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The Informedness Effect and Volume of Trade
Atiase, Rowland - 2015
, 1997; and Varian, 1989) show that information-based trading is a consequence of four fundamental determinants …
Persistent link: https://www.econbiz.de/10013010350
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The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes
Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93
The performance of analysts’ forecasts has attracted increasing attention in recent years. However, as yet, no …
Persistent link: https://www.econbiz.de/10011556115
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Bayesian Pricing of News
Livdan, Dmitry - 2018
equilibrium in a voluntary disclosure model with multidimensional information and risk averse investors …
Persistent link: https://www.econbiz.de/10012913497
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Unawareness and selective disclosure : the effect of school quality information on property prices
Haisken-DeNew, John P.; Hasan, Syed; Jha, Nikhil; … - 2017
The Australian Government launched the My School website in 2010 to provide standardised information about the quality … Victoria to estimate the effect of the publication of school quality information on property prices. We use a difference …-in-difference approach to estimate the causal effect of the release of information about high-quality and low-quality schools relative to …
Persistent link: https://www.econbiz.de/10011589131
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Unawareness and selective disclosure : the effect of school quality information on property prices
Haisken-DeNew, John P.; Hasan, Syed; Jha, Nikhil; … - 2016
The Australian Government launched the My School website in 2010 to provide standardised information about the quality … Victoria to estimate the effect of the publication of school quality information on property prices. We use a difference …-in-difference approach to estimate the causal effect of the release of information about high-quality and low-quality schools relative to …
Persistent link: https://www.econbiz.de/10011595222
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Why Does Financial Strength Forecast Future Stock Returns? Evidence from Subsequent Demand by Institutional Investors
Choi, Nicole Y. - 2011
as a proxy for the incorporation of information driven by revisions in sophisticated investors' expectations, we test … incorporation of information explanation, financial strength predicts both future returns and future institutional investor demand …
Persistent link: https://www.econbiz.de/10013134140
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A Test of the Ohlson Model on the Italian Stock Exchange
Silvestri, Antonella - 2012
This article belongs to the current in research literature, which is concerned with value relevance. Its main aim is to test the impact of the current and future accounting variables on the firm's market value, by analyzing these relations with reference to the financial sector of the Italian...
Persistent link: https://www.econbiz.de/10013113778
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An Analysis of Stock Returns and Aggregate Earnings
Chen, Yunhao - 2012
We reexamine the time-series properties and determinants of the relation between aggregate earnings and returns (earnings response coefficient, ERC) employing return decompositions with longer historical data. We find that aggregate ERC is time-varying, above and beyond the evidence documented...
Persistent link: https://www.econbiz.de/10013109120
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Market Reaction to an Earnings Shock : A Test of the Conservatism Effect
Alwathainani, Abdulaziz M. - 2014
performance that maintain their ranking positions in the highest (lowest) earnings quintile exhibit a marginal incremental price …
Persistent link: https://www.econbiz.de/10013068900