Liquidity risk and accounting information
- 30 November 2011
- journal article
- Published by Elsevier BV in Journal of Accounting and Economics
- Vol. 52 (2-3), 144-152
- https://doi.org/10.1016/j.jacceco.2011.08.007
Abstract
No abstract availableKeywords
This publication has 43 references indexed in Scilit:
- Aggregate Earnings and Asset PricesJournal of Accounting Research, 2009
- How disclosure quality affects the level of information asymmetryReview of Accounting Studies, 2007
- Asset pricing with liquidity riskJournal of Financial Economics, 2005
- Conference calls and information asymmetryJournal of Accounting and Economics, 2004
- Earnings Predictability, Information Asymmetry, and Market LiquidityJournal of Accounting Research, 2002
- Illiquidity and stock returns: cross-section and time-series effectsJournal of Financial Markets, 2002
- Market microstructure and asset pricing: On the compensation for illiquidity in stock returnsJournal of Financial Economics, 1996
- A Theory of Intraday Patterns: Volume and Price VariabilityThe Review of Financial Studies, 1988
- Asset pricing and the bid-ask spreadJournal of Financial Economics, 1986
- An Empirical Evaluation of Accounting Income NumbersJournal of Accounting Research, 1968