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Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence

Nguyen, Duong; Puri, Tribhuvan - In: Review of Quantitative Finance and Accounting 43 (2014) 2, pp. 211-244

We examine the impact of accounting restatement announcement on firms’ value and information asymmetry for both auction market (NYSE-AMEX) and dealer market (NASDAQ) using a public sample of restatement announcements from 1997 to 2005. In both markets, we document economically and...

Persistent link: https://www.econbiz.de/10010867685

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan - In: Applied financial economics 19 (2009) 11, pp. 853-868

Persistent link: https://www.econbiz.de/10008249994

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan - In: Applied financial economics 19 (2009) 10-12, pp. 853-868

Persistent link: https://www.econbiz.de/10008272565

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan - In: Applied Financial Economics 19 (2009) 11, pp. 853-868

In this article we examine whether the traditional characteristic liquidity premium can be explained by market liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional liquidity remains priced. Also, consistent with previous studies...

Persistent link: https://www.econbiz.de/10004966782

Higher-order systematic comoments and asset pricing : new evidence

Nguyen, Duong; Puri, Tribhuvan N. - In: The financial review : the official publication of the … 44 (2009) 3, pp. 345-369

Persistent link: https://www.econbiz.de/10003879755

Liquidity and asset pricing : a comparison between three-factor and three-moment capital asset pricing models

Nguyen, Duong - 2006

Persistent link: https://www.econbiz.de/10003973278

Investor protection and cross-border acquisitions of private and public targets

John, Kose; Freund, Steven; Nguyen, Duong; Vasudevan, … - In: The journal of corporate finance : contracting, … 16 (2010) 3, pp. 259-275

Persistent link: https://www.econbiz.de/10003980021

Liquidity and asset pricing under the three-moment CAPM paradigm

Nguyen, Duong; Mishra, Suchismita; Prakash, Arun J.; … - In: The journal of financial research 30 (2007) 3, pp. 379-398

Persistent link: https://www.econbiz.de/10003536985

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868

Persistent link: https://www.econbiz.de/10003856654

Higher order moment risk in efficient futures portfolios

You, Leyuan; Nguyen, Duong - In: Journal of economics & business 65 (2013), pp. 33-54

Persistent link: https://www.econbiz.de/10009725132