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The effect of regulation FD on transient institutional investors' trading behavior

Ke, Bin; Petroni, Kathy Ruby; Yu, Yong - In: Journal of accounting research 46 (2008) 4, pp. 853-883

Persistent link: https://www.econbiz.de/10003838963

Do institutional investors exploit the postearnings announcement drift?

Ke, Bin; Ramalingegowda, Santhosh - In: Journal of accounting & economics 39 (2005) 1, pp. 25-53

Persistent link: https://www.econbiz.de/10002638311

Can transient institutions correctly interpret small negative earnings surprises in the absence of access to management's private information?

Hu, Gang; Ke, Bin; Yu, Yong - In: Journal of accounting, auditing & finance 33 (2018) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10011805529

Smart investments by smart money : evidence from seasoned equity offerings

Gibson, Scott; Safieddine, Assem; Sonti, Ramana - In: Journal of financial economics 72 (2004) 3, pp. 581-604

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Smart investments by smart money : evidence from acquirers' projected synergies

Ismail, Ahmad; Khalil, Samer; Safieddine, Assem; … - In: The journal of corporate finance : contracting, … 56 (2019), pp. 343-363

Persistent link: https://www.econbiz.de/10012098821

Fair values of equity and debt securities and share prices of property-liability insurers

Petroni, Kathy Ruby - In: The journal of risk and insurance : the journal of the … 62 (1995) 4, pp. 719-737

Persistent link: https://www.econbiz.de/10001200222

Small Negative Earnings Surprises and Transient Institutions’ Trading Behavior

Hu, Gang - 2010

We use a proprietary database of institutional investors' daily stock transactions to test the validity of a common managerial perception that transient institutions sell their stock ownership indiscriminately upon announcements of small negative earnings surprises, resulting in unwarranted...

Persistent link: https://www.econbiz.de/10013151044