Disclosure and the cost of capital: what do we know?

CA Botosan - Accounting and business research, 2006‏ - Taylor & Francis
Whether firms receive cost of capital benefits from greater disclosure is an important and
controversial question. This paper reviews the relevant academic research that can provide …

Security offerings

BE Eckbo, RW Masulis, Ø Norli - Handbook of empirical corporate finance, 2007‏ - Elsevier
This essay surveys the extant literature and adds to the empirical evidence on issuance
activity, flotation costs, and valuation effects of security offerings. We focus primarily on …

The real value of China's stock market

JN Carpenter, F Lu, RF Whitelaw - Journal of Financial Economics, 2021‏ - Elsevier
What capital allocation role can China's stock market play? Counter to perception, stock
prices in China have become as informative about future profits as they are in the US. This …

The illiquidity premium: International evidence

Y Amihud, A Hameed, W Kang, H Zhang - Journal of financial economics, 2015‏ - Elsevier
We examine the illiquidity premium in stock markets across 45 countries and present two
findings. First, the average illiquidity return premium across countries is positive and …

How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective

G Liu, B Liu - Finance Research Letters, 2023‏ - Elsevier
This paper finds that the digitalization has a positive impact on stock liquidity, especially
those lack analyst follow-up or low online media attention. We use “Made in China 2025” as …

The impact of cash flow volatility on discretionary investment and the costs of debt and equity financing

BA Minton, C Schrand - Journal of financial economics, 1999‏ - Elsevier
We show that higher cash flow volatility is associated with lower average levels of
investment in capital expenditures, R&D, and advertising. This association suggests that …

Liquidity and expected returns: Lessons from emerging markets

G Bekaert, CR Harvey… - The review of financial …, 2007‏ - academic.oup.com
Given the cross-sectional and temporal variation in their liquidity, emerging equity markets
provide an ideal setting to examine the impact of liquidity on expected returns. Our main …

Do ESG ratings improve capital market trading activities?

C Zhang, D Hao, L Gao, F **a, L Zhang - International Review of …, 2024‏ - Elsevier
Abstract While ESG (Environmental, Social, and Governance) ratings provide an
assessment of a firm's sustainable performance, the exact influence of these ratings on stock …

Liquidity, maturity, and the yields on US Treasury securities

Y Amihud, H Mendelson - The Journal of Finance, 1991‏ - Wiley Online Library
The effects of asset liquidity on expected returns for assets with infinite maturities (stocks)
are examined for bonds (Treasury notes and bills with matched maturities of less than 6 …

Presidential address: Liquidity and price discovery

M O'Hara - The journal of Finance, 2003‏ - Wiley Online Library
This paper examines the implications of market microstructure for asset pricing. I argue that
asset pricing ignores the central fact that asset prices evolve in markets. Markets provide …