Firm size, information acquisition and price efficiency

DOI10.1080/14697688.2011.565364zbMath1279.91197OpenAlexW3125147917MaRDI QIDQ5745632

Tian Zhao

Publication date: 30 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2011.565364

zbMATH Keywords

capital asset pricingapplied econometricsanomalies in pricesassymmetric information

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Related Items (1)

Monetary policy and stock valuation: structural VAR identification and size effects

Cites Work

• On the aggregation of information in competitive markets
• Information Acquisition in a Noisy Rational Expectations Economy
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Present value model, heteroscedasticity and parameter stability tests

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