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Mark-to-Market Accounting and Information Asymmetry in Banks
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Mark-to-Market Accounting and Information Asymmetry in Banks (2011)Mark-to-Market Accounting and Information…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…Bank CEO incentives and the credit crisis (2010)Bank CEO incentives and the c…The Information Role of Conservatism (2008)The Information Role of Conse…Liquidity and leverage (2008)Liquidity and leverageConservatism in Accounting Part I: Explanations and Implications (2003)Conservatism in Accounting Pa…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Corporate Disclosure Policy and Analyst Behavior. (1996)Corporate Disclosure Policy a…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Cross-Sectional Determinants …A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Optimal Release of Information By Firms (1985)Optimal Release of Informatio…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…The Private and Social Value of Information and the Reward to Inventive Activity (1978)The Private and Social Value …The Cost of Transacting (1968)The Cost of TransactingThe Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Price, trade size, and information in securities markets (1987)The Relation Between Price Changes and Trading Volume: A Survey (1987)Measuring the Information Content of Stock Trades (1991)Theory of rational option pricing (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Specification Tests in Econometrics (1978)Why Firms Voluntarily Disclose Bad News (1994)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC* (1996)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)Expectations of Returns and Expected Returns (2014)… and the Cross-Section of Expected Returns (2015)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)ARCH modeling in finance (1992)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Market Liquidity and Funding Liquidity (2008)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)On financial contracting (1979)The information content of losses (1995)The conservatism principle and the asymmetric timeliness of earnings1 (1997)Performance matched discretionary accrual measures (2005)The financial reporting environment: Review of the recent literature (2010)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Commonality in liquidity (2000)Market Liquidity and Trading Activity (2001)Noise Trader Risk in Financial Markets (1990)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2003Conservatism in Accounting Part I: Explanations and Implications2,768 cited
  • 1996Corporate Disclosure Policy and Analyst Behavior.2,743 cited
  • 1993Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures2,643 cited
  • 2008Liquidity and leverage2,557 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 1968The Cost of Transacting1,909 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 1978The Private and Social Value of Information and the Reward to Inventive Activity1,571 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2008The Information Role of Conservatism1,115 cited
  • 1985Optimal Release of Information By Firms1,105 cited
  • 2010Bank CEO incentives and the credit crisis

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