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An evaluation of alternative proxies for the market's assessment of unexpected earnings
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The superiority of analyst forecasts as measures of expectations: Evidence from earnings
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Market microstructure and capital market information content research
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Brown, P., G. Clinch, and G. Foster, 1992, "Market Microstructure and Capital Market Information Content Research," Studies in Accounting Research #32, American Accounting Association.
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Chen, C.R. and N.J. Mohan, 1994, "Timing the Disclosure of Information: Management's View of Earnings Announcements," Financial Management (Autumn), 63-69.
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Explaining the NYSE listing choices of NASDAQ firms
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Cowan, A.R., R.B. Carter, F.H. Dark, and A.K. Singh, 1992, "Explaining the NYSE Listing Choices of NASDAQ Firms, Financial Management (Winter), 73-86.
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The stock market response to earnings announcements released during trading and non-trading periods
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French, K. and R. Roll, 1986, "Stock Returns and Variances: The Arrival of Information and the Reaction of Traders," Journal of Financial Economics (February), 5-26.
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A transactions data study of weekly and intradaily patterns in stock returns
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Intraday changes in target firms' share price and bid-ask quotes around takeover announcements
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Jennings, R., 1994, "Intraday Changes in Target Firms' Share Price and Bid-Ask Quotes Around Takeover Announcements," Journal of Financial Research (March), 255-270.
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Volume, volatility, and new york stock exchange trading halts
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Price and trading volume reaction surrounding earnings announcements: A closer look
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Morse, D., 1981, "Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Look," Journal of Accounting Research (Autumn), 374-383.
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The intraday speed of adjustment of stock prices to earnings and dividend announcements
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April
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Patell, J. and M. Wolfson, 1984, "The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements," Journal of Financial Economics (April), 223-252.
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