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Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market

Afego, Pyemo - Volkswirtschaftliche Fakultät, … - 2011

This paper examines the stock market reaction to annual earnings information releases using data on the Nigerian Stock Exchange. Using the event study method, the speed of reaction of the market to annual earnings information releases for a sample of 16 firms listed on the exchange is tested....

Persistent link: https://www.econbiz.de/10009328134

Realized moments and the cross-sectional stock returns around earnings announcements

Wang, Qingxia; Faff, Robert W.; Zhu, Min - In: International review of economics & finance : IREF 79 (2022), pp. 408-427

Persistent link: https://www.econbiz.de/10013345667

Variable trading hours and market reactions to earnings announcements

Drummond, Philip A. - In: Economics letters 229 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014455448

Intertemporal variation in abnormal volume around earnings announcements : "Distraction" or "flocking-and-dispersing"?

Jansen, Ivo Ph.; Nikiforov, Andrei L. - In: Economics letters 218 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013466427

Reaching the public with Twitter : the reputation value of CEOs

Du, Yao; Tran Thi Thuy Linh; Lu, Chien-Lin; Hong Thoa Nguyen - In: International review of economics & finance : IREF 94 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014582541

Is there any common knowledge news in the Euro/Dollar market?

Ben Omrane, Walid; Heinen, Andréas - In: International review of economics & finance : IREF 18 (2009) 4, pp. 656-670

Persistent link: https://www.econbiz.de/10003902691

Asymmetric information and stock return cross-autocorrelations

Bernhardt, Dan; Mahani, Reza S. - In: Economics letters 96 (2007) 1, pp. 14-22

Persistent link: https://www.econbiz.de/10003485770

The microstructure of the Canada/U.S. dollar exchange rate : a robustness test

Gradojevic, Nikola - In: Economics letters 94 (2007) 3, pp. 426-432

Persistent link: https://www.econbiz.de/10003437676

A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities

Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99

Persistent link: https://www.econbiz.de/10011422016

Futures mispricing, order imbalance, and short-selling constraints

Lin, Emily; Lee, Cheng F.; Wang, Kehluh - In: International review of economics & finance : IREF 25 (2013), pp. 408-423

Persistent link: https://www.econbiz.de/10009693284

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