Earnings Quality and Information Asymmetry: Evidence from Trading Costs

Author:

Bhattacharya Neil,Desai Hemang,Venkataraman Kumar

Publisher

Elsevier BV

Reference52 articles.

1. Earnings predictability, information asymmetry and market liquidity;J Affleck-Graves;Journal of Accounting Research,2002

2. Asset pricing and the bid-ask spread;Y Amihud;Journal of Financial Economics,1986

3. Market microstructure and securities values: Evidence from Tel Aviv Stock Exchange;Y Amihud;Journal of Financial Economics,1997

4. Liquidity and Asset Prices;T Amihud;Foundations and Trends in Finance,2005

5. Unexpected earnings, firm size, and trading volume around quarterly earnings announcements;L S Bamber;The Accounting Review,1987

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