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How Information Transmits to Equity Markets : Earnings Announcements and Volatility
Gerlach, Jeffrey R. - 2010
find on a daily basis, an abnormally high volatility only within one day following the overnight announcement. On an … intraday basis, a striking volatility spike stands out during the overnight period, implying that the earnings news is fully … reflected in the opening price. The continued high volatility during the first several minutes of trading seems to be driven by …
Persistent link: https://www.econbiz.de/10013146836
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Investors' behaviour in regard to company earnings announcements during the recession period : evidence from the Macedonian stock change
Angelovska, Julijana - In: Economic research 30 (2017) 1,1, pp. 647-660
Persistent link: https://www.econbiz.de/10012224061
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Limited attention and post-earnings announcement drift : evidence from China’s stock market
Chen, Qian; Gao, Xiang; Liu, Gangchen - In: International journal of economics and financial issues … 11 (2021) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012436845
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Investor reaction to strategic emphasis on earnings numbers : an empirical study
Sadique, M. Shibley; Rahman, M. Arifur - In: Contemporary economics 7 (2013) 3, pp. 51-64
return volatility. Further, our results do not support the argument that a larger investor response to Street earnings might …
Persistent link: https://www.econbiz.de/10010228506
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Stock price response to earnings announcements : evidence from the Nigerian stock market
Afego, Pyemo N. - In: Journal of African business 14 (2013) 1/3, pp. 141-149
Persistent link: https://www.econbiz.de/10010246216
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Do XBRL fillings enhance informational efficiency? : early evidence from post-earnings announcement drift
Efendi, Jap; Park, Jin Dong; Smith, L. Murphy - In: Journal of business research : JBR 67 (2014) 6, pp. 1099-1105
Persistent link: https://www.econbiz.de/10010364520
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Media Abnormal Tone, Earnings Announcements, and the Stock Market
Ardia, David - 2020
We propose a tone-based event study to reveal the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they convey incremental information that is useful for price discovery for non financial S&P 500 firms. The positive relationship found between the...
Persistent link: https://www.econbiz.de/10012852122
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No Whisper No Value? The Effect of Analysts’ Earnings Preview Ban and Stock Market Behavior Surrounding an Earnings Announcement
Okada, Katsuhiko - 2018
, stock return volatility around earnings releases increased, suggesting that the regulation improved the information flow. We …
Persistent link: https://www.econbiz.de/10012930112
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Predictability of earnings and its impact on stock returns : evidence from India
Kundu, Sayantan; Banerjee, Aditya - In: Cogent economics & finance 9 (2021) 1, pp. 1-24
The purpose of this paper is to analyse the predictability of earnings information before the quarterly disclosure date. Two categories of firms are contrasted: the firms that announce better quarterly earnings than the prior period and the firms that do not. The paper uses a sample of 67...
Persistent link: https://www.econbiz.de/10013183853
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Stock Market Overreaction to Management Earnings Forecasts
Michel, Jean-Sebastien - 2014
I hypothesize that the stock market overreacts to management earnings forecasts because of the uncertainty surrounding them. I find that negative management forecast surprises lead to a –5.9% abnormal return around the forecast and a 1.9% correction in the 2-month period after earnings are...
Persistent link: https://www.econbiz.de/10013063187