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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. Lassaâd Mbarek, 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Conghui Hu & Shasha Liu, 2013. "The Implications of Low R 2 : Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(1), pages 17-32, January.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Jess Benhabib & Xuewen Liu & Pengfei Wang, 2015. "Sentiments, Financial Markets, and Macroeconomic Fluctuations," NBER Working Papers 21294, National Bureau of Economic Research, Inc.
  13. 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.
  14. 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.
  15. 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.
  16. Pawan Jain & Quentin Chu, 2014. "Dividend clienteles: a global investigation," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 509-534, April.
  17. Min Zhang & Lu Xie & Haoran Xu, 2016. "Corporate Philanthropy and Stock Price Crash Risk: Evidence from China," Journal of Business Ethics, Springer, vol. 139(3), pages 595-617, December.
  18. Hutton, Amy P. & Marcus, Alan J. & Tehranian, Hassan, 2009. "Opaque financial reports, R2, and crash risk," Journal of Financial Economics, Elsevier, vol. 94(1), pages 67-86, October.
  19. 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.
  20. 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.
  21. : 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.
  22. repec:dau:papers:123456789/14996 is not listed on IDEAS
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Gul, Ferdinand A. & Cheng, Louis T.W. & Leung, T.Y., 2011. "Perks and the informativeness of stock prices in the Chinese market," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1410-1429.
  32. 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.
  33. 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.
  34. Ben-Nasr, Hamdi & Cosset, Jean-Claude, 2014. "State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 179-199.
  35. 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.
  36. Marco Navone & Fernando Zapatero, 2014. "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers 1507, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  37. Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang, 2016. "National culture and the cost of debt," Journal of Banking & Finance, Elsevier, vol. 69(C), pages 1-19.
  38. Wan- Jiun Paul Chiou & Chun- Pin Hsu & Chin- Wen Huang, 2013. "Development and international diversification benefits of equity markets in China, Hong Kong, and Taiwan," Chapters, in: Economic Integration Across the Taiwan Strait, chapter 5, pages 102-138 Edward Elgar Publishing.
  39. 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.
  40. Callen, Jeffrey L. & Fang, Xiaohua, 2015. "Short interest and stock price crash risk," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 181-194.
  41. 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.
  42. Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2016. "Does the earnings quality matter? Evidence from a quasi-experimental setting," Finance Research Letters, Elsevier, vol. 19(C), pages 146-157.
  43. 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.
  44. 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.
  45. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, Center for Economic and Financial Research (CEFIR).
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. Bhargava, Rahul & Faircloth, Sheri & Zeng, Hongchao, 2017. "Takeover protection and stock price crash risk: Evidence from state antitakeover laws," Journal of Business Research, Elsevier, vol. 70(C), pages 177-184.
  51. Li, Zhe & Massa, Massimo & Xu, Niahang & Zhang, Hong, 2016. "The Impact of Sin Culture: Evidence from Earning Management and Alcohol Consumption in China," CEPR Discussion Papers 11475, C.E.P.R. Discussion Papers.
  52. 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.
  53. 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.
  54. Brockman, Paul & Yan, Xuemin (Sterling), 2009. "Block ownership and firm-specific information," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 308-316, February.
  55. Parigi, Bruno & Pelizzon, Loriana & von Thadden, Ernst-Ludwig, 2015. "Stock Market Returns, Corporate Governance and Capital Market Equilibrium," CEPR Discussion Papers 10392, C.E.P.R. Discussion Papers.
  56. Habib, Ahsan & Hasan, Mostafa Monzur, 2017. "Business strategy, overvalued equities, and stock price crash risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 389-405.
  57. 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.
  58. Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(06), pages 1155-1185, December.
  59. 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.
  60. Kang, Wenjin & Zhang, Huiping, 2014. "Measuring liquidity in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 49-71.
  61. Ben-Nasr, Hamdi & Alshwer, Abdullah A., 2016. "Does stock price informativeness affect labor investment efficiency?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 249-271.
  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. 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.
  64. 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.
  65. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2016. "Stock Exchange Mergers and Market," Post-Print hal-01238707, HAL.
  66. Eun, Cheol S. & Wang, Lingling & Xiao, Steven C., 2015. "Culture and R2," Journal of Financial Economics, Elsevier, vol. 115(2), pages 283-303.
  67. Hasan, Iftekhar & Schmiedel, Heiko & Song, Liang, 2010. "Growth strategies and value creation: what works best for stock exchanges?," Working Paper Series 1201, European Central Bank.
  68. Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem, 2014. "Large controlling shareholders and stock price synchronicity," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 80-96.
  69. 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.
  70. 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.
  71. David, Joel M. & Simonovska, Ina, 2016. "Correlated beliefs, returns, and stock market volatility," Journal of International Economics, Elsevier, vol. 99(S1), pages 58-77.
  72. 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.
  73. 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.
  74. 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.
  75. 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.
  76. An, Heng & Zhang, Ting, 2013. "Stock price synchronicity, crash risk, and institutional investors," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 1-15.
  77. 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.
  78. 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.
  79. 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.
  80. 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 -.
  81. 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.
  82. 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.
  83. Emre Ozdenoren & Kathy Yuan, 2012. "Stock Market Tournaments," Koç University-TUSIAD Economic Research Forum Working Papers 1222, Koc University-TUSIAD Economic Research Forum.
  84. 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.
  85. Cao, Chunfang & Xia, Changyuan & Chan, Kam C., 2016. "Social trust and stock price crash risk: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 148-165.
  86. 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.
  87. Bushman, Robert M., 2014. "Thoughts on financial accounting and the banking industry," Journal of Accounting and Economics, Elsevier, vol. 58(2), pages 384-395.
  88. Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013. "Institutional development and stock price synchronicity : Evidence from China," BOFIT Discussion Papers 20/2013, Bank of Finland, Institute for Economies in Transition.
  89. Al Rahahleh, Naseem & Wei, Peihwang Philip, 2012. "The performance of frequent acquirers: Evidence from emerging markets," Global Finance Journal, Elsevier, vol. 23(1), pages 16-33.
  90. 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.
  91. 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.
  92. 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.
  93. 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.
  94. Feng, Xunan & Hu, Na & Johansson, Anders C., 2016. "Ownership, analyst coverage, and stock synchronicity in China," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 79-96.
  95. 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.
  96. 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.
  97. 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.
  98. 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.
  99. 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.
  100. 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.
  101. Kenichi Ueda & Gianni De Nicolo & Luc Laeven, 2006. "Corporate Governance Quality; Trends and Real Effects," IMF Working Papers 06/293, International Monetary Fund.
  102. Taylor, Nicholas, 2008. "Can idiosyncratic volatility help forecast stock market volatility?," International Journal of Forecasting, Elsevier, vol. 24(3), pages 462-479.
  103. Joseph Fan & Randall Morck & Bernard Yeung, 2011. "Capitalizing China," NBER Working Papers 17687, National Bureau of Economic Research, Inc.
  104. Carmen Cotei, 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, July.
  105. Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
  106. 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.
  107. 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.
  108. 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.
  109. Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2017. "Idiosyncratic volatility: An indicator of noise trading?," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 136-151.
  110. 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.
  111. Lang, Mark & Maffett, Mark, 2011. "Transparency and liquidity uncertainty in crisis periods," Journal of Accounting and Economics, Elsevier, vol. 52(2), pages 101-125.
  112. 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.
  113. Xing, Xuejing & Anderson, Randy, 2011. "Stock price synchronicity and public firm-specificinformation," Journal of Financial Markets, Elsevier, vol. 14(2), pages 259-276, May.
  114. Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak, 2015. "Stock return synchronicity and the market response to analyst recommendation revisions," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 376-389.
  115. 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.
  116. 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.
  117. 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.
  118. 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.
  119. 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.
  120. 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.
  121. 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.
  122. 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.
  123. 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.
  124. 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.
  125. 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.
  126. 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.
  127. Zhang, Yongjie & Song, Weixin & Shen, Dehua & Zhang, Wei, 2016. "Market reaction to internet news: Information diffusion and price pressure," Economic Modelling, Elsevier, vol. 56(C), pages 43-49.
  128. Larry Fauver & Gilberto Loureiro, "undated". "Equity Offerings, Stock Price Crash Risk, and the Impact of Securities Regulation: International Evidence," NIPE Working Papers 14/2015, NIPE - Universidade do Minho.
  129. 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.
  130. 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.
  131. 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.
  132. 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.
  133. De Cesari, Amedeo & Huang-Meier, Winifred, 2015. "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 1-17.
  134. 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.
  135. 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.
  136. Chernobai, Anna & Ozdagli, Ali K. & Wang, Jianlin, 2016. "Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies," Working Papers 16-16, Federal Reserve Bank of Boston.
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