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Earnings announcements and the components of the bid-ask spread

Krinsky, Itzhak - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1523-1535

Persistent link: https://www.econbiz.de/10001209012

Institutional holding and trading volume reactions to quarterly earnings announcements

Kim, Jeong-bon; Krinsky, Itzhak; Lee, Jason - 1994

Persistent link: https://www.econbiz.de/10000936968

Institutional holdings and trading volume reactions to quarterly earnings announcements

Kim, Jeong-bon; Krinsky, Itzhak; Lee, Jason - 1996 - [Rev.]

Persistent link: https://www.econbiz.de/10000937027

Earnings announcements and the components of the bid-ask spread

Krinsky, Itzhak; Lee, Jason - 1996

Persistent link: https://www.econbiz.de/10000937028

Quarterly earnings announcements and the lead/lag relationship between the stock and option markets

Krinsky, Itzhak; Lee, Jason - 1997

Persistent link: https://www.econbiz.de/10000969607

Institutional Holding and Trading Volume Reactions to Quarterly Earnings Announcements

Lee, Jason - 2013

This paper empirically examines the incremental relation between trading volume surrounding quarterly earnings announcements and institutional holdings. Consistent with Cready (1988) and Lee (1992), we find a significant positive relation between abnormal trading volume and the fraction of...

Persistent link: https://www.econbiz.de/10013080429