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Increased information content of earnings announcements in the 21st century : an empirical investigation

Beaver, William H.; McNichols, Maureen; Wang, Zach Z. - 2018

We examine the role of concurrent information in the striking increase in investor response to earnings announcements from 2001 to 2016, as measured by return variability and volume following Beaver (1968). We find management guidance, analyst forecasts, and disaggregated financial statement...

Persistent link: https://www.econbiz.de/10011873121

The effect of institutional ownership on the timing of earnings announcements : evidence from the Russell index inclusion

Chung, Silver - In: The European accounting review 31 (2022) 3, pp. 629-661

Persistent link: https://www.econbiz.de/10013370843

What can we learn from firm-level jump-induced tail risk around earnings announcements?

Liu, Mengxi; Chan, Kam Fong; Faff, Robert W. - In: Journal of banking & finance 138 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013461866

Investors' reaction under uncertainty

Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara - In: Applied economics letters 30 (2023) 17, pp. 2332-2336

Persistent link: https://www.econbiz.de/10014365767

How did Covid-19 affect investors' interpretation of earnings news? : the role of accounting conservatism

D'Augusta, Carlo; Grossetti, Francesco - In: Finance research letters 52 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472008

Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?

Tsafack, Georges; Becker, Ying; Han, Ki C. - In: Pacific-Basin finance journal 79 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463244

The volatility of return revisions and financial statement literacy in emerging markets : the case of cross-listed Chinese firms

Callen, Jeffrey L.; Lai, Karen M. Y.; Wei, Steven X. - In: Journal of business finance & accounting : JBFA 43 (2016) 5/6, pp. 572-596

Persistent link: https://www.econbiz.de/10011610323

Does the Chinese stock market react to global news?

Byström, Hans N. E. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 448-455

Persistent link: https://www.econbiz.de/10009503032

Regulation fair disclosure and earnings information : market, analyst, and corporate responses

Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514

Persistent link: https://www.econbiz.de/10001845825

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...

Persistent link: https://www.econbiz.de/10012404549