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Comment letters and stock price synchronicity: evidence from China · Study

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ArticleComment letters and stock price synchronicity: evidence from China

Longhao Xu2022

Article2022

Comment letters and stock price synchronicity: evidence from China

Longhao Xu · Zhijian James Huang · Fenghua Wen

18 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Auditing, Earnings Management, Governance Financial Markets and Investment Strategies Corporate Finance and Governance

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References

2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 2014A five-factor asset pricing model 2006The Cross‐Section of Volatility and Expected Returns 1987Expected stock returns and volatility 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?2005R2 around the world: New theory and new tests☆2009Opaque financial reports, R2, and crash risk☆1977Estimating betas from nonsynchronous data

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2024Inhabiting influence of digital finance on stock price synchronicity

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2021The SEC Filing Review Process: A Survey and Future Research Opportunities*article · 15 shared references 2022Does non-punitive regulation diminish stock price crash risk?article · 14 shared references 2021Does preventive regulation reduce stock price synchronicity? Evidence from Chinese annual report comment lettersarticle · 13 shared references 2019Aggregate investor sentiment and stock return synchronicityarticle · 12 shared references 2019Does trade credit alleviate stock price synchronicity? Evidence from Chinaarticle · 12 shared references 2018Analysts' Information Acquisition and Stock Price Synchronicity: A Regulatory Perspective from Chinaarticle · 12 shared references

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Year2022

Typearticle

Published2022-06-29

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations18

Files0 public / 0

ShelfAuditing, Earnings Management, Governance

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doi10.1007/s11156-022-01078-4

openalex_workW4293061293

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