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Citations for "R2 around the world: New theory and new tests"

by Jin, Li & Myers, Stewart C.

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  1. Joseph Fan & Randall Morck & Bernard Yeung, 2011. "Capitalizing China," NBER Working Papers 17687, National Bureau of Economic Research, Inc.
  2. Thenmozhi, M. & Narayanan, P.C., 2016. "Rule of law or country level corporate governance: What matters more in emerging market acquisitions?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 448-463.
  3. Iftekhar Hasan & Heiko Schmiedel & Liang Song, 2012. "Growth Strategies and Value Creation: What Works Best for Stock Exchanges?," The Financial Review, Eastern Finance Association, vol. 47(3), pages 469-499, 08.
  4. Hooy, Chee-Wooi & Lim, Kian-Ping, 2013. "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 29-44.
  5. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2015. "Stock Exchange Mergers and Market," Post-Print hal-01238707, HAL.
  6. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, Center for Economic and Financial Research (CEFIR).
  7. Eun, Cheol S. & Wang, Lingling & Xiao, Steven C., 2015. "Culture and R2," Journal of Financial Economics, Elsevier, vol. 115(2), pages 283-303.
  8. Xu, Nianhang & Jiang, Xuanyu & Chan, Kam C. & Yi, Zhihong, 2013. "Analyst coverage, optimism, and stock price crash risk: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 217-239.
  9. Hyunbae Chun & Jung-Wook Kim & Randall Morck & Bernard Yeung, 2007. "Creative Destruction and Firm-Specific Performance Heterogeneity," NBER Working Papers 13011, National Bureau of Economic Research, Inc.
  10. Ferreira, Daniel & Ferreira, Miguel A. & Raposo, Clara C., 2011. "Board structure and price informativeness," Journal of Financial Economics, Elsevier, vol. 99(3), pages 523-545, March.
  11. Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012. "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, vol. 105(1), pages 82-112.
  12. Brockman, Paul & Unlu, Emre, 2011. "Earned/contributed capital, dividend policy, and disclosure quality: An international study," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1610-1625, July.
  13. Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina, 2010. "Multi-country event-study methods," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3078-3090, December.
  14. Brockman, Paul & Liebenberg, Ivonne & Schutte, Maria, 2010. "Comovement, information production, and the business cycle," Journal of Financial Economics, Elsevier, vol. 97(1), pages 107-129, July.
  15. Xu, Nianhang & Li, Xiaorong & Yuan, Qingbo & Chan, Kam C., 2014. "Excess perks and stock price crash risk: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 419-434.
  16. Callen, Jeffrey L. & Fang, Xiaohua, 2015. "Short interest and stock price crash risk," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 181-194.
  17. Sónia Sousa & Ana Serra, 2008. "What drives idiosyncratic volatility over time?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(3), pages 155-181, December.
  18. Per-Olof Bjuggren & Johan Eklund, 2015. "Property rights and the cost of capital," European Journal of Law and Economics, Springer, vol. 39(3), pages 523-537, June.
  19. Feng, Xunan & Hu, Na & Johansson, Anders C., 2015. "Ownership, Analyst Coverage, and Stock Synchronicity in China," Stockholm School of Economics Asia Working Paper Series 2015-36, Stockholm China Economic Research Institute, Stockholm School of Economics.
  20. González, Maximiliano & Garay, Urbi, 2010. "Internet-Based Corporate Disclosure and Market Value: Evidence from Latin America," Galeras. Working Papers Series 028, Universidad de Los Andes. Facultad de Administración. School of Management.
  21. Hamdi Ben-Nasr & Abdullah Alshwer, 2015. "How Informed Stock Trading Can Affect Labor Investment Efficiency," Proceedings of Business and Management Conferences 2304077, International Institute of Social and Economic Sciences.
  22. Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014. "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 92-108.
  23. Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek, 2014. "Opaque financial reports and R2: Revisited," Review of Financial Economics, Elsevier, vol. 23(1), pages 10-17.
  24. Kim, Jeong-Bon & Zhang, Hao & Li, Liuchuang & Tian, Gaoliang, 2014. "Press freedom, externally-generated transparency, and stock price informativeness: International evidence," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 299-310.
  25. Brockman, Paul & Yan, Xuemin (Sterling), 2009. "Block ownership and firm-specific information," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 308-316, February.
  26. Gilberto Loureiro & Sónia Silva, . "Earnings Management and Stock Price Crashes PostCrossdelisting," NIPE Working Papers 16/2015, NIPE - Universidade do Minho.
  27. Kim, Yongtae & Li, Haidan & Li, Siqi, 2014. "Corporate social responsibility and stock price crash risk," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 1-13.
  28. Hossein Jabbari & Zeinolabedin Sadeghi & Seyed Ali Askari, 2013. "Cash Flow, Earning Opacity and its Impact on Stock Price Crash Risk in Tehran Stock Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 3(4), pages 138-145, October.
  29. Hou, Kewei & Peng, Lin & Xiong, Wei, 2006. "R2 and Price Inefficiency," Working Paper Series 2006-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  30. Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015. "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 136-155.
  31. Alan J. Marcus, 2010. "Comment on "Valuing Government Guarantees: Fannie and Freddie Revisited"," NBER Chapters, in: Measuring and Managing Federal Financial Risk, pages 154-161 National Bureau of Economic Research, Inc.
  32. : Panayiotis C. Andreou & : Constantinos Antoniou & : Joanne Horton & : Christodoulos Louca, 2013. "Corporate Governance and Firm-Specific stock Price Crashes," Working Papers wpn13-06, Warwick Business School, Finance Group.
  33. Pawan Jain & Quentin Chu, 2014. "Dividend clienteles: a global investigation," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 509-534, April.
  34. Massa, Massimo & Qian, Wenlan & Xu, Weibiao & Zhang, Hong, 2015. "Competition of the informed: Does the presence of short sellers affect insider selling?," Journal of Financial Economics, Elsevier, vol. 118(2), pages 268-288.
  35. Jiang, Li & Kim, Jeong-Bon & Pang, Lei, 2013. "Insiders’ incentives for asymmetric disclosure and firm-specific information flows," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3562-3576.
  36. Taylor, Nicholas, 2008. "Can idiosyncratic volatility help forecast stock market volatility?," International Journal of Forecasting, Elsevier, vol. 24(3), pages 462-479.
  37. Budsaratragoon Pornanong & Hillier David & Lhaopadchan Suntharee, 2014. "Does Corporate Governance Improve Transparency in Emerging Markets?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 87-104, July.
  38. Emre Ozdenoren & Kathy Yuan, 2012. "Stock Market Tournaments," FMG Discussion Papers dp706, Financial Markets Group.
  39. Xu, Nianhang & Chan, Kam C. & Jiang, Xuanyu & Yi, Zhihong, 2013. "Do star analysts know more firm-specific information? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 89-102.
  40. Hsin, Chin-Wen & Tseng, Po-Wen, 2012. "Stock price synchronicities and speculative trading in emerging markets," Journal of Multinational Financial Management, Elsevier, vol. 22(3), pages 82-109.
  41. Khanna, Tarun & Thomas, Catherine, 2009. "Synchronicity and firm interlocks in an emerging market," Journal of Financial Economics, Elsevier, vol. 92(2), pages 182-204, May.
  42. Nguyen, Nhut H. & Truong, Cameron, 2013. "The information content of stock markets around the world: A cultural explanation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 1-29.
  43. Massa, Massimo & Wang, Chengwei & Zhang, Hong & Zhang, Jian, 2015. "Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry," CEPR Discussion Papers 10472, C.E.P.R. Discussion Papers.
  44. Fan, Joseph P.H. & Gillan, Stuart L. & Yu, Xin, 2013. "Property rights, R&D spillovers, and corporate accounting transparency in China," Emerging Markets Review, Elsevier, vol. 15(C), pages 34-56.
  45. Chernobai, Anna & Yasuda, Yukihiro, 2013. "Disclosures of material weaknesses by Japanese firms after the passage of the 2006 Financial Instruments and Exchange Law," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1524-1542.
  46. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016. "R2 and idiosyncratic volatility: Which captures the firm-specific return variation?," Economic Modelling, Elsevier, vol. 55(C), pages 298-304.
  47. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
  48. Fernandes, Nuno & Ferreira, Miguel A., 2008. "Does international cross-listing improve the information environment," Journal of Financial Economics, Elsevier, vol. 88(2), pages 216-244, May.
  49. Cheng, Louis T.W. & Leung, T.Y. & Yu, Wayne, 2014. "Information arrival, changes in R-square and pricing asymmetry of corporate news," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 67-81.
  50. Alexander, Cindy R. & Bauguess, Scott W. & Bernile, Gennaro & Lee, Yoon-Ho Alex & Marietta-Westberg, Jennifer, 2013. "Economic effects of SOX Section 404 compliance: A corporate insider perspective," Journal of Accounting and Economics, Elsevier, vol. 56(2), pages 267-290.
  51. Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 74-96.
  52. Yishay Yafeh & Stijn Claessens, 2011. "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers 11/47, International Monetary Fund.
  53. Maffett, Mark, 2012. "Financial reporting opacity and informed trading by international institutional investors," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 201-220.
  54. Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Sentiments, financial markets, and macroeconomic fluctuations," Journal of Financial Economics, Elsevier, vol. 120(2), pages 420-443.
  55. Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010. "Mandatory IFRS Reporting and Stock Price Informativeness," Discussion Paper 2010-82, Tilburg University, Center for Economic Research.
  56. Vo, Xuan Vinh, 2015. "Foreign ownership and stock return volatility – Evidence from Vietnam," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 101-109.
  57. Couch, Robert & Wu, Wei, 2016. "The fair value option for liabilities and stock returns during the financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 83-98.
  58. Soedarmono, Wahyoe & Tarazi, Amine, 2013. "Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia," Journal of Asian Economics, Elsevier, vol. 29(C), pages 91-100.
  59. Bley, Jorg & Saad, Mohsen, 2011. "The effect of financial liberalization on stock-return volatility in GCC markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 662-685.
  60. William Mingyan Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
  61. Bruno Maria Parigi & Loriana Pelizzon & Ernst-Ludwig von Thadden, 2013. "Stock Market Returns, Corporate Governance and Capital Market Equilibrium," CESifo Working Paper Series 4496, CESifo Group Munich.
  62. Chara Theodoraki, 2014. "The interpretative ability of coefficient R2 to calculate the firm value," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(1), pages 29-41, January-M.
  63. Partha Gangopadhyay & Ken Yook & Yoon Shin, 2014. "Insider trading and firm-specific return volatility," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 1-19, July.
  64. Chia-Hao Lee & Pei-I Chou, 2012. "Trading Activity and Financial Market Integration," The Financial Review, Eastern Finance Association, vol. 47(3), pages 589-616, 08.
  65. Doukas, John A. & Wang, Liu, 2013. "Information asymmetry, price discovery, and the Chinese B-share discount puzzle," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1116-1135.
  66. Larry Fauver & Gilberto Loureiro, . "Equity Offerings, Stock Price Crash Risk, and the Impact of Securities Regulation: International Evidence," NIPE Working Papers 14/2015, NIPE - Universidade do Minho.
  67. de Carvalho, Antonio Gledson & Pennacchi, George G., 2012. "Can a stock exchange improve corporate behavior? Evidence from firms' migration to premium listings in Brazil," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 883-903.
  68. Chauhan, Yogesh & Wadhwa, Kavita & Syamala, Sudhakar Reddy & Goyal, Abhinav, 2015. "Block-ownership structure, bank nominee director and crash-risk," Finance Research Letters, Elsevier, vol. 14(C), pages 20-28.
  69. Sabri Boubaker & Hatem Mansali & Hatem Rjiba, 2014. "Large Controlling Shareholders and Stock Price Synchronicity," Post-Print hal-01155467, HAL.
  70. Xing, Xuejing & Anderson, Randy, 2011. "Stock price synchronicity and public firm-specificinformation," Journal of Financial Markets, Elsevier, vol. 14(2), pages 259-276, May.
  71. Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2010. "Information, analysts, and stock return comovement," NBER Working Papers 15833, National Bureau of Economic Research, Inc.
  72. Bushman, Robert M., 2014. "Thoughts on financial accounting and the banking industry," Journal of Accounting and Economics, Elsevier, vol. 58(2), pages 384-395.
  73. Gilberto Loureiro & Alvaro G. Taboada, 2013. "Do Improvements in the Information Environment Affect Real Investment Decisions?," NIPE Working Papers 20/2013, NIPE - Universidade do Minho.
  74. Garay, Urbi & González, Maximiliano & Guzmán, Alexander & Trujillo, María Andrea, 2013. "Internet-based corporate disclosure and market value: Evidence from Latin America," Emerging Markets Review, Elsevier, vol. 17(C), pages 150-168.
  75. Hilt, Eric, 2008. "When did Ownership Separate from Control? Corporate Governance in the Early Nineteenth Century," The Journal of Economic History, Cambridge University Press, vol. 68(03), pages 645-685, September.
  76. Gul, Ferdinand A. & Srinidhi, Bin & Ng, Anthony C., 2011. "Does board gender diversity improve the informativeness of stock prices?," Journal of Accounting and Economics, Elsevier, vol. 51(3), pages 314-338, April.
  77. William Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
  78. Li Jin, 2012. "Comment on "Institutions and Information Environment of Chinese Listed Firms"," NBER Chapters, in: Capitalizing China, pages 242-246 National Bureau of Economic Research, Inc.
  79. Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2012. "What determines bank stock price synchronicity? : Global evidence," Research Discussion Papers 16/2012, Bank of Finland.
  80. Lee, Hei Wai & Valero, Magali, 2010. "Cross-listing effect on information environment of foreign firms: ADR type and country characteristics," Journal of Multinational Financial Management, Elsevier, vol. 20(4-5), pages 178-196, December.
  81. An, Heng & Zhang, Ting, 2013. "Stock price synchronicity, crash risk, and institutional investors," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 1-15.
  82. Chan, Kalok & Covrig, Vicentiu, 2012. "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 793-817.
  83. Wongchoti, Udomsak & Wu, Fei & Young, Martin, 2009. "Buy and sell dynamics following high market returns: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 12-20, March.
  84. De Cesari, Amedeo & Huang-Meier, Winifred, 2015. "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 1-17.
  85. David, Joel M. & Simonovska, Ina, 2016. "Correlated beliefs, returns, and stock market volatility," Journal of International Economics, Elsevier, vol. 99(S1), pages S58-S77.
  86. Doukas, John A. & Wang, Liu, 2014. "Does the bonding effect matter in a more integrated capital market world?," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 162-184.
  87. Lassaâd Mbarek & Dorra Mezzez Hmaied, 2012. "Bank informational opacity: evidence from the Tunisian stock market," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 20(3), pages 278-292, July.
  88. Sie Ting Lau & Lilian Ng & Bohui Zhang, 2012. "Information Environment and Equity Risk Premium Volatility Around the World," Management Science, INFORMS, vol. 58(7), pages 1322-1340, July.
  89. Kim, Jeong-Bon & Li, Yinghua & Zhang, Liandong, 2011. "CFOs versus CEOs: Equity incentives and crashes," Journal of Financial Economics, Elsevier, vol. 101(3), pages 713-730, September.
  90. Kim, Jeong-Bon & Li, Yinghua & Zhang, Liandong, 2011. "Corporate tax avoidance and stock price crash risk: Firm-level analysis," Journal of Financial Economics, Elsevier, vol. 100(3), pages 639-662, June.
  91. Jelena Minović & Boško Živković, 2012. "Impact Of Liquidity And Size Premium On Equity Price Formation In Serbia," Economic Annals, Faculty of Economics, University of Belgrade, vol. 57(195), pages 43-78, October -.
  92. Gul, Ferdinand A. & Kim, Jeong-Bon & Qiu, Annie A., 2010. "Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China," Journal of Financial Economics, Elsevier, vol. 95(3), pages 425-442, March.
  93. Kian-ping Lim & Chee-wooi Hooy, 2010. "The delay of stock price adjustment to information: A country-level analysis," Economics Bulletin, AccessEcon, vol. 30(2), pages 1609-1616.
  94. Li, Xiaorong & Chan, Kam C., 2016. "Communist party control and stock price crash risk: Evidence from China," Economics Letters, Elsevier, vol. 141(C), pages 5-7.
  95. Wang, Yaping & Wu, Liansheng & Yang, Yunhong, 2009. "Does the stock market affect firm investment in China? A price informativeness perspective," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 53-62, January.
  96. Yuan, Rongli & Sun, Jian & Cao, Feng, 2016. "Directors' and officers' liability insurance and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 173-192.
  97. repec:dau:papers:123456789/14996 is not listed on IDEAS
  98. Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014. "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 235-246.
  99. James Cordeiro & Lerong He & Martin Conyon & Tara Shaw, 2013. "Informativeness of performance measures and Chinese executive compensation," Asia Pacific Journal of Management, Springer, vol. 30(4), pages 1031-1058, December.
  100. Francis, Bill B. & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2015. "What determines bank-specific variations in bank stock returns? Global evidence," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 312-324.
  101. Aman, Hiroyuki, 2011. "Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage: Evidence from Japanese firms," Japan and the World Economy, Elsevier, vol. 23(1), pages 28-39, January.
  102. Callen, Jeffrey L. & Fang, Xiaohua, 2013. "Institutional investor stability and crash risk: Monitoring versus short-termism?," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3047-3063.
  103. De Nicolò, Gianni & Laeven, Luc & Ueda, Kenichi, 2008. "Corporate governance quality: Trends and real effects," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 198-228, April.
  104. Kim, Min-Su & Kim, Woojin & Lee, Dong Wook, 2015. "Stock return commonality within business groups: Fundamentals or sentiment?," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 198-224.
  105. Dewally, Michaël & Shao, Yingying, 2013. "Financial derivatives, opacity, and crash risk: Evidence from large US banks," Journal of Financial Stability, Elsevier, vol. 9(4), pages 565-577.
  106. Richard Chung & Scott Fung & James Shilling & Tammie Simmons-Mosley, 2011. "What Determines Stock Price Synchronicity in REITs?," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 73-98, July.
  107. Carmen Cotei & Joseph Farhat & Benjamin A. Abugri, 2011. "Testing trade-off and pecking order models of capital structure: does legal system matter?," Managerial Finance, Emerald Group Publishing, vol. 37(8), pages 715-735, August.
  108. Moonsoo Kang & Kiseok Nam, 2015. "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 551-572, April.
  109. Paul Chiou & Cheng-Few Lee, 2013. "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 341-381, February.
  110. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2010. "Aggregate Idiosyncratic Volatility," NBER Working Papers 16058, National Bureau of Economic Research, Inc.
  111. Kaniel, Ron & Ozoguz, Arzu & Starks, Laura, 2012. "The high volume return premium: Cross-country evidence," Journal of Financial Economics, Elsevier, vol. 103(2), pages 255-279.
  112. Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J., 2013. "Valuation and systemic risk consequences of bank opacity," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 693-706.
  113. An, Zhe & Li, Donghui & Yu, Jin, 2015. "Firm crash risk, information environment, and speed of leverage adjustment," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 132-151.
  114. Chintrakarn, Pandej & Jiraporn, Pornsit & Jiraporn, Napatsorn, 2014. "The effect of CEO luck on the informativeness of stock prices: Do lucky CEOs improve stock price informativeness?," Finance Research Letters, Elsevier, vol. 11(3), pages 289-294.
  115. He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui, 2013. "Large foreign ownership and stock price informativeness around the world," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 211-230.
  116. Lee, Dong Wook & Liu, Mark H., 2011. "Does more information in stock price lead to greater or smaller idiosyncratic return volatility?," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1563-1580, June.
  117. Joseph P. H. Fan & Li Jin & Guojian Zheng, 2016. "Revisiting the Bright and Dark Sides of Capital Flows in Business Groups," Journal of Business Ethics, Springer, vol. 134(4), pages 509-528, April.
  118. Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015. "Commonality in news around the world," Journal of Financial Economics, Elsevier, vol. 116(1), pages 82-110.
  119. Aman, Hiroyuki, 2013. "An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 22-38.
  120. Lambrecht, Bart M. & Myers, Stewart C., 2008. "Debt and managerial rents in a real-options model of the firm," Journal of Financial Economics, Elsevier, vol. 89(2), pages 209-231, August.
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