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Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah, (1994)
Information, trading and stock returns : lessons from dually-listed securities
Chan, K. C., (1996)
Marketwide shocks, uncertain information, and individual stock return behavior
Choi, Pyung-arm, (1991)
A test of the differential information hypothesis explaining the small firm effect
Nathan, Siva, (1997)
Antecedents and consequences of financial analyst turnover
Mohammad, Emad, (2008)