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
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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