We evaluate the impact of complexity and content of new information on stock return volatility dynamics around 10-K … of complexity and content of new information on asset prices …

investors' private information. We show that more precise private information can endogenously amplify supply shocks and, hence …' disclosure qualities would change as technological innovations, such as social media, facilitate information sharing among …

regimes for fundamental information provision, as well as to market confidence conditions among actual and potential investors …

focuses on developing theoretical and empirical analysis framework to explain the fixed and performance fees, the performance … and the investor have respectively an impact on the periodic performance fees (carried interest) during the bargaining … performance and the risk of funds. To achieve our objective, we create a unique database that has an international sample of …

returns are related to information dispersion and liquidity in the stock market. The model provides a rationale for negative …

propose a new data usage methodology that incorporates the information contained in the symmetric response of the call and put …