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The informational role of stock and bond volume

Back, Kerry E.; Crotty, Kevin - In: The review of financial studies 28 (2015) 5, pp. 1381-1427

Persistent link: https://www.econbiz.de/10011338200

Information uncertainty and the pricing of liquidity

Kang, Wenjin; Li, Nan; Zhang, Huiping - In: Journal of empirical finance 54 (2019), pp. 77-96

Persistent link: https://www.econbiz.de/10012174817

Trading heterogeneity under information uncertainty

He, Xue-zhong; Zheng, Huanhuan - 2016

Persistent link: https://www.econbiz.de/10011778029

Further evidence on the relation between analysts' forecast dispersion and stock returns

Barron, Orie E.; Stanford, Mary Harris; Yu, Yong - In: Contemporary accounting research : a journal of the … 26 (2009) 2, pp. 329-357

Persistent link: https://www.econbiz.de/10003886086

Is PIN priced risk?

Mohanram, Partha; Rajgopal, Shiva - In: Journal of accounting & economics 47 (2009) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10003861709

Trading heterogeneity under information uncertainty

He, Xue-zhong; Zheng, Huanhuan - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 64-80

Persistent link: https://www.econbiz.de/10011701856

The Informational Role of Stock and Bond Volume

Back, Kerry - 2014

the cross-market Kyle's lambda. The sign is positive (negative) if private information concerns the mean (risk) of the …

Persistent link: https://www.econbiz.de/10013064518

Dividend policy, risk and the cross-section of stock returns : evidence from India

Ali, Heba Ahmed Abass; Hegazy, Aya Yasser - In: International review of economics & finance : IREF 79 (2022), pp. 169-192

Persistent link: https://www.econbiz.de/10013343379

Idiosyncratic risk volatility : stock price informativeness or price error?

Widianingsih, Yuni Pristiwati Noer; Doddy Setiawan - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-14

. This study aims to analyze the phenomenon of idiosyncratic risk in Indonesia, whether it is related to price … liquidity levels and stock liquidity risk. Our research revealed the relationship between information asymmetry in the … stock liquidity, liquidity risk, and information asymmetry. The findings of this study are expected to contribute to the …

Persistent link: https://www.econbiz.de/10013471004

Risk-Taking and asymmetric learning in boom and bust markets

Kieren, Pascal; Müller-Dethard, Jan; Weber, Martin - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1743-1779

risk-taking across market cycles. As mechanism, we identify an asymmetry in how individuals update their expectations …

Persistent link: https://www.econbiz.de/10014391583