Are Information Attributes Priced?

Material TypeArticleLanguageEnglish
TitleAre 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. ...Paginationp 1045–1067
Journal TitleJournal of Business Finance & Accounting  
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