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Essays on disclosure, the institutional environment and the cost of capital
Ruffing-Straube, Patricia - 2015
Persistent link: https://www.econbiz.de/10011391317
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The macroeconomic announcement premium and information environment
Zhang, Chu; Zhao, Shen - In: Journal of monetary economics 139 (2023), pp. 55-73
Persistent link: https://www.econbiz.de/10014464881
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The information content of corporate investment announcements : the case of joint ventures
Keown, Arthur J.; Laux, Paul A.; Martin, John D. - In: Research in finance 22 (2005), pp. 33-71
Persistent link: https://www.econbiz.de/10003753263
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The information content of forward and futures prices : market expectations and the price of risk
Chernenko, Sergey V.; Schwarz, Krista B.; Wright, … - 2004
Persistent link: https://www.econbiz.de/10002117774
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The information in option volume for future stock prices
Pan, Jun; Poteshman, Allen M. - In: The review of financial studies 19 (2006) 3, pp. 871-908
Persistent link: https://www.econbiz.de/10003358394
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Three essays on executive compensation, mergers and acquisitions, and index changes
Cai, Jie - 2005
Persistent link: https://www.econbiz.de/10003952815
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The "dominant bank effect" : how high lender reputation affects the information content and terms of bank loans
Ross, David Gaddis - In: The review of financial studies 23 (2010) 7, pp. 2730-2756
Persistent link: https://www.econbiz.de/10003992040
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Institutional effects on information content of US and French management earnings forecasts: evidence from market reactions and analyst revisions
Li, John Q.; Ding, Yuan - In: Advances in accounting : a research annual 24 (2008) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10008700114
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How useful are signals? : a micro-structure analysis
O'Neill, Michele; Swisher, Judith - In: Journal of economics and finance 31 (2007) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10003691227
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Price adjustment to news with uncertain precision
Hautsch, Nikolaus (contributor); Hess, Dieter (contributor);  … - 2008
Bayesian learning provides a core concept of information processing in financial markets. Typically it is assumed that market participants perfectly know the quality of released news. However, in practice, news' precision is rarely disclosed. Therefore, we extend standard Bayesian learning...
Persistent link: https://www.econbiz.de/10003693046