Similar Search Results - EconBiz

Are short sellers incrementally informed prior to earnings announcements?

Blau, Benjamin; Pinegar, J. Michael - In: Journal of empirical finance 21 (2013), pp. 142-155

Persistent link: https://www.econbiz.de/10009745275

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

Determinants of bid and ask quotes and implications for the cost of trading

Zhang, Michael Yuanjie; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of empirical finance 15 (2008) 4, pp. 656-678

Persistent link: https://www.econbiz.de/10003759740

A comparison of trading and non-trading mechanisms for price discovery

Barclay, Michael J.; Hendershott, Terrence - In: Journal of empirical finance 15 (2008) 5, pp. 839-849

Persistent link: https://www.econbiz.de/10003776361

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

Multivariate autoregressive modeling of time series count data using copulas

Heinen, Andréas; Rengifo, Erick W. - In: Journal of empirical finance 14 (2007) 4, pp. 564-583

Persistent link: https://www.econbiz.de/10003609942

A functional approach to the price impact of stock trades and the implied true price

Huang, Roger D.; Ting, Christopher - In: Journal of empirical finance 15 (2008) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003692958

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