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Required Disclosure and the Stock Market: Comment
8 references·4 citing·32 second hop
Required Disclosure and the Stock Market: Comment (1975)Required Disclosure and the Stock Market:…Risk, Investment Strategy and the Long-Run Rates of Return (1974)Risk, Investment Strategy and…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…Required Disclosure and the Stock Market: An Evaluation of the Securities Exchange Act of 1934 (1973)Required Disclosure and the S…A Model of Capital Asset Risk (1972)A Model of Capital Asset RiskThe Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes (1971)The Influence of Quarterly Ea…ON THE ASSESSMENT OF RISK (1971)ON THE ASSESSMENT OF RISKEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Economic Policy and the Regulation of Corporate Securities (1969)Economic Policy and the Regul…Mandatory Disclosure and Stock Returns: Evidence from the Over‐the‐Counter Market (2007)Mandatory Disclosure and Stoc…Economic Consequences of 'Regulation on Corporate Governance': Evidence from India (2005)Economic Consequences of 'Reg…Mandated Disclosure and Stock Returns: Evidence from the Over-the-Counter Market (2004)Mandated Disclosure and Stock…Disclosure policy and international banking (1986)Disclosure policy and interna…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Using Financial Data to Measure Effects of Regulation (1981)The congressional-bureaucratic system: a principal agent perspective (with applications to the SEC) (1984)Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement (2016)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Mandatory vs. Contractual Disclosure in Securities Markets: Evidence from the 1930s (2006)Behavioral Law and Economics (2007)Firm-Level Corporate Governance in Emerging Markets: A Case Study of India (2012)The Behavior of Stock-Market Prices (1965)The Relative Information Content of the Release of Financial Results Data by Firms (1981)The Stock Market Response to Earnings Announcements Released During Trading versus Nontrading Periods (1992)Fortune’s Best 100 Companies to Work for in America: Do They Work for Shareholders? (2003)The Adjustment of Stock Prices to New Information (2003)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)On Persistence in Mutual Fund Performance (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Allocative inefficiency and the capital-energy controversy (2002)The Effect of Regulation Changes on Insider Trading (1974)Property rights theory, transaction costs theory, and agency theory: an organizational economics approach to strategic management (2005)Resource relatedness, redeployability, and firm value (2013)The option pricing model and the risk factor of stock (1976)Risk measurement when shares are subject to infrequent trading (1979)Foundations of Portfolio Theory (1991)THE CAPITAL ASSET PRICING MODEL: A “Multi-Beta” Interpretation (1977)Banks, Risk, and FAS105 Disclosures (1996)The Determinant of the Hospitality Industry's Unsystematic Risk: A Comparison Between Hotel and Restaurant Firms (2008)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1971ON THE ASSESSMENT OF RISK721 cited
  • 1973Required Disclosure and the Stock Market: An Evaluation of the Securities Exchange Act of 1934331 cited
  • 1969Economic Policy and the Regulation of Corporate Securities175 cited
  • 1971The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes139 cited
  • 1972A Model of Capital Asset Risk71 cited
  • 1974Risk, Investment Strategy and the Long-Run Rates of Return64 cited

Cited by

  • 2004Mandated Disclosure and Stock Returns: Evidence from the Over-the-Counter Market38 cited
  • 2007Mandatory Disclosure and Stock Returns: Evidence from the Over‐the‐Counter Market37 cited
  • 1986Disclosure policy and international banking32 cited
  • 2005Economic Consequences of 'Regulation on Corporate Governance': Evidence from India24 cited

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