  270. Is PIN priced risk?. (2009). Mohanram, Partha ; Rajgopal, Shiva .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:3:p:226-243.

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  271. The effect of earnings surprises on information asymmetry. (2009). Lo, Kin ; Brown, Stephen ; Hillegeist, Stephen A..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:3:p:208-225.

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  272. An information approach to international currencies. (2009). Moore, Michael ; Lyons, Richard K..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:2:p:211-221.

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  273. Information-based trade in the Shanghai stock market. (2009). Copeland, Laurence ; Zeng, Yong ; Wong, Woon K..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:2:p:180-190.

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  274. Optimal execution of open-market stock repurchase programs. (2009). Oded, Jacob .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:832-869.

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  275. The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks. (2009). Lin, Hai ; Wu, Chunchi ; He, Yan ; Dufrene, Uric B..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:1:p:54-86.

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  276. Dual long-memory, structural breaks and the link between turnover and the range-based volatility. (2009). Kartsaklas, A. ; Karanasos, M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:838-851.

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  277. The magnet effect of price limits: A logit approach. (2009). Yang, Jimmy J. ; Kim, Yong H. ; Hsieh, Ping-Hung .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:830-837.

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  278. Institutional ownership and credit spreads: An information asymmetry perspective. (2009). zhang, gaiyan ; Wang, Ashley W..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:597-612.

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  279. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
    In: CEPR Discussion Papers.
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  280. Accruals quality and corporate cash holdings. (2009). Sanchez-Ballesta, Juan Pedro ; Martinez-Solano, Pedro ; Garcia-Teruel, Pedro J..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:49:y:2009:i:1:p:95-115.

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  281. Discussion of Penman. (2009). Johnstone, D. J..
    In: Abacus.
    RePEc:bla:abacus:v:45:y:2009:i:3:p:372-378.

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  282. Turning Over Turnover. (2008). Mei, Jianping ; K. J. Martijn Cremers, ; K. J. Martijn Cremers, .
    In: Yale School of Management Working Papers.
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  283. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Tamazian, Artur ; Chousa, Juan Pieiro ; Melikyan, Davit N..
    In: William Davidson Institute Working Papers Series.
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  284. Market Reaction to Events Surrounding the Sarbanes-Oxley Act of 2002 and Earnings Management. (2008). Li, Haidan ; Rego, Sonja Olhoft ; Pincus, Morton .
    In: Journal of Law and Economics.
    RePEc:ucp:jlawec:v:51:y:2008:i:1:p:111-134.

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  285. Incentives for Information Production in Markets where Prices Affect Real Investment. (2008). Dow, James ; Goldstein, Itay ; Guembel, Alexander.
    In: 2008 Meeting Papers.
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  286. Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
    In: MPRA Paper.
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  287. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
    In: MPRA Paper.
    RePEc:pra:mprapa:13155.

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  288. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. (2008). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14609.

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  289. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence. (2008). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: NBER Working Papers.
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  290. Abnormal Accrual, Informed Trader, and Long-Term Stock Return: Evidence from Japan. (2008). Muramiya, Katsuhiko ; Takada, Tomomi ; Otogawa, Kazuhisa .
    In: Discussion Paper Series.
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  291. Board Structure and Price Informativeness. (2008). Raposo, Clara ; Ferreira, Miguel.
    In: CEI Working Paper Series.
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  292. Corporate misreporting and bank loan contracting. (2008). Qiu, Jiaping ; Li, SI ; Graham, John R..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:89:y:2008:i:1:p:44-61.

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  293. Seasonality in the cross-section of stock returns. (2008). Sadka, Ronnie ; Heston, Steven L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:2:p:418-445.

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  294. Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital. (2008). Harford, Jarrad ; Han, XI ; Young, Lance ; Duarte, Jefferson.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:24-44.

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  295. The probability and magnitude of information events. (2008). Ready, Mark ; Odders-White, Elizabeth R..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:227-248.

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  296. A tale of two prices: Liquidity and asset prices in multiple markets. (2008). Chan, Justin S. P., ; Subrahmanyam, Marti G. ; Hong, Dong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:947-960.

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  297. Information asymmetry and investment-cash flow sensitivity. (2008). McDermott, John ; Ascioglu, Asli ; Hegde, Shantaram P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:1036-1048.

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  298. Determinants of yield spread dynamics: Euro versus US dollar corporate bonds. (2008). Van Landschoot, Astrid .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2597-2605.

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  299. The dynamics of quote adjustments. (2008). Chuwonganant, Chairat ; Chung, Kee H. ; Jiang, Jing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2390-2400.

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  300. The role of information asymmetry and financial reporting quality in debt trading: Evidence from the secondary loan market. (2008). Wittenberg-Moerman, Regina .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:46:y:2008:i:2-3:p:240-260.

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  301. Is accruals quality a priced risk factor?. (2008). Core, John E. ; Guay, Wayne R. ; Verdi, Rodrigo .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:46:y:2008:i:1:p:2-22.

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  302. Why do firms go dark? Causes and economic consequences of voluntary SEC deregistrations. (2008). Leuz, Christian ; Triantis, Alexander ; Wang, Tracy Yue.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:181-208.

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  303. Are accruals mispriced Evidence from tests of an Intertemporal Capital Asset Pricing Model. (2008). Khan, Mozaffar.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:1:p:55-77.

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  304. Noise trading and the price formation process. (2008). Berkman, Henk ; Koch, Paul D..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:232-250.

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  305. Stock trading, information production, and executive incentives. (2008). Liu, Qiao ; Kang, Qiang .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:14:y:2008:i:4:p:484-498.

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  306. Differences of opinion, information and the timing of trades. (2008). Saffi, Pedro.
    In: IESE Research Papers.
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  307. The Frequency of Financial Analysts Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information. (2008). Holden, Craig W. ; Stuerke, Pamela S..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:35:y:2008-09:i:7-8:p:860-888.

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  308. Portfolio choice and the effects of liquidity. (2007). Gonzalez, Ana ; Rubio, Gonzalo.
    In: Economics Working Papers.
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  309. Corporate Misreporting and Bank Loan Contracting. (2007). Qiu, Jiaping ; Li, SI ; Graham, John R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13708.

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  310. When Does a Mutual Funds Trade Reveal its Skill?. (2007). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
    In: NBER Working Papers.
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  311. Information Immobility and the Home Bias Puzzle. (2007). Veldkamp, Laura ; Van Nieuwerburgh, Stijn.
    In: NBER Working Papers.
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  312. Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market. (2007). Vandell, Kerry ; Hwang, Soosung ; Lin, Zhenguo ; Bond, Shaun .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:4:p:447-461.

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  313. La calidad de los ajustes por devengo no afecta al coste de la deuda de las PYMES españolas. (2007). Illueca, Manuel ; GILL-DE-ALBORNOZ, BELEN ; Belen Gill de Albornoz Noguer, ; Muoz, Manuel Illueca .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:31:y:2007:i:1:p:79-117.

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  314. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Chollete, Loran ; Nas, Randi .
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  315. Estimating and testing beta pricing models: Alternative methods and their performance in simulations. (2007). Zhou, Guofu ; Shanken, Jay.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:84:y:2007:i:1:p:40-86.

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  316. Local ownership as private information: Evidence on the monitoring-liquidity trade-off. (2007). Gaspar, Jose-Miguel ; Massa, Massimo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:83:y:2007:i:3:p:751-792.

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  317. Do the diversification choices of individual investors influence stock returns?. (2007). Kumar, Alok.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:4:p:362-390.

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  318. The PIN anomaly around M&A announcements. (2007). Declerck, Fany ; de Bodt, Eric ; Aktas, Nihat ; VAN OPPENS, Herve .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:2:p:169-191.

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  319. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:44-64.

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  320. Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading. (2007). Tay, Anthony ; Tse, Yiu Kuen ; Warachka, Mitch ; Ting, Christopher .
    In: Finance Working Papers.
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  321. Estimating and testing beta pricing models: Alternative methods and their performance in simulations. (2007). Zhou, Guofu ; Shanken, Jay.
    In: CEMA Working Papers.
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  322. Switching to a temporary call auction in times of high uncertainty. (2007). Pascual, Roberto ; Abad, David.
    In: CNMV Working Papers.
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  323. Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount. (2006). Menkveld, Albert ; Chan, Kalok ; Yang, Zhishu .
    In: Serie Research Memoranda.
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  324. Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume. (2006). Li, Jinliang ; Wu, Chunchi.
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:79:y:2006:i:5:p:2697-2740.

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  325. Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations. (2006). Zhou, Guofu ; Shanken, Jay.
    In: NBER Working Papers.
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  326. Order preferencing, adverse-selection costs, and the probability of information-based trading. (2006). Chung, Kee ; McCormick, D. ; Chuwonganant, Chairat.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:27:y:2006:i:4:p:343-364.

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  327. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert .
    In: Working Papers.
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  328. Informed and strategic order flow in the bond markets. (2006). Vega, Clara ; Pasquariello, Paolo.
    In: International Finance Discussion Papers.
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  329. The monetary origins of asymmetric information in international equity markets. (2006). Vega, Clara ; Bauer, Gregory.
    In: International Finance Discussion Papers.
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  330. Stock price reaction to public and private information. (2006). Vega, Clara.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:1:p:103-133.

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  331. Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk. (2006). Sadka, Ronnie .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:80:y:2006:i:2:p:309-349.

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  332. Effects of large shareholding on information asymmetry and stock liquidity. (2006). Lang, Larry ; Attig, Najah ; Gadhoum, Yoser ; Fong, Wai-Ming .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:10:p:2875-2892.

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  333. Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy. (2006). Marshall, Ben.
    In: International Review of Financial Analysis.
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  334. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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  335. Noise vs. News in Equity Returns. (2006). Foad, Hisham ; Chirinko, Bob.
    In: CESifo Working Paper Series.
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  336. Media Frenzies in Markets for Financial Information. (2006). Veldkamp, Laura.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:577-601.

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  337. Institutional Investors and Stock Market Volatility. (2005). Gabaix, Xavier ; Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran .
    In: NBER Working Papers.
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  338. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

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  339. MODELOS DE ESTIMACION DE LA PROBABILIDAD DE NEGOCIACION INFORMADA: UNA COMPARACION METODOLOGICA EN EL MERCADO ESPAÑOL. (2005). Rubia, Antonio ; Abad, David.
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  340. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
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  341. Order Submission Strategies and Information: Empirical Evidence from the NYSE. (2005). Beber, Alessandro ; Caglio, Cecilia.
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  342. Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market. (2005). Nieto, Belen ; Tapia, Mikel ; Martinez, Miguel A. ; Rubio, Gonzalo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:14:y:2005:i:1:p:81-103.

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  343. Asset pricing with liquidity risk. (2005). Pedersen, Lasse ; Acharya, Viral.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:77:y:2005:i:2:p:375-410.

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  344. Information-based trading, price impact of trades, and trade autocorrelation. (2005). McInish, Thomas ; Chung, Kee H. ; Li, Mingsheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:7:p:1645-1669.

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  345. To blame or not to blame: Analysts reactions to external explanations for poor financial performance. (2005). Barton, Jan ; Mercer, Molly.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:39:y:2005:i:3:p:509-533.

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  346. The market pricing of accruals quality. (2005). Francis, Jennifer ; LaFond, Ryan ; Olsson, Per ; Schipper, Katherine.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:39:y:2005:i:2:p:295-327.

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  347. Endogenous liquidity in emerging markets. (2005). Redding, Lee.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:159-171.

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  348. Time-varying informed and uninformed trading activities. (2005). Wu, Guojun ; Lei, Qin .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:2:p:153-181.

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  349. The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq. (2005). Roth, Lukas ; Loderer, Claudio .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:2:p:239-268.

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  350. Turnover and return in global stock markets. (2005). Dey, Malay K..
    In: Emerging Markets Review.
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  351. Liquidity risk, leverage and long-run IPO returns. (2005). Norli, Oyvind ; Eckbo, B..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:11:y:2005:i:1-2:p:1-35.

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  352. Liquidity Risk, Leverage and Long-Run IPO Returns. (2005). Norli, Oyvind ; Eckbo, B..
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  353. Information, Diversification, and Cost of Capital. (2005). LIU, JUN ; Hughes, John S.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  354. Corruption, Firm Governance, and the Cost of Capital. (2005). LIU, JUN ; Garmaise, Mark J.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  355. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
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  356. Entscheidungsregeln und ihr Einfluss auf den Aktienkurs. (2004). Trifan, Emanuela .
    In: Darmstadt Discussion Papers in Economics.
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  357. Decision Rules and their Influence on Asset Prices. (2004). Trifan, Emanuela .
    In: Darmstadt Discussion Papers in Economics.
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  358. Testing the Markov property with ultra-high frequency financial data. (2004). Fernandes, Marcelo ; Amaro de Matos, João.
    In: FEUNL Working Paper Series.
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  359. The Effectiveness of Britains Financial Service Authority: An Economic Analysis. (2004). Beardsley, Colin ; O'Brien, John R..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2004-11.

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  360. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
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  361. The Information of Option Volume for Future Stock Prices. (2004). pan, jun ; Poteshman, Allen.
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  362. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
    In: NBER Working Papers.
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  363. Determinants of Euro Term Structure of Credit Spreads. (2004). Van Landschoot, Astrid .
    In: Working Paper Research.
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  364. Liquidity and Financial Market Stability. (2004). O'Hara, Maureen .
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  365. ESTIMATING THE PROBABILITY OF INFORMED TRADING: FURTHER EVIDENCE FROM AN ORDER-DRIVEN MARKET. (2004). Rubia, Antonio ; Abad, David.
    In: Working Papers. Serie AD.
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  366. Look at me now: the role of cross-listing in attracting U.S. investors. (2004). Warnock, Francis ; Smith, David C. ; Holland, Sara B. ; Ammer, John.
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  367. Conference calls and information asymmetry. (2004). Lo, Kin ; Brown, Stephen ; Hillegeist, Stephen A..
    In: Journal of Accounting and Economics.
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  368. Do Heterogeneous Beliefs Matter for Asset Pricing?. (2004). Ghysels, Eric ; Anderson, Evan ; Juergens, Jennifer.
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