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Accounting quality, information risk and the term structure of implied volatility around earnings announcements

Anagnostopoulou, Seraina C.; Tsekrekos, Andrianos E. - In: Research in international business and finance 41 (2017), pp. 445-460

Persistent link: https://www.econbiz.de/10011914550

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

Does market microstructure affect time-varying efficiency? : evidence from emerging markets

Said, Bahrawar; Raza, Muhammad Wajid; Elshahat, Ahmed - In: Research in international business and finance 70 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015055292

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

The negative value of public information in the Glosten-Milgrom model

Pancs, Romans - In: Economics letters 124 (2014) 2, pp. 207-210

Persistent link: https://www.econbiz.de/10010493723

Frequency domain analysis of foreign exchange order flows

Gradojevic, Nikola - In: Economics letters 115 (2012) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10009615315

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