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Accounting Information and Stock Volatility in the Nigerian Capital Market: A Garch Analysis Approach
16 references·1 citing·37 second hop
Accounting Information and Stock Volatility in the Nigerian Capital Market: A Garch Analysis Approach (2013)Accounting Information and Stock Volatili…The Boundaries of Financial Reporting and How to Extend Them (1999)The Boundaries of Financial R…Have Financial Statements Lost Their Relevance? (1999)Have Financial Statements Los…The Limits of Arbitrage (1995)The Limits of ArbitrageOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Cross-Sectional Determinants …No news is good news (1992)No news is good newsConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…The pricing of commodity contracts (1976)The pricing of commodity cont…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…The Value Relevance of Accounting Disclosures among Nigerian Financial Institutions after the IFRS Adoption (2015)The Value Relevance of Accoun…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Why Firms Voluntarily Disclose Bad News (1994)Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC* (1996)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)Econometric Analysis of Cross Section and Panel Data (2001)The Cross‐Section of Volatility and Expected Returns (2006)Using daily stock returns (1985)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1993Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures2,643 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1999The Boundaries of Financial Reporting and How to Extend Them1,930 cited
  • 1992No news is good news1,929 cited
  • 1999Have Financial Statements Lost Their Relevance?1,917 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • Cited by

    • 2015The Value Relevance of Accounting Disclosures among Nigerian Financial Institutions after the IFRS Adoption17 cited