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The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015
Persistent link: https://www.econbiz.de/10011547101
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Information uncertainties and asset pricing puzzles : risk or mispricing?
Li, Keming; Uddin, Mohammad Riaz; Diltz, J. David - In: Managerial finance 41 (2015) 12, pp. 1280-1297
Persistent link: https://www.econbiz.de/10011504176
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R 2 and idiosyncratic risk are not interchangeable
Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295
Persistent link: https://www.econbiz.de/10010469131
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Information Uncertainties and Asset Pricing Puzzles : Risk or Mispricing?
Li, Keming - 2015
Prior research has documented the role of information uncertainty in the cross-sectional variation in stock returns …. Miller (1977) hypothesizes that if information uncertainty is caused by differences of opinion, prices will reflect only the …, Merton (1974) asserts that default risk is a function of the uncertainty in the asset value process. Information uncertainty …
Persistent link: https://www.econbiz.de/10013014736
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Disclosure and the cost of Capital : a survey of the theoretical literature
Bertomeu, Jeremy; Cheynel, Edwige - In: Abacus : a journal of accounting, finance and business … 52 (2016) 2, pp. 221-258
Persistent link: https://www.econbiz.de/10011593244
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Information risk, stock returns, and asset pricing : evidence from China
Safdar, Raheel; Chen, Yan - In: Accounting research journal 30 (2017) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10011813072
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Multifactorial analysis of the price formation in the terms of a risk-free rate
Anghelache, Constantin; Anghel, Mădălina-Gabriela; … - In: Theoretical and applied economics : GAER review 28 (2021) 3/628, pp. 33-44
Persistent link: https://www.econbiz.de/10013258864
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To combine forecasts or to combine information?
Huang, Huiyu; Lee, Tae-hwy - In: Econometric reviews 29 (2010) 5/6, pp. 534-570
Persistent link: https://www.econbiz.de/10008668168
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Opacity in financial markets
Sato, Yuki - In: The review of financial studies 27 (2014) 12, pp. 3502-3546
Persistent link: https://www.econbiz.de/10010530805
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Opacity in financial markets
Sato, Yuki - 2013
This paper studies the implications of opacity in fi nancial markets for investor behavior, asset prices, and welfare. Transparent funds (e.g. mutual funds) and opaque funds (e.g. hedge funds) trade transparent assets (e.g. plain-vanilla products) and opaque assets (e.g. structured products)....
Persistent link: https://www.econbiz.de/10010257853