Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence
By Sudipto Shankar Dasgupta, Jie Gan, Ning Gao. Journal of Financial and Quantitative Analysis, 2010
363 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/d284164d74534bd2d6b0217ab43c51d01e3e1504
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- P. Kelly
- John M. Griffin
- Federico Nardari
- Ranjini Jha
- Angelica Gonzalez
- Changling Chen
- Jens Hagendorff
- A. Huang
In Finance
- P. Kelly
- John M. Griffin
- Federico Nardari
- Ranjini Jha
- Angelica Gonzalez
- Changling Chen
- Jens Hagendorff
- A. Huang
Citations in the corpus
- Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion (2012, background): “These findings support the school of Teoh et al. (2009) and Dasgupta et al. (2010).”
- Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010, background): “Concerns regarding this interpretation of firm-specific idiosyncratic variance have been raised by Kelly (2007) and Dasgupta, Gan, and Gao (2009).”
- IFRS reporting, firm-specific information flows, and institutional environments: international evidence (2012, neutral): “In such a case, stock prices become more synchronous or co-move more closely with common information (Dasgupta et al. 2010).”
- Independent Director Reputation Incentives and Stock Price Informativeness (2017, methodology): “with noise rather than firm-specific information (Dasgupta et al., 2010), we proxy for price informativeness”