		Low Information Share Firms	High Information Share Firms	t-statistics
Amihud	Obs.	187	191	3.0766***
Amihud	Mean	0.0152	0.0086	3.0766***
Zero-return days	Obs.	168	169	−7.8664***
Zero-return days	Mean	0.1759	0.3495	−7.8664***
Zero-return days with positive volume	Obs.	168	151	−5.5841***
Zero-return days with positive volume	Mean	0.1759	0.2719	−5.5841***