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The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 35 (2011) 5, pp. 1239-1249

Persistent link: https://www.econbiz.de/10009245239

Stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 36 (2012) 12, pp. 3289-3301

Persistent link: https://www.econbiz.de/10009660492

Asymmetric information and news disclosure rules

Spiegel, Matthew; Subrahmanyam, Avanidhar - In: Journal of financial intermediation 9 (2000) 4, pp. 363-403

Persistent link: https://www.econbiz.de/10001720921

News events, information acquisition, and serial correlation

Holden, Craig W.; Subrahmanyam, Avanidhar - In: The journal of business : B 75 (2002) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001641877

Asymmetric effects of informed trading on the cost of equity capital

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480

Persistent link: https://www.econbiz.de/10011577121

High-frequency measures of informed trading and corporate announcements

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 31 (2018) 6, pp. 2326-2376

Persistent link: https://www.econbiz.de/10011926626

Liquidity and the post-earnings-announcement drift

Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32

Persistent link: https://www.econbiz.de/10003867775

Firm and managerial incentives to manipulate the timing of project resolution

Hirshleifer, David (contributor); Chordia, Tarun (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001567277

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

The post-earnings-announcement drift is a longstanding anomaly that conflicts with market efficiency. This study documents that the post-earnings-announcement drift occurs mainly in highly illiquid stocks. A trading strategy that goes long high-earnings-surprise stocks and short...

Persistent link: https://www.econbiz.de/10013134486

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

Persistent link: https://www.econbiz.de/10013134711