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Information Asymmetry Measures (view source)
Revision as of 19:20, 25 July 2012
, 19:20, 25 July 2012no edit summary
In a review 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:
{| class="wikitable sortable" border="10.5" cellpadding=0 cellspacing=0 bgcolor="grey"
|-
| || D91 || CS01 || Mea07 || KS99 || FL04 || O07 || L92 || T02 || Aea02 || AB94 || LT07 || T10 || UC97 || Oea09 || M96 || ES99 || AL00 || Y03 || CS07 || Cea04 || Others* || Count
|-
| '''Price/Volume Metrics || y || || y || y || y || || || y || || || || y || y || || y || || || || || || || 8'''
|-
| Idiosyncratic Volatility || Y || || y || y || || || || y || || || || y || || || || || || || || || || 5
