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Fundamentals or managerial discretion? : the relationship between accrual variability and future stock return volatility

Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Abacus : a journal of accounting, finance and business … 49 (2013) 4, pp. 441-475

Persistent link: https://www.econbiz.de/10010236028

The role of "other information" in analysts' forecasts in understanding stock return volatility

Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392

Persistent link: https://www.econbiz.de/10010459687

IPO underpricing explanations : implications from investor application and allocation schedules

Lee, Philip J.; Taylor, Stephen L.; Walter, Terry S. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 425-444

Persistent link: https://www.econbiz.de/10001436374

Messages in online stock forums and stock price synchronicity : evidence from China

Huang, Can; Cao, Yuqiang; Lu, Meiting; Shan, Yaowen; … - In: Accounting and finance 63 (2023) 3, pp. 3011-3041

Persistent link: https://www.econbiz.de/10014375222

Key audit matters and stock price synchronicity : evidence from a quasi-natural experiment in China

Zhai, Huayun; Lu, Meiting; Shan, Yaowen; Liu, Qingzhuo; … - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012804054

Local FinTech development and stock price crash risk

Wang, Xinyue; Cao, Yuqiang; Feng, Zhuoan; Lu, Meiting; … - In: Finance research letters 53 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472439

Broadband infrastructure and stock price crash risk : evidence from a quasi-natural experiment

Chen, Zhiwu; Cao, Yuqiang; Feng, Zhuoan; Lu, Meiting; … - In: Finance research letters 58 (2023) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10014584781

Local Fintech Development and Stock Price Crash Risk

Wang, Xinyue; Cao, Yuqiang; Feng, Zhuoan; Lu, Meiting; … - 2022

This study investigates the effect of financial technology (FinTech) development on stock price crash risk. We show that the development of FinTech can inhibit management from deliberately hiding bad news and alleviate information asymmetry, thereby reducing stock price crash risk. This effect...

Persistent link: https://www.econbiz.de/10014238846

The lead-lag relationship between equities and stock index futures markets around information releases

Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487

Persistent link: https://www.econbiz.de/10001500120

A direct test of Rock's model of the pricing of unseasoned issues

Koh, Francis - In: Journal of financial economics 23 (1989) 2, pp. 251-272

Persistent link: https://www.econbiz.de/10001076060