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Volumn 14, Issue 1, 1997, Pages 43-68

Earnings announcements and market depth

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EID: 0004860767     PISSN: 08239150     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1911-3846.1997.tb00519.x     Document Type: Article
Times cited : (9)

References (14)
  • 1
    • 0002816156 scopus 로고
    • A Theory of Intraday Patterns: Volume and Price Variability
    • Admati, A., and P. Pfleiderer. A Theory of Intraday Patterns: Volume and Price Variability. The Review of Financial Studies (1988), 3-40.
    • (1988) The Review of Financial Studies , pp. 3-40
    • Admati, A.1    Pfleiderer, P.2
  • 2
    • 0000763880 scopus 로고
    • A Theory of Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
    • Foster, F.D., and S. Viswanathan. A Theory of Interday Variations in Volume, Variance, and Trading Costs in Securities Markets. The Review of Financial Studies (1990), 593-624.
    • (1990) The Review of Financial Studies , pp. 593-624
    • Foster, F.D.1    Viswanathan, S.2
  • 3
    • 0345401653 scopus 로고
    • Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
    • Glosten, L.R., and P.R. Milgrom. Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders. Journal of Financial Economics (1985), 71-100.
    • (1985) Journal of Financial Economics , pp. 71-100
    • Glosten, L.R.1    Milgrom, P.R.2
  • 5
    • 84977738377 scopus 로고
    • Long-Lived Private Information and Imperfect Competition
    • Holden, C., and A. Subrahmanyam. Long-Lived Private Information and Imperfect Competition. The Journal of Finance (1992), 247-270.
    • (1992) The Journal of Finance , pp. 247-270
    • Holden, C.1    Subrahmanyam, A.2
  • 6
    • 0000445572 scopus 로고
    • The Impact of Costly Information Interpretation on Firm Disclosure Decisions
    • Indjejikian, R. The Impact of Costly Information Interpretation on Firm Disclosure Decisions. Journal of Accounting Research (1991), 277-301.
    • (1991) Journal of Accounting Research , pp. 277-301
    • Indjejikian, R.1
  • 7
  • 9
    • 0000859303 scopus 로고
    • Continuous Auctions and Insider Trading
    • _. Continuous Auctions and Insider Trading. Econometrica (1985), 1315-1335.
    • (1985) Econometrica , pp. 1315-1335
  • 10
    • 0041113416 scopus 로고    scopus 로고
    • Earnings Announcements and the Components of the Bid-Ask Spread
    • Krinsky, I., and J. Lee. Earnings Announcements and the Components of the Bid-Ask Spread. The Journal of Finance (1996).
    • (1996) The Journal of Finance
    • Krinsky, I.1    Lee, J.2
  • 11
    • 3843112765 scopus 로고
    • Spreads, Depths and the Impact of Earnings Information: An Intraday Analysis
    • Lee, C., B. Mucklow, and M. Ready. Spreads, Depths and the Impact of Earnings Information: An Intraday Analysis. The Review of Financial Studies (1993), 345-374.
    • (1993) The Review of Financial Studies , pp. 345-374
    • Lee, C.1    Mucklow, B.2    Ready, M.3
  • 12
    • 0000591332 scopus 로고
    • The Effect of Information Announcements on the Market Microstructure
    • Morse, D., and N. Ushman. The Effect of Information Announcements on the Market Microstructure. The Accounting Review (1983), 247-258.
    • (1983) The Accounting Review , pp. 247-258
    • Morse, D.1    Ushman, N.2
  • 14
    • 0039414998 scopus 로고
    • Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements
    • Venkatesh, P.C., and R. Chiang. Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements. Journal of Finance (1986), 1089-1102.
    • (1986) Journal of Finance , pp. 1089-1102
    • Venkatesh, P.C.1    Chiang, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.