Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings

By Kalok Chan, Yue Chan. 2014

184 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/e7173f98b2bb68c3b77f898f0e66814563de087d

Citations in the corpus

• Is There a Dark Side to Exchange Traded Funds? An Information Perspective (2017, unknown): “, Piotroski and Roulstone 2004, Hutton et al 2010, Chan and Chan 2014). To ensure that our inferences are not affected by the method chosen to estimate firm-specific adjusted R(2) we also estimate synchronicity using the methodology outlined in Crawford et al (2012) and Li et al.”