Asymmetric effects of informed trading on the cost of equity capital
Year of publication: |
September 2016
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Authors: | Brennan, Michael J. ; Huh, Sahn-Wook ; Subrahmanyam, Avanidhar |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 9, p. 2460-2480
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Subject: | information asymmetry | decomposition of PIN | PIN_G | PIN_B | AdjPIN | PSOS | adverse-selection and noninformation components of trading costs | earnings announcements | earnings surprises | CAR | SUE | cost of equity capital | Kapitalkosten | Cost of capital | Asymmetrische Information | Asymmetric information | Ankündigungseffekt | Announcement effect | Eigenkapital | Equity capital | Gewinn | Profit | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income |
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