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Acquisition announcements and stock market valuations of acquiring firms' alliance partners : a transaction cost perspective

Koo, JaSeung; Yamanoi, Junichi; Sakano, Tomoaki - In: Journal of business research : JBR 118 (2020), pp. 129-140

Persistent link: https://www.econbiz.de/10012288575

The cost of new information : ECB macro announcement impacts on bid-ask spreads of European blue chips

Rühl, Tobias R.; Stein, Michael - 2013

Bid-ask spreads using intraday data reveal significant sensitivity to European Central Bank (ECB) macro announcements. Effects are strongest for announcements that comprise unexpected information or a change in interest rates, and spreads rise sharply during the minutes surrounding interest rate...

Persistent link: https://www.econbiz.de/10010211906

Essays on stock momentum and asset liquidity

Sadka, Ronnie - 2003

Persistent link: https://www.econbiz.de/10003624563

Implications of transaction costs for the post-earnings announcement drift

Ng, Jeffrey; Rusticus, Tjomme O.; Verdi, Rodrigo S. - In: Journal of accounting research 46 (2008) 3, pp. 661-696

Persistent link: https://www.econbiz.de/10003709917

The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy

Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 605-625

Persistent link: https://www.econbiz.de/10010490369

Characteristics of risk and return in risk arbitrage

Mitchell, Mark; Pulvino, Todd - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2135-2175

Persistent link: https://www.econbiz.de/10001631741

Do price discreteness and transactions costs affect stock returns? : Comparing ex-dividend pricing before and after decimalization

Graham, John R.; Michaely, Roni; Roberts, Michael R. - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2611-2636

Persistent link: https://www.econbiz.de/10001845859

Market reaction to earnings news : a unified test of information risk and transaction costs

Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Journal of accounting & economics 56 (2013) 2/3, pp. 251-266

Persistent link: https://www.econbiz.de/10010239117

The impact of ECB macro-announcements on bid-ask spreads of European blue chips

Rühl, Tobias R.; Stein, Michael - In: Journal of empirical finance 31 (2015), pp. 54-71

Persistent link: https://www.econbiz.de/10011489337

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

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