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Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation
16 references·2 citing·34 second hop
Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation (2021)Does Modern Information Technology Attenu…Detecting Earnings Management (2012)Detecting Earnings ManagementCorporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate tax avoidance and s…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Enjoying the Quiet Life? Corporate Governance and Managerial Preferences (2003)Enjoying the Quiet Life? Corp…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Detecting Earnings Management. (1995)Detecting Earnings Management.Price, trade size, and information in securities markets (1987)Price, trade size, and inform…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…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…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Data breach disclosures and stock price crash risk: Evidence from data breach notification laws (2024)Data breach disclosures and s…Too Much to Learn: The Unintended Consequences of RegTech Development on Mergers and Acquisitions (2021)Too Much to Learn: The Uninte…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)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Tobin's q, Corporate Diversification, and Firm Performance (1994)Diversification's effect on firm value (1995)A Survey of Corporate Governance (1997)CEO Overconfidence and Corporate Investment (2005)What Matters in Corporate Governance? (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)Earnings Management During Import Relief Investigations (1991)Accounting earnings and cash flows as measures of firm performance (1994)Debt covenant violation and manipulation of accruals (1994)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Earnings management and investor protection: an international comparison (2003)Earnings Management through Real Activities Manipulation (2003)Performance matched discretionary accrual measures (2005)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1995Detecting Earnings Management.6,532 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 2012Detecting Earnings Management3,821 cited
  • 2003Enjoying the Quiet Life? Corporate Governance and Managerial Preferences3,773 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 2011

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Corporate tax avoidance and stock price crash risk: Firm-level analysis
2,154 cited

Cited by

  • 2021Too Much to Learn: The Unintended Consequences of RegTech Development on Mergers and Acquisitions17 cited
  • 2024Data breach disclosures and stock price crash risk: Evidence from data breach notification laws16 cited