recent years, both in the US and in other markets. This paper also compares five different information aggregation approaches … approach outperform other approaches in capturing the return-related information. Moreover, results based on equal …

We examine the effects of local newspapers on firms’ information environments. With newspaper employment dropping … precipitously in the last few decades, we posit that these changes will have a detrimental effect on local firms’ information … environments. Consistent with local news improving information environments, we find that local newspaper intensity is negatively …

proposes a partial least squares disagreement index by aggregating information across individual disagreement measures and …

This paper investigates the speed of price discovery when information becomes publicly available but requires costly …) protocols. Public blockchain data provides the precise time a hack's transactions are recorded - becoming public information … isolate the price impact occurring during the interval characterized by information asymmetry driven purely by differential …

Testing for constant expected returns and forecasting future returns necessitate the information beyond a single …

prominent as the size decreases. The study also shows that size is not having an impact on the information content of variables …. The information content is extremely important during crisis period …