All Stories

  1. Why increase in diversity of investor beliefs is not monotonically related to stock returns
  2. Who Herds? Who Doesn't? Estimates of Analysts’ Herding Propensity in Forecasting Earnings
  3. Measuring firm-specific informational efficiency without conditioning on a public announcement
  4. Herding, momentum and investor over-reaction
  5. How do shop-floor supervisors allocate their time?
  6. Informational Efficiency in Futures' Markets in India's National Stock Exchange
  7. Estimates of Parameters of a Kyle-Type Model around Earnings Announcements
  8. Who Herds? Who Doesn't?
  9. Why the measure of skewness matters.
  10. Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data
  11. Why Would Anyone Believe The Reports of Managers in a World Without Auditors?
  12. Prices As Aggregators of Private Information: Evidence from the S&P 500 Futures Market
  13. How Do Shop-Floor Supervisors Allocate Their Time?
  14. Do supervisory inputs matter in a capital-intensive industry? Some evidence from a Japanese car transplant
  15. The Competitive Environment in the Audit Market and the Clarity of Accounting Standards
  16. Skewness of Earnings and the Believability Hypothesis: How Does The Financial Market Discount Accounting Earnings Disclosures?
  17. Imperfect Competition in a Multi-Security Market with Risk Neutrality
  18. Why cheap talk corporate disclosure can be truthful.
  19. Preemptive Investment with Resalable Capacity
  20. An equivalence between the Kyle (1985) and the Glosten—Milgrom (1985) models
  21. Regulatory policies in markets for delicate medical procedures
  22. Earnings Quality and Price Quality