Abstract This paper uses the data from Chinese capital market to study relationship between cost stickiness, earnings forecast accuracy and stock price information content. The empirical results show that: (1) Cost stickiness significantly affects response coefficient of prices. Lower improves ability current returns reflect future earnings, which is manifested in higher (FERC). (2) reduces non...

This paper examines the performance of three famous factor pricing models in markets bull, bear, and consolidation China. Empirical results show that these explain time-series variations portfolio returns bearish market reasonably well, but fail to cross-sectional variations. Another two findings are revealed by instability tests. First, more unstable trending (i.e., bullish) under regression d...

This study aims to analyze the effect of corporate governance on transparency as measured by stock return synchronicity. The variables used are board size (commissioner), big4 audit, institutional ownership, market book, volatility firm fundamentals, leverage, and size. uses a quantitative approach with multiple linear analysis models. sample non-financial business entities listed Indonesia Sto...