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Disclosure Similarity and Future Stock Return Comovement
16 references·2 citing·42 second hopsampled
Disclosure Similarity and Future Stock Return Comovement (2021)Disclosure Similarity and Future Stock Re…The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation (2017)The evolution of 10-K textual…The effect of institutional ownership on firm transparency and information production (2015)The effect of institutional o…The Benefits of Financial Statement Comparability (2011)The Benefits of Financial Sta…The Effects of Reporting Complexity on Small and Large Investor Trading (2010)The Effects of Reporting Comp…Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis (2010)Product Market Synergies and …Large‐Sample Evidence on Firms’ Year‐over‐Year MD&A Modifications (2010)Large‐Sample Evidence on Firm…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…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…Comovement (2004)ComovementDeterminants of market reactions to restatement announcements (2003)Determinants of market reacti…Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?* (2001)Do Institutional Investors Pr…A Rose.com by Any Other Name (2001)A Rose.com by Any Other NameOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Industry costs of equity (1997)Industry costs of equityCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Back to where it started?—Do expanded auditor's reports become sticky, generic and boilerplate over time? (2024)Back to where it started?—Do …The Information Content of Corporate Earnings: Evidence from the Securities Exchange Act of 1934 (2022)The Information Content of Co…The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors (2002)Earnings management and investor protection: an international comparison (2003)Performance matched discretionary accrual measures (2005)Are IFRS-based and US GAAP-based accounting amounts comparable? (2012)A Review of the IFRS-Adoption Literature (2015)Disclosure processing costs, investors’ information choice, and equity market outcomes: A review (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)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)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Strength of Weak Ties (1973)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Measuring Economic Policy Uncertainty* (2016)Text-Based Network Industries and Endogenous Product Differentiation (2016)Why Firms Voluntarily Disclose Bad News (1994)Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC* (1996)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Corporate Governance and Accounting Scandals (2005)The impact of performance-based compensation on misreporting (2005)The Cost to Firms of Cooking the Books (2008)The Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Socially responsible firms (2016)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Stock price synchronicity and analyst coverage in emerging markets (2005)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1997Industry costs of equity5,793 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2010Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis1,498 cited
  • 2001Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?*1,280 cited
  • 2003Determinants of market reactions to restatement announcements1,259 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited
  • 2011The Benefits of Financial Statement Comparability1,038 cited
  • 2015The effect of institutional ownership on firm transparency and information production1,008 cited
  • 2004Comovement929 cited
  • 2017The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation840 cited
  • 2010The Effects of Reporting Complexity on Small and Large Investor Trading805 cited
  • 2010Large‐Sample Evidence on Firms’ Year‐over‐Year MD&A Modifications

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677 cited
  • 2001A Rose.com by Any Other Name584 cited
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    • 2024Back to where it started?—Do expanded auditor's reports become sticky, generic and boilerplate over time?21 cited
    • 2022The Information Content of Corporate Earnings: Evidence from the Securities Exchange Act of 193419 cited