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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

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

Realized variance and market microstructure noise

Hansen, Peter Reinhard; Lunde, Asger - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 127-161

Persistent link: https://www.econbiz.de/10003317169

Properties of realized variance under alternative sampling schemes

Oomen, Roel C. A. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 219-237

Persistent link: https://www.econbiz.de/10003317171

Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks

Awartani, Basel; Corradi, Valentina; Distaso, Walter - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10003885789

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

Least squares infernce on integrated volatility and the relationship between efficient prices and noise

Nolte, Ingmar; Voev, Valeri - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 94-108

Persistent link: https://www.econbiz.de/10009558954

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

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