Mohanram, Partha; Rajgopal, Shiva - In: Journal of Accounting and Economics 47 (2009) 3, pp. 226-243
Several recent papers assume that private information (PIN), proposed by Easley et al. [2002. Is information risk a determinant of asset returns? Journal of Finance 57, 2185-2221; 2004. Factoring information into returns. Working Paper, Cornell University], is a determinant of stock returns. We...
