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Information Quality and Market Efficiency

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  • Ho, Thomas S. Y.
  • Michaely, Roni

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Bibliographic Info

Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 23 (1988)
Issue (Month): 01 (March)
Pages: 53-70

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Handle: RePEc:cup:jfinqa:v:23:y:1988:i:01:p:53-70_01

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Citations

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Cited by:
  1. David Hirshleifer & TYLER G. SHUMWAY, 2004. "Good Day Sunshine: Stock Returns and the Weather," Finance 0412004, EconWPA.
  2. Hirshleifer, David & Teoh, Siew Hong, 2003. "Limited attention, information disclosure, and financial reporting," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 337-386, December.
  3. David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG, 2004. "Do Investors Overvalue Firms With Bloated Balance Sheets?," Finance 0412001, EconWPA.
  4. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics.
  5. Schaetzle, Dominik, 2011. "Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings," Arbeitspapiere 110, Westfälsche Wilhelms-Universität Münster (WWU), Institut für Genossenschaftswesen.
  6. Terry Richardson & David Peterson, 1997. "Causes of cross-autocorrelation in security returns: Transaction costs versus information quality," Journal of Economics and Finance, Springer, vol. 21(3), pages 29-39, September.
  7. William H. Branson & Dwight M. Jaffee, 1992. "The Globalization of Information and Capital Mobility," NBER Working Papers 3496, National Bureau of Economic Research, Inc.
  8. David Hirshleifer & SONYA SEONGYEON LIM & Siew Hong Teoh, 2004. "Disclosure to an Audience with Limited Attention," Game Theory and Information 0412002, EconWPA.
  9. Theurl, Theresia & Schaetzle, Dominik, 2011. "Ratingagenturen in der Kritik: Eine Analyse der Reformforderungen und -vorschläge," Arbeitspapiere 116, Westfälsche Wilhelms-Universität Münster (WWU), Institut für Genossenschaftswesen.
  10. Hirshleifer, David & Lim, Sonya S. & Teoh, Siew Hong, 2004. "Disclosure to a Credulous Audience: The Role of Limited Attention," MPRA Paper 5198, University Library of Munich, Germany.
  11. Michael J. Brennan & Anjan V. Thakor, 2004. "Shareholder Preferences and Dividend Policy," Finance 0411017, EconWPA.
  12. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2006. "Feedback and the success of irrational investors," Journal of Financial Economics, Elsevier, vol. 81(2), pages 311-338, August.
  13. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  14. Bernhardt, Dan & Mahani, Reza S., 2007. "Asymmetric information and stock return cross-autocorrelations," Economics Letters, Elsevier, vol. 96(1), pages 14-22, July.
  15. Laivi Laidroo, 2008. "Measuring Public Announcements’ Disclosure Quality on Tallinn, Riga and Vilnius Stock Exchanges," Working Papers 181, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  16. Kohers, Theodor & Pandey, Vivek & Kohers, Gerald, 1997. "Using nonlinear dynamics to test for market efficiency among the major U.S. stock exchanges," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(2), pages 523-545.
  17. Riccardo Ferretti & Francesco Pattarin, 2008. "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08013, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
  18. Hirshleifer, David & Teoh, Siew Hong, 2005. "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series 2005-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

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