Measuring the information content of disclosures : the role of return noise
Year of publication: |
2022
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Authors: | Thomas, Jacob K. ; Zhang, X. Frank ; Zhu, Wei |
Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 97.2022, 6, p. 417-443
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Subject: | return noise | return volatility | information content | U-statistic | microstructure | Kapitaleinkommen | Capital income | Volatilität | Volatility | Informationswert | Information value | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Noise Trading | Noise trading |
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