R2 around the world: New theory and new tests☆

• 1 February 2006
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 79  (2) , 257-292
• https://doi.org/10.1016/j.jfineco.2004.11.003

Abstract

Keywords

• G12
• G14
• G15
• G38
• N20
• CORPORATE CONTROL
• INTERNATIONAL FINANCIAL MARKETS
• FIRM-SPECIFIC RISKS
• INFORMATION AND MARKET EFFICIENCY
• CRASHES