Firm positionality and strategic communication: Analyzing the value of informativeness for managers

X Li, TM Awan, F Mughal - Journal of General Management, 2023 - journals.sagepub.com
This study explored the moderating effects of price informativeness on the relationship
between brand value and firm positionality. We argued that major effects for price …

Are Low Equity R2 Firms More or Less Transparent? Evidence from the Corporate Bond Market

W Hao, A Prevost, U Wongchoti - Financial Management, 2018 - Wiley Online Library
We examine the relation between a firm's equity R2 and the pricing and design of its debt
securities. We find that firms with less synchronous stock returns are associated with a …

Time-series momentum in individual stocks: is it there and where to look?

J Fang, W Hao, U Wongchoti - Applied Economics, 2022 - Taylor & Francis
Time series momentum (TSMOM), which is found in various asset classes, offers investors
several practical advantages over traditional cross-sectional momentum. However, recent …

Stock Return Synchronicity and Profitability: Evidence from India

RLN Murthy, HS Mundi - Paradigm, 2023 - journals.sagepub.com
The current research article studies the stock return synchronicity (SYNCH) and profitability
for Indian firms. SYNCH is measured using the value of R 2 calculated from the market …

R2 and the corporate signaling effect

W Hao, U Wongchoti, M Young… - International Review of …, 2021 - Wiley Online Library
If corporate announcements provide additional signals about firms' future prospects, the
degree of investors' dependency on these news should vary with the relative importance of …

On the interpretation and estimation of the market model R-square

R Bramante, D Zappa… - Electronic Journal of …, 2013 - siba-ese.unisalento.it
The R-square of the market model is largely employed in finance and accounting studies as
a measure of stock price informational efficiency. Individual firms R-squares are usually …

절대고유수익률과미래주식수익률의관계에관한실증연구

김류미, 채준 - 한국증권학회지, 2015 - dbpia.co.kr
자산가격결정이론에 따르면, 개별 주식의 실질 가격 움직임에 영향을 주는 것은 체계적
위험요인과 기업고유 위험요인이다: 체계적 위험이 기대수익률을 결정하므로 시장에서 실현된 …

[PDF][PDF] THE ROLE OF FIRM SPECIFIC RETURN VARIATION (R-SQUARE) IN THE RETURN ON ASSETS (ROA): AN EMPIRICAL PANEL DATA ANALYSIS FROM …

A Polat, G Sevil, S Kamışlı - researchgate.net
Firm specific return variation can be identified by using R-square and has started to be
considered as a factor for many financial concepts. These are cost of capital, debt usage …

[引用][C] 家族企业外聘CEO 类型, 两权分离度与企业特质信息披露

许静静 - 上海财经大学学报: 哲学社会科学版, 2015

[引用][C] 股价信息含量, 企业价值与投资效率

晏艳阳, 宋相群 - 福建师范大学学报: 哲学社会科学版, 2013