Lin, Karen Jingrong; Karim, Khondkar; Carter, Clairmont - In: Review of Pacific Basin Financial Markets and Policies … 17 (2014) 04, pp. 1450025-1
This study attempts to address two research questions on the idiosyncratic return volatility and stock price informativeness. First, whether idiosyncratic return volatility is a valid proxy for stock price informativeness in emerging markets, and if it is, whether there exists a monotonic...