Parent Category: Article
Are Information Attributes Priced?
|Title||Are Information Attributes Priced? ||Author(S)||Christine A. Botosan (Author) |
|Abstract|| A seminal model in finance links cost of equity capital to information precision, composition and dissemination. Using realized returns to proxy for cost of equity capital and the probability of an informed trade (PIN) to proxy for composition, prior research documents results consistent with the model's prediction regarding composition. ...||Pagination||p 1045–1067|
|Journal Title||Journal of Business Finance & Accounting|| || |
|Permanent Links||click here|| || |