University of Illinois Urbana-Champaign

Trading Volume as a Proxy for Other Information in the Returns -Earnings Regression

Kang, Tony

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https://hdl.handle.net/2142/87155

Description

Title
Trading Volume as a Proxy for Other Information in the Returns -Earnings Regression
Author(s)
Kang, Tony
Issue Date
2003
Doctoral Committee Chair(s)
Sougiannis, Theodore
Department of Study
Accountancy
Discipline
Accountancy
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Date of Ingest
2015-09-28T15:39:22Z
Keyword(s)
Business Administration, Accounting
Language
eng
Abstract
Overall, these results validate Liu and Thomas' claim (2000) that failure to control for other information proxies in the returns-earnings regression can lead to misleading inferences and that future research should control for those proxies when using the regression to address a research question.
Graduation Semester
2003
Type of Resource
text
Permalink
http://hdl.handle.net/2142/87155

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