Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-021-09342-8.pdf
Reference122 articles.
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3. Akins, B. K., Jeffrey, N., & Verdi, R. S. (2012). Investor competition over information and the pricing of information asymmetry. The Accounting Review, 87(1), 35–58.
4. Amihud, Y., & Mendelson, H. (1986). Asset pricing and the bid-ask spread. Journal of Financial Economics, 17(2), 223–249.
5. Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006). The cross-section of volatility and expected returns. Journal of Finance, 61(1), 259–299.
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