29
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Inside information and public news: R 2 and beyond

Pages 633-636 | Published online: 07 Oct 2010

References

  • Cornell , B. 1990 . Volume and R2: a first look . The Journal of Financial Research , 13 : 1 – 6 .
  • Grossman , S. 1995 . Dynamic asset allocation and the informational efficiency of markets . The Journal of Finance , 50 : 773 – 788 .
  • Mitchell , M. and Mulherin , H. 1994 . The impact of public information on the stock market . The Journal of Finance , 49 : 923 – 950 .
  • Roll , R. 1986 . Orange juice and weather . American Economic Review , 741 : 861 – 880 .
  • Roll , R. 1988 . R2 . The Journal of Finance , 43 : 541 – 566 .
  • Romer , D. 1993 . Rational asset-price movements without news . American Economic Review , 83 : 1112 – 1130 .
  • Seyhun , N. 1986 . Insiders' profits, costs of trading and market efficiency . Journal of Financial Economics , 16 : 189 – 212 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.