Disclosures and Asset Returns

DOI10.1111/1468-0262.00391MaRDI QIDQ5476206zbMATH OpenOpenAlexFDO

Authors Hyun Song Shin

Publication date 29 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1468-0262.00391

zbMATH Keywords

binomial treesdisclosure gamesresidual uncertainty

Mathematics Subject Classification ID

Applications of game theory (91A80) Economics of information (91B44) Actuarial science and mathematical finance (91G99)

Recommendations

• Disclosure, competition, and learning from asset prices
• Informational correlation and selective disclosure
• Financial Disclosure and Market Transparency with Costly Information Processing*
• INSIDER TRADING AND VOLUNTARY DISCLOSURE
• Voluntary disclosure in bilateral transactions

Cited in

(24)

• Information acquisition and the value of bad news
• Voluntary disclosure in bilateral transactions
• Information design and capital formation
• False modesty: when disclosing good news looks bad
• Disclosure, competition, and learning from asset prices
• Vertically differentiated duopoly with unaware consumers
• Evidence reading mechanisms
• Reporting bias in incomplete information model
• Communication equilibria with partially verifiable types
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
• Accounting disclosure and real effects
• Persuasion and dynamic communication
• Selling with evidence
• Asset returns under periodic revelations of earnings management
• Strategic environmental disclosure: evidence from the DOE's voluntary greenhouse gas registry
• Informational correlation and selective disclosure
• Communication with partially verifiable information: an experiment
• Credibility and determinism in a game of persuasion
• Strategic argumentation
• Demand shocks and market manipulation
• Evidence and skepticism in verifiable disclosure games
• Verifiable disclosure
• Financial reporting and market efficiency with extrapolative investors
• Informational lobbying under the shadow of political pressure

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