Potential information leakage and implications on discretionary liquidity traders
H Liu, Y Jiang, D Zhou, W Wang, Y Wang - Pacific-Basin Finance Journal, 2025 - Elsevier
A two-period framework has been constructed to examine the effects of potential information
leakage on both the information and financial markets, where an informed agent is subject to …
leakage on both the information and financial markets, where an informed agent is subject to …
Announcements, expectations, and stock returns with asymmetric information
LJ Han - Expectations, and Stock Returns with Asymmetric …, 2019 - papers.ssrn.com
Revisions of consensus macroeconomic and earnings forecasts positively predict
announcement-day forecast errors, whereas stock market returns during forecast revision …
announcement-day forecast errors, whereas stock market returns during forecast revision …
Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?
We study the consequences of mandatory sustainable finance disclosure regulation (SFDR)
for the money flows and investment behavior of mutual funds. Under SFDR, any EU …
for the money flows and investment behavior of mutual funds. Under SFDR, any EU …