1- Agudelo D.A., Giraldo S. and Villarraga E. 2015. Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets. International Review of Economics & Finance, 39: 149-161.
2- Berry S., Levinsohn J. and Pakes A. 1995. Automobile prices in market equilibrium. Econometrica, 63(4): 841-890.
3- Clarke J. and Shastri K. 2000. On information asymmetry metrics. Social Science Research Network Electronic Paper Collection. Available athttp://ssrn.com/abstract=251938 (visited 27 April 2016).
4- Crawford G.S., Pavanini N. and Schivardi F. 2015. Asymmetric information and imperfect competition in lending markets. University of Zurich, Working Paper 192. Available athttp://ssrn.com/abstract=2602751(visited 27 April 2016).
5- Easley D., Hvidjkaer S. and O’Hara M. 2002. Is information risk a determinant of asset returns?. The Journal of Finance, 57(5): 2185‐2221.
6- Easley D., Kiefer N. and O’Hara M. 1997a. One day in the life of a very common stock. Review of Financial Studies, 10: 805–835.
7- Easley D., Kiefer N. and O’Hara M. 1997b. The information content of the trading process. Journal of Empirical Finance, 4: 159–186.
8- Easley D. and O'Hara M. 1987. Price, trade size, and information in securities markets. Journal of Financial Economics, 19: 69-90.
9- Easley D. and O’Hara M. 1992. Time and the process of security price adjustment. Journal of Finance, 47: 577–604.
10- Easley D., O’Hara M. and Paperman J. 1998. Financial analysts and informed-based trade. Journal of Financial Markets, 1: 175–201.
11- Easley D., O’Hara M. and Saar G. 2001. How stock splits affect trading: a microstructure approach. Journal of Financial and Quantitative Analysis, 36: 25–51.
12- Ghaemi M.H. and VatanParast M.R. 2005. Role of accounting information in information asymmetry in Tehran Stock Exchange. The Iranian Accounting and Auditing Review, 12(3): 85-103.(in Persian with English abstract)
13- Hajiha Z. and Moradiyan B. 2014. Studying the effect of information asymmetry and firm value on the firm investment in companies listed in Tehran Stock Exchange. Investment Knowledge, 3(12): 97-116. (in Persian with English abstract)
14- Jackson D. 2013. Estimating PIN for firms with high levels of trading. Journal of Empirical Finance, 24: 116-120.
15- Kordestani G. 2013. Competition between Informed Investors over Information and the Pricing of Information Asymmetry. Asset Management & Financing, 1(2): 127-144. (in Persian with English abstract)
16- Lai S., Ng L. and Zhang B. 2014. Does PIN affect equity prices around the world?. Journal of Financial Economics, 114(1): 178-195.
17- Lee C.M. and Ready M.J. 1991. Inferring trade direction from intraday data. Journal of Finance, 46: 733–746.
18- Marzo M. and Zagaglia P. 2014. Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil. The Quarterly Review of Economics and Finance, 54(4): 487-499.
19- Nikoomaram H. and Ansari J. 2012. Asymmetric information gap analysis and the importance of quality of accounting information between preparers and users of information. Quantitative Researches in Managemen, 2(4): 1-30. (in Persian with English abstract)
20- Onur E. and Demirel U.D. 2009. Measuring the amount of asymmetric information in the foreign exchange market. California State University, Available at: http://www.csus.edu(visited 27 April 2016).
21- Paparizos P., Dimitriou D., Kenourgiosb D. and Simos Th. 2016. On high frequency dynamics between information asymmetry and volatility for securities. The Journal of Economic Asymmetries, 13: 21–34.
22- Vakilifard H., Talebnia G. and Naderipour M. 2012. The effect of increasing informayion disclosure because of applying rrvised auditing standards on the information asymmetry. The Financial Accounting And Auditing Researches, 3(12): 25-55. (in Persian with English abstract)
23- Vega C. 2006. Stock Price Reaction to Public and Private Information. Journal of Financial Economics, 82(1): 103-133.
24- Wan Y. 2009.Corporate governance, disclosure method and information asymmetry. Master of Science Thesis. Available at: http://proquest.umi.com(visited 27 April 2016).
)
ارسال نظر در مورد این مقاله