Concepedia

The Effect of Disclosures by Management, Analysts, and Financial Press on Cost of Capital, Return Volatility, and Analyst Forecasts: A Study Using Content Analysis

S.P. Kothari, Li Xu, James E. Short

SSRN Electronic Journal · 2008 · 151 citations · 55 references

Open access

Concepts

BusinessAccountancyFinanceCorporate DisclosureCorporate ReportingCost Of CapitalDisclosureDisclosure TheoryFinancial RiskNews MediaRisk-return AnalysisSource CredibilityCorporate Disclosure QualityCorporate News ReleaseEquity Return VolatilityForecast DispersionStock Return PerformanceVolatility

References

55

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

The economic implications of corporate financial reporting

John R. Graham, Campbell R. Harvey, Shiva Rajgopal · Journal of Accounting and Economics · 2005 · 6.6K citations

Business, Accountancy, Accounting +17

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.4K citations

Social Sciences, Economics, Auction Theory +7

Liquidity Risk and Expected Stock Returns

Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations

Business, Finance, Asset Pricing +16

Asset pricing and the bid-ask spread

Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations

Business, Economics, Finance +17