Inside information and public news: R 2 and beyond
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/135048599352394
Reference7 articles.
1. VOLUME ANDR2: A FIRST LOOK
2. R 2
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The Use of the R2as a Measure of Firm-Specific Information: A Cross-Country Critique;Journal of Business Finance & Accounting;2010-01
2. Event study with imperfect competition and private information: earnings announcements revisited;Review of Quantitative Finance and Accounting;2009-07-05
3. Estimates of Parameters of a Kyle-Type Model around Earnings Announcements;SSRN Electronic Journal;2006
4. Information efficiency in financial markets;Information Efficiency in Financial and Betting Markets;2005-09-29
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