How to cite this paper
Ghorbanpour, G., Salehnezhad, S & Tabari, N. (2013). The effect of quality of information on systematic risk.Management Science Letters , 3(8), 2301-2306.
Refrences
Acharya, V. V., & Pedersen, L. H. (2005). Asset pricing with liquidity risk. Journal of Financial
Economics, 77(2), 375-410.
Dechow, P. M., & Dichev, I. D. (2002). The quality of accruals and earnings: The role of accrual
estimation errors. The accounting review, 77(s-1), 35-59.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and
bonds. Journal of financial economics, 33(1), 3-56.
Francis, J., LaFond, R., Olsson, P., & Schipper, K. (2005). The market pricing of accruals
quality. Journal of Accounting and Economics, 39(2), 295-327.
Kim, D., & Qi, Y. (2010). Accruals quality, stock returns, and macroeconomic conditions. The
Accounting Review, 85(3), 937-978.
Lambert, R., Leuz, C., & Verrecchia, R. E. (2007). Accounting information, disclosure, and the cost
of capital. Journal of Accounting Research, 45(2), 385-420.
Lambert, R., & Verrecchia, R. (2010). Cost of capital in imperfect competition settings. Workding
paper, University of Pennsylvania.
Lang, M., & Maffett, M. (2011). Transparency and liquidity uncertainty in crisis periods. Journal of
accounting and economics, 52(2), 101-125.
McNichols, M. F. (2002). Discussion of the quality of accruals and earnings: The role of accrual
estimation errors. The accounting review, 77(s-1), 61-69.
Ng, J. (2011). The effect of information quality on liquidity risk. Journal of accounting and
economics, 52(2), 126-143.
Economics, 77(2), 375-410.
Dechow, P. M., & Dichev, I. D. (2002). The quality of accruals and earnings: The role of accrual
estimation errors. The accounting review, 77(s-1), 35-59.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and
bonds. Journal of financial economics, 33(1), 3-56.
Francis, J., LaFond, R., Olsson, P., & Schipper, K. (2005). The market pricing of accruals
quality. Journal of Accounting and Economics, 39(2), 295-327.
Kim, D., & Qi, Y. (2010). Accruals quality, stock returns, and macroeconomic conditions. The
Accounting Review, 85(3), 937-978.
Lambert, R., Leuz, C., & Verrecchia, R. E. (2007). Accounting information, disclosure, and the cost
of capital. Journal of Accounting Research, 45(2), 385-420.
Lambert, R., & Verrecchia, R. (2010). Cost of capital in imperfect competition settings. Workding
paper, University of Pennsylvania.
Lang, M., & Maffett, M. (2011). Transparency and liquidity uncertainty in crisis periods. Journal of
accounting and economics, 52(2), 101-125.
McNichols, M. F. (2002). Discussion of the quality of accruals and earnings: The role of accrual
estimation errors. The accounting review, 77(s-1), 61-69.
Ng, J. (2011). The effect of information quality on liquidity risk. Journal of accounting and
economics, 52(2), 126-143.