@Article{davilaparlatore2023volatility,
  Title                    = {Volatility and Informativeness},
  Author                   = {D{\'a}vila, Eduardo and Parlatore, Cecilia},
  Journal                  = {Journal of Financial Economics},
  Year                     = {2023},
  Month                    = {March},
  Number                   = {3},
  Pages                    = {550--572},
  Volume                   = {147},
}