INFORMATION QUALITY AND MARKET-EFFICIENCY

[1] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 3 - 31

[2] INFORMATION AND CAPITAL MARKETS [J]. JOURNAL OF BUSINESS, 1971, 44 (03) : 289 - 298

[3] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[4] NONEXISTENCE OF INFORMATIONAL EQUILIBRIA [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 451 - 463

[5] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[6] GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[7] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[8] HIRSHLEIFER J, 1971, AM ECON REV, V61, P561

[9] PREDICTIVE AND STATISTICAL PROPERTIES OF INSIDER TRADING [J]. JOURNAL OF LAW & ECONOMICS, 1968, 11 (APR) : 35 - 53

[1] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 3 - 31

[2] INFORMATION AND CAPITAL MARKETS [J]. JOURNAL OF BUSINESS, 1971, 44 (03) : 289 - 298

[3] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[4] NONEXISTENCE OF INFORMATIONAL EQUILIBRIA [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 451 - 463

[5] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[6] GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[7] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[8] HIRSHLEIFER J, 1971, AM ECON REV, V61, P561

[9] PREDICTIVE AND STATISTICAL PROPERTIES OF INSIDER TRADING [J]. JOURNAL OF LAW & ECONOMICS, 1968, 11 (APR) : 35 - 53