Measuring the information content of disclosures : the role of return noise
Jacob K. Thomas, Frank Zhang, Wei Zhu
| Year of publication: |
2022
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|---|---|
| Authors: | Thomas, Jacob K. ; Zhang, X. Frank ; Zhu, Wei |
| Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 97.2022, 6, p. 417-443
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| Subject: | return noise | return volatility | information content | U-statistic | microstructure | Informationswert | Information value | Kapitaleinkommen | Capital income | Volatilität | Volatility | Noise Trading | Noise trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Unternehmenspublizität | Corporate disclosure | Informationsökonomik | Economics of information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2308/TAR-2021-0075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013499362