8Brennan, Michael J. and Avanidhar Subrahmanyam, 1995, investment analysis and price formation in securities markets, Journal of Financial Economics 38 (1995), 361- 381.
9Brockman, Paul and Dennis Y. Chung, 2002, investor protection and firm liquidity, Journal of Finance, forthcoming.
10Easley, David, Soeren Hvidkjaer and Maureen O'Hara, 2002, Is information risk a determinant of asset returns? The Journal of Finance, October 2002, 2185 - 2221.