R2 Around the World: New Theory and New Tests

By Chenchuramaiah T. Bathala. 2006

2,426 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Education, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/350a89be91adb32ed0f3064644ebdd3947459c3c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. G. Karolyi
2. Bill Francis
3. K. Lim
4. John M. Griffin
5. Kuan-Hui Lee
6. Mathijs A. Van Dijk
7. Federico Nardari
8. Iftekhar Hasan

In Education

1. Alvaro G. Taboada
2. Xiaohua Fang
3. Ke Wang
4. Nuno Fernandes
5. G. He
6. Mark Maffett
7. K. Lim
8. Chansog Kim

In Management Science and Operations Research

1. Alvaro G. Taboada
2. Xiaohua Fang
3. Ke Wang
4. Nuno Fernandes
5. G. He
6. Mark Maffett
7. K. Lim
8. Chansog Kim

Citations in the corpus

• Investor protection, prospect theory, and earnings management: An international comparison of the banking industry (2005, background): “Jin and Myers (2004) stress that Morck et al.s (2000) inference does not consider the effect of transparency.”
• Trust and stock price crash risk: evidence from China (2017, methodology): “According to Jin and Myers (2006) and Hutton t al.”
• Price Efficiency and Short Selling (2011, neutral): “We also include country dummies to control for country-specific variation, such as 19 those related to differences in corporate governance regimes (Morck, Yeung, and Yu 2000, Lesmond 2005) and opaqueness (Jin and Myers 2006).”
• Economic policy uncertainty and stock price crash risk (2019, positive): “Many firm-level characteristics and managerial incentives have been identified, including financial reporting opacity (Jin and Myers, 2006; Hutton et al., 2009), the maintenance of reputation (Ball, 2009), corporate tax avoidance (Kim et al., 2011a), equity incentives (Kim et al., 2011b), excess…”
• Institutions and Information Environment of Chinese Listed Firms (2012, background): “and Myers do not specifically examine Chinese data, Piotroski, Wong and Zhang (2009) show that the negative skewness in daily excess returns in China is significantly greater than the global average documented in Jin and Myers (2006), consistent with political incentives to suppress the release of b”
• Financial reporting quality and idiosyncratic return volatility (2011, positive): “…deteriorating financial reporting quality as another explanation for the upward trend in idiosyncratic volatility.3 3 Morck, Yeung and Yu (2000) and Jin and Myers (2006) document a cross-sectional association between lower stock market synchronicity (measured as the R2 of the regression of firm…”
• Opaque financial reports, R2, and crash risk (2009, methodology): “Thus, in agreement with the Jin and Myers (2006) model, opacity appears to predict only negative crashes in stock prices.”