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Information Quality and Market Efficiency

Citations

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Cited by:

  1. Nguyen, Canh Phuc & Nguyen, Thai Vu Hong & Schinckus, Christophe, 2019. "Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets," Finance Research Letters, Elsevier, vol. 28(C), pages 137-147.
  2. 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, Dipartimento di Economia "Marco Biagi".
  3. Hirshleifer, David & Lim, Seongyeon & Teoh, Siew Hong, 2004. "Disclosure to an Audience with Limited Attention," Working Paper Series 2004-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  4. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-44.
  5. Canh P. Nguyen & Christophe Schinckus & Thanh D. Su & Felicia H. L. Chong, 2022. "Determinants of stock market returns in emerging markets: The linkage between institutional quality and macro liquidity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4472-4486, October.
  6. Ahmad Fraz & Arshad Hassan, 2017. "Stock Price Synchronicity and Information Environment," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(4), pages 213-232, December.
  7. 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.
  8. Marco Di Maggio & Marco Pagano, 2018. "Financial Disclosure and Market Transparency with Costly Information Processing [Bargaining with incomplete information]," Review of Finance, European Finance Association, vol. 22(1), pages 117-153.
  9. David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, June.
  10. 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.
  11. Mills, Brian M. & Salaga, Steven, 2018. "A natural experiment for efficient markets: Information quality and influential agents," Journal of Financial Markets, Elsevier, vol. 40(C), pages 23-39.
  12. Kuessi, Richard & Nantob, N'Yilimon & Aguey, Segnon & Couchoro, Mawuli Kodjovi, 2023. "Competition and banking efficiency in the WAEMU: The role of multinationals and institutions," International Economics, Elsevier, vol. 175(C), pages 45-62.
  13. Tung Liang Liao & Mei-Chu Ke & Hsiang-Tai Yu, 2005. "Anomalous price behaviour around stock repurchases on the Taiwan stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 12(1), pages 29-39.
  14. Theurl, Theresia & Schaetzle, Dominik, 2011. "Ratingagenturen in der Kritik: Eine Analyse der Reformforderungen und -vorschläge," Arbeitspapiere 116, University of Münster, Institute for Cooperatives.
  15. David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
  16. 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.
  17. Terry Richardson & David Peterson, 1997. "Causes of cross-autocorrelation in security returns: Transaction costs versus information quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 21(3), pages 29-39, September.
  18. Brennan, Michael J & Thakor, Anjan V, 1990. "Shareholder Preferences and Dividend Policy," Journal of Finance, American Finance Association, vol. 45(4), pages 993-1018, September.
  19. Hirshleifer, David & Kewei Hou & Teoh, Siew Hong & Yinglei Zhang, 2004. "Do investors overvalue firms with bloated balance sheets?," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 297-331, December.
  20. Cioroianu, Iulia & Corbet, Shaen & Larkin, Charles, 2021. "The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation," Journal of Corporate Finance, Elsevier, vol. 66(C).
  21. 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.
  22. Schaetzle, Dominik, 2011. "Ökonomische Funktionen von Ratingagenturen: Ratingagenturen in der neoinstitutionalistischen Finanzierungstheorie," Arbeitspapiere 113, University of Münster, Institute for Cooperatives.
  23. William H. Branson & Dwight M. Jaffee, 1990. "The Globalization of Information and Capital Mobility," NBER Working Papers 3496, National Bureau of Economic Research, Inc.
  24. David Hirshleifer & Sonya S. Lim & Siew Hong Teoh, 2011. "Limited Investor Attention and Stock Market Misreactions to Accounting Information," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 35-73.
  25. 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) 0008, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  26. Dessaint, Olivier & Matray, Adrien, 2017. "Do managers overreact to salient risks? Evidence from hurricane strikes," Journal of Financial Economics, Elsevier, vol. 126(1), pages 97-121.
  27. 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.
  28. Laivi Laidroo, 2008. "Measuring Public Announcementsí Disclosure Quality on Tallinn, Riga and Vilnius Stock Exchanges," Working Papers 181, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  29. Bernhardt, Dan & Mahani, Reza S., 2007. "Asymmetric information and stock return cross-autocorrelations," Economics Letters, Elsevier, vol. 96(1), pages 14-22, July.
  30. Kihoon Hong & Jinhee Kim & So Yean Kwack, 2022. "External Monitoring, ESG, and Information Content of Discretionary Accruals," Sustainability, MDPI, vol. 14(13), pages 1-15, June.
  31. 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.
  32. Thanh Dinh Su & Canh Phuc Nguyen, 2021. "Twin balances, public governance and private investment: Quantile estimation for OECD countries," International Economics, CEPII research center, issue 165, pages 85-93.
  33. Lee, Kuan-Hui & Wang, Shu-Feng, 2023. "Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 421-444.
  34. Chanchal Chatterjee & Paromita Dutta, 2015. "Anomalous Price Behaviour around Open Market Stock Repurchase Announcements in India," Vikalpa: The Journal for Decision Makers, , vol. 40(4), pages 435-443, December.
  35. Schaetzle, Dominik, 2011. "Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings," Arbeitspapiere 110, University of Münster, Institute for Cooperatives.
  36. Sarah E. Bonner & Artur Hugon & Beverly R. Walther, 2007. "Investor Reaction to Celebrity Analysts: The Case of Earnings Forecast Revisions," Journal of Accounting Research, Wiley Blackwell, vol. 45(3), pages 481-513, June.
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