Factoring Information Into Returns

By David A. Easley, Soeren Hvidkjaer, Maureen O’Hara. 2010

274 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/401ccf292a9e25533affbec6dc7e82624f53518a

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Citations in the corpus

Does Asymmetric Information Drive Capital Structure Decisions (2009, unknown): “Easley, Kiefer, and O'Hara (1996, 1997a, b); and Easley et al. (1996) develop a model in which uninformed market participants' perceived probability of the arrival of informed trades (PIN) can be inferred from the trading process itself, specifically from the frequency and magnitude of buy-sell imba”
Herding and information based trading (2009, methodology): “(3) following the requirement that there be a minimum of 60 trading days, as proposed by Easley et al. (1993). Using a quarterly basis ensures that the estimated parameters are sufficiently robust.”
The Information Role of Conservatism (2008, unknown): “These studies investigate issues spanning the pricing of information risk (Easley, Hvidkjaer, and O’Hara 2002, 2004, Botosan and Plumlee, 2004), variation in post earnings announcement drift (Vega, 2006), the effect of disclosure on information asymmetry (Easley, O’Hara, and Paperman 1998, Brown,…”
Direct and Mediated Associations among Earnings Quality, Information Asymmetry, and the Cost of Equity (2012, background): “O’Hara (2003) and Easley and O’Hara (2004) identify the composition of information, between public information and private information, as a determinant of the cost of equity. In their model, uninformed investors face an undiversifiable risk that arises from asymmetric information; an increase in th”
Why Do Firms Use Private Equity to Opt Out of Public Markets (2010, unknown): “[16] Easley, D.”