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By using Chinese listed companies as the research sample, the paper adopted stock price non-synchronicity method to measure stock price informativeness and then took an empirical test about the influence of securities analysts following behavior on stock price informativeness based on panel data regression models. The empirical results indicate that: the following behavior of Chinese securities analysts...
Although stock price informativeness has been posited to improve investment efficiency, there has been little empirical evidence supporting this claim to date. By the use of Chinese listed companies from 2002 to 2006 as the research sample, the effect of stock price informativeness on investment efficiency was empirically studied based on corporate level for the first time. The empirical results indicate:...
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