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Information Asymmetry Measures (view source)
Revision as of 17:02, 26 July 2012
, 17:02, 26 July 2012→Rejecting Variables
*Target Age (not in SDC, so we would have to get another source...)
*R-Squared from Earnings, Book Value - this was used in a single paper and isn't worth it (it requires joining CRSP to COMPUSTAT before running the regressions)
*All of the capital structure measures. Sources include 'Thompson 13' (Tetlock 2010), 'Value Line Investment Survey' (Emery and Switzer 1999), 'Compact Disclosure' data base of 13f filings (Utama and Cready 1997), 'CDA/Investnet' (Aboody and Lev 2000), etc. We don't have any of them...
==Build Notes==
