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Test In a tablereview of 28 papers that used one or more information asymmetry measures to explain stock price events (acquisitions, earning announcements, diversitures, etc.), the following measures were found:
Information Asymmetry Measures (view source)
Revision as of 19:06, 25 July 2012
, 19:06, 25 July 2012no edit summary
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Note that C98, Eea90, Aea90, BR91, Fea02, ET00, and CL87 (not listed above) all used payment method only, and BC11 used a distance measure.
The paper codes are as follows:
'''Code Paper'''
AL00 Aboody and Lev 2000
Aea02 Affleck-Graves et al. 2002
Aea90 Amihud et al 1990
AB94 Atiase and Bamber 1994
BC11 Basu and Chevrier 2011
BR91 Brown and Ryngaert 1991
CL87 Calvet and Lefoll 1987
CS07 Capron and Shen 2007
Cea04 Carrow et al. 2004
C98 Chang 1998
CS01 Clarke and Shastri 2001
D91 Dierkens 1991
ET00 Eckbo and Thorburn 2000
Eea90 Eckbo et al 1990
ES99 Emery and Switzer 1999
FL04 Frankel and Li (2004)
Fea02 Fuller et al. 2002
KS99 Krishnaswami and Subramaniam 1999
L92 Lee (1992)
LT07 Lobo and Tung 1997
M96 Martin 1996
Mea07 Moeller et al. 2007
O07 Officer (2007)
Oea09 Officer et al. 2009
T10 Tetlock 2010
T02 Thomas (2002)
UC97 Utama and Cready 1997
Y03 Yook 2003
