Stock-Specific Return Variation": A Measure of Price Informativeness or Information Asymmetry

Radu Burlacu (), Patrice Fontaine and Sonia Jimenez-Garces ()
Additional contact information
Radu Burlacu: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
Patrice Fontaine: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
Sonia Jimenez-Garces: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: Stock-Specific; Return Variation (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations:

Published in Research in Financial Economics, 2005, 1, pp.79-103

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00103035

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().