Market liquidity and volume around earnings announcements
- 1 January 1994
- journal article
- Published by Elsevier BV in Journal of Accounting and Economics
- Vol. 17 (1-2), 41-67
- https://doi.org/10.1016/0165-4101(94)90004-3
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- Market reaction to anticipated announcementsJournal of Financial Economics, 1991
- Disclosure, Liquidity, and the Cost of CapitalThe Journal of Finance, 1991
- Trading Volume and Price Reactions to Public AnnouncementsJournal of Accounting Research, 1991
- The Impact of Costly Information Interpretation on Firm Disclosure DecisionsJournal of Accounting Research, 1991
- Price, trade size, and information in securities marketsJournal of Financial Economics, 1987
- Constraints on short-selling and asset price adjustment to private informationJournal of Financial Economics, 1987
- Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend AnnouncementsThe Journal of Finance, 1986
- The Information Content of Annual Earnings Releases: A Trading Volume ApproachJournal of Accounting Research, 1986
- Continuous Auctions and Insider TradingEconometrica, 1985
- Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersJournal of Financial Economics, 1985