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Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature
16 references·0 citing·36 second hop
Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature (2018)Idiosyncratic information and the cost of…Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Voluntary Nonfinancial Disclo…The financial reporting environment: Review of the recent literature (2010)The financial reporting envir…Accounting Information, Disclosure, and the Cost of Capital (2007)Accounting Information, Discl…What Works in Securities Laws? (2006)What Works in Securities Laws?The market pricing of accruals quality (2005)The market pricing of accrual…Information and the Cost of Capital (2004)Information and the Cost of C…Costs of Equity and Earnings Attributes (2004)Costs of Equity and Earnings …The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors (2002)The Quality of Accruals and E…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Information asymmetry, corpor…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Industry costs of equity (1997)Industry costs of equityDisclosure level and the cost of equity capital. (1997)Disclosure level and the cost…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Coefficient Alpha and the Internal Structure of Tests (1951)The Cross-Section of Expected Stock Returns (1992)The economic implications of corporate financial reporting (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)Market Liquidity and Funding Liquidity (2008)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)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Corporate financing and investment decisions when firms have information that investors do not have (1984)Large Shareholders and Corporate Control (1986)Corporate social responsibility and access to finance (2013)Corporate Sustainability: First Evidence on Materiality (2016)Accounting earnings and cash flows as measures of firm performance (1994)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Errors in Estimating Accruals: Implications for Empirical Research (2002)A review of archival auditing research (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Revisiting the relation between environmental performance and environmental disclosure: An empirical analysis (2007)Continuous Auctions and Insider Trading (1985)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)How does financial reporting quality relate to investment efficiency? (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)
this work references cited by second hop

References

  • 2001Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature7,391 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1997Industry costs of equity5,793 cited
  • 2002The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors5,163 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2010Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting4,332 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 1997Disclosure level and the cost of equity capital.3,577 cited
  • 2005The market pricing of accruals quality3,101 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 2006What Works in Securities Laws?2,787 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2010The financial reporting environment: Review of the recent literature2,622 cited
  • 2007Accounting Information, Disclosure, and the Cost of Capital2,582 cited
  • 2004Costs of Equity and Earnings Attributes

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2,387 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
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