An analytical measure of market underreaction to earnings news
Year of publication: |
2019
|
---|---|
Authors: | Chung, Kee H. ; Kim, Oliver ; Lim, Steve C. ; Yang, Sean |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 64.2019, p. 612-624
|
Subject: | Information asymmetry | Information content | Information precision | Liquidity demander | Liquidity provider | Order imbalance | Price impact | Strategic trading | Theorie | Theory | Asymmetrische Information | Asymmetric information | Informationswert | Information value | Wertpapierhandel | Securities trading | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Liquidität | Liquidity |
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