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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

Rounding errors and volatility estimation

Li, Yingying; Mykland, Per A. - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 478-504

Persistent link: https://www.econbiz.de/10011339292

The price impact of order book events

Cont, Rama; Kukanov, Arseniy; Stoikov, Sasha - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 47-88

Persistent link: https://www.econbiz.de/10010233613

Using high-frequency transaction data to estimate the probability of informed trading

Tay, Anthony S. A.; Ting, Christopher; Tse, Yiu Kuen; … - In: Journal of financial econometrics : official journal of … 7 (2009) 3, pp. 288-311

Persistent link: https://www.econbiz.de/10003884192

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

Price discovery in fragmented markets

Jong, Frank de; Schotman, Peter C. - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10003997323

Does the open limit order book matter in explaining informational volatility?

Pascual, Roberto; Veredas, David - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 57-87

Persistent link: https://www.econbiz.de/10003997330

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