Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
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Volume (Year): 31 (2008)
Issue (Month): 1 (July)
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References listed on IDEAS
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- Tzur, Joseph & Yaari, Varda, 1999. "Microstructure of Firms' Disclosure," Review of Quantitative Finance and Accounting, Springer, vol. 13(4), pages 367-91, December.
- Hughes, J.S.John S. & Pae, Suil, 2004. "Voluntary disclosure of precision information," Journal of Accounting and Economics, Elsevier, vol. 37(2), pages 261-289, June.
- Bawa, Vijay S., 1975. "Optimal rules for ordering uncertain prospects," Journal of Financial Economics, Elsevier, vol. 2(1), pages 95-121, March.
- Harlow, W. V. & Rao, Ramesh K. S., 1989. "Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(03), pages 285-311, September.
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