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Information environment and stock price synchronicity: Evidence from auditor characteristics
16 references·0 citing·40 second hop
Information environment and stock price synchronicity: Evidence from auditor characteristics (2021)Information environment and stock price s…A review of archival auditing research (2014)A review of archival auditing…A five-factor asset pricing model (2014)A five-factor asset pricing m…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…On the use of instrumental variables in accounting research (2009)On the use of instrumental va…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Exploring the Term of the Auditor-Client Relationship and the Quality of Earnings: A Case for Mandatory Auditor Rotation? (2003)Exploring the Term of the Aud…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Financial markets and the allocation of capital (2000)Financial markets and the all…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…The Role of Big 6 Auditors in the Credible Reporting of Accruals (1999)The Role of Big 6 Auditors in…The Effect of Audit Quality on Earnings Management* (1998)The Effect of Audit Quality o…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Earnings Management During Import Relief Investigations (1991)Earnings Management During Im…Expected stock returns and volatility (1987)Expected stock returns and vo…Positive Accounting Theory (1985)Positive Accounting TheoryAuditor size and audit quality (1981)Auditor size and audit qualitySpecification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Stock price synchronicity, crash risk, and institutional investors (2013)Corporate social responsibility and stock price crash risk (2014)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Earnings Management through Real Activities Manipulation (2003)The Nature of the Firm (1937)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Pricing of Audit Services: Theory and Evidence (1980)Agency Problems and Residual Claims (1983)Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC* (1996)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Detecting Earnings Management. (1995)Audit committee, board of director characteristics, and earnings management (2002)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Performance matched discretionary accrual measures (2005)CSR and Assurance Services: A Research Agenda (2014)The digital transformation of external audit and its impact on corporate governance (2019)The Effects of Financial Reporting and Disclosure on Corporate Investment: A Review (2019)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law, Finance, and Economic Growth in China (2003)The Theory of Economic Development (2003)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Digesting Anomalies: An Investment Approach (2012)Empirical Asset Pricing via Machine Learning (2020)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1991Earnings Management During Import Relief Investigations8,369 cited
  • 2014A five-factor asset pricing model8,065 cited
  • 1981Auditor size and audit quality5,862 cited
  • 1985Positive Accounting Theory5,837 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 1998The Effect of Audit Quality on Earnings Management*3,243 cited
  • 2014A review of archival auditing research3,184 cited
  • 2005R2 around the world: New theory and new tests☆2,843 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2009On the use of instrumental variables in accounting research2,416 cited
  • 2000Financial markets and the allocation of capital1,972 cited
  • 2003Exploring the Term of the Auditor-Client Relationship and the Quality of Earnings: A Case for Mandatory Auditor Rotation?1,493 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,425 cited

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1999
The Role of Big 6 Auditors in the Credible Reporting of Accruals
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