Does the medium matter? The relations among bankruptcy petition filings, broadtape disclosure, and the timing of price reactions

Journal of Finance

Volumn 53, Issue 3, 1998, Pages 1149-1163

  Dawkins, Mark C ^a   Bamber, Linda Smith ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038901923     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00047     Document Type: Article

References (14)

1. Aharony, Joseph, Charles P. Jones, and Itzhak Swary, 1980, An analysis of risk and return characteristics of corporate bankruptcy using capital market data, Journal of Finance 35, 1001-1016.
2. Atiase, Rowland, 1987, Market implications of predisclosure information: Size and exchange effects, Journal of Accounting Research 25, 168-176.
3. Brown, Stephen J., and Jerold B. Warner, 1980, Measuring security price performance, Journal of Financial Economics 8, 205-258.
4. Brown, Stephen J., and Jerold B. Warner, 1985, Using daily stock returns: The case of event studies, Journal of Financial Economics 14, 3-31.
5. Clark, Truman A., and Mark I. Weinstein, 1983, The behavior of the common stock of bankrupt firms, Journal of Finance 38, 489-504.
6. Dodd, Peter, Nicholas Dopuch, Robert Holthausen, and Richard Leftwich, 1984, Qualified audit opinions and stock prices: Information content, announcement dates, and concurrent disclosures, Journal of Accounting and Economics 6, 3-38.
7. Dopuch, Nicholas, Robert Holthausen, and Richard Leftwich, 1986, Abnormal stock returns associated with media disclosures of 'subject to' qualified audit opinions, Journal of Accounting and Economics 8, 93-117.
8. Grant, Edward, 1980, Market implications of differential amounts of interim information, Journal of Accounting Research 18, 255-268.
9. Lang, Larry, and René Stulz, 1992, Contagion and competitive intra-industry effects of bankruptcy announcements, Journal of Financial Economics 32, 45-60.
10. Montgomery, Douglas C., and Elizabeth A. Peck, 1982. Introduction to Linear Regression Analysis (Wiley, New York, NY).
11. Morse, Dale, and Wayne Shaw, 1988, Investing in bankrupt firms, Journal of Finance 43, 1193-1206.
12. Ohlson, James, 1980, Financial ratios and probabilistic prediction of bankruptcy, Journal of Accounting Research 18, 109-131.
13. Stice, Earl K., 1991, The market reaction to 10-K and 10-Q filings and to subsequent Wall Street Journal earnings announcements, The Accounting Review 66, 42-55.
14. White, Halbert, 1980, A heteroskedasticity-consistent covariance matrix estimator and direct test for heteroskedasticity, Econometrica 48, 817-838.