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Is Firm-specific Return Variation a Measure of Information Efficiency?

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  • Kee-Hong Bae
  • Jin-Mo Kim
  • Yang Ni

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  • Kee-Hong Bae & Jin-Mo Kim & Yang Ni, 2013. "Is Firm-specific Return Variation a Measure of Information Efficiency?," International Review of Finance, International Review of Finance Ltd., vol. 13(4), pages 407-445, December.
    • Handle: RePEc:bla:irvfin:v:13:y:2013:i:4:p:407-445
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    Cited by:

    1. Yuni Pristiwati Noer Widianingsih & Doddy Setiawan, 2022. "Idiosyncratic Risk Volatility: Stock Price Informativeness or Price Error?," JRFM, MDPI, vol. 15(10), pages 1-14, October.
    2. Abdul Wahab, Nor Shaipah & Ntim, Collins G. & Tye, Wei Ling & Shakil, Mohammad Hassan, 2022. "Book-tax differences and risk: Does shareholder activism matter?," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 48(C).
    3. Claire Y.C. Liang & Zhenyang Tang & Xiaowei Xu, 2020. "Return Synchronicity and Insider Trading Profitability," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 857-895, December.
    4. Mohammad Issa Almaharmeh & Hamzah Al-Mawali & Ghassan Obeidat, 2018. "Mandatory IFRS Adoption and Analyst Coverage: Evidence from the UK," Modern Applied Science, Canadian Center of Science and Education, vol. 12(11), pages 435-435, November.
    5. Shen, Dehua & Li, Xiao & Xue, Mei & Zhang, Wei, 2017. "Does microblogging convey firm-specific information? Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 621-626.
    6. Черкасова Виктория Артуровна & Дуняшева Регина Фаритовна, 2016. "Инвестиционные Решения Компаний В Условиях Асимметрии Информации," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 20(4), pages 655-690.

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