메뉴 건너뛰기




Volumn 52, Issue 6, 1996, Pages 75-84

Private information and the costs of trading around quarterly earnings announcements

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0042330857     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v52.n6.2042     Document Type: Article
Times cited : (9)

References (15)
  • 1
    • 0000508007 scopus 로고
    • Asset Pricing and the Bid-Ask Spread
    • Amihud, Yakov, and Haim Mendelson. 1986. "Asset Pricing and the Bid-Ask Spread." Journal of Financial Economics, vol. 17, no. 2 (September):223-49.
    • (1986) Journal of Financial Economics , vol.17 , Issue.2 SEPTEMBER , pp. 223-249
    • Amihud, Y.1    Mendelson, H.2
  • 2
    • 0002742759 scopus 로고
    • An Empirical Evaluation of Accounting Income Numbers
    • Ball, Raymond, and Philip Brown. 1968. "An Empirical Evaluation of Accounting Income Numbers." Journal of Accounting Research, vol. 6, no. 2 (Autumn):159-78.
    • (1968) Journal of Accounting Research , vol.6 , Issue.2 AUTUMN , pp. 159-178
    • Ball, R.1    Brown, P.2
  • 3
    • 38249032325 scopus 로고
    • Announcement Effects of New Equity Issues and the Use of Intraday Price Data
    • Barclay, Michael J., and Robert H. Litzenberger. 1988. "Announcement Effects of New Equity Issues and the Use of Intraday Price Data." Journal of Financial Economics, vol. 21, no. 1 (May):71-99.
    • (1988) Journal of Financial Economics , vol.21 , Issue.1 MAY , pp. 71-99
    • Barclay, M.J.1    Litzenberger, R.H.2
  • 4
    • 0000820008 scopus 로고
    • Stealth Trading and Volatility: Which Trades Move Prices?
    • Barclay, Michael J., and Jerold Warner. 1993. "Stealth Trading and Volatility: Which Trades Move Prices?" Journal of Financial Economics, vol. 34, no. 3 (December):281-306.
    • (1993) Journal of Financial Economics , vol.34 , Issue.3 DECEMBER , pp. 281-306
    • Barclay, M.J.1    Warner, J.2
  • 5
    • 38249030378 scopus 로고
    • Estimating the Components of the Bid-Ask Spread
    • Glosten, Lawrence R., and Lawrence E. Harris. 1988. "Estimating the Components of the Bid-Ask Spread." Journal of Financial Economics, vol. 21, no. 1 (May):123-12.
    • (1988) Journal of Financial Economics , vol.21 , Issue.1 MAY , pp. 123-212
    • Glosten, L.R.1    Harris, L.E.2
  • 6
    • 46149130184 scopus 로고
    • A Transaction Data Study of Weekly and Intradaily Patterns in Stock Returns
    • Harris, Lawrence. 1986. "A Transaction Data Study of Weekly and Intradaily Patterns in Stock Returns." Journal of Financial Economics, vol. 16, no. 1 (January/February):99-117.
    • (1986) Journal of Financial Economics , vol.16 , Issue.1 JANUARY-FEBRUARY , pp. 99-117
    • Harris, L.1
  • 7
    • 21344493808 scopus 로고
    • Differences of Opinion Make a Horse Race
    • Harris, Milton, and Arthur Raviv. 1993. "Differences of Opinion Make a Horse Race." Review of Financial Studies, vol. 6, no. 3:473-506.
    • (1993) Review of Financial Studies , vol.6 , Issue.3 , pp. 473-506
    • Harris, M.1    Raviv, A.2
  • 8
    • 0000822840 scopus 로고
    • The Effect of Large Block Transactions on Security Prices: A Cross-Sectional Analysis
    • Holthausen, Robert, Richard Leftwhich, and David Mayers. 1987. "The Effect of Large Block Transactions on Security Prices: A Cross-Sectional Analysis." Journal of Financial Economics, vol. 19, no. 2:237-68.
    • (1987) Journal of Financial Economics , vol.19 , Issue.2 , pp. 237-268
    • Holthausen, R.1    Leftwhich, R.2    Mayers, D.3
  • 9
    • 0001955097 scopus 로고
    • Large Block Transactions, the Speed of Response, and Temporary and Permanent Stock Price Effects
    • _. 1990. "Large Block Transactions, the Speed of Response, and Temporary and Permanent Stock Price Effects." Journal of Financial Economics, vol. 26, no. 1 (July):29-70.
    • (1990) Journal of Financial Economics , vol.26 , Issue.1 JULY , pp. 29-70
  • 11
    • 0000114036 scopus 로고
    • Market Reaction to Anticipated Announcements
    • Kim, Oliver, and Robert E. Verrecchia. 1991a. "Market Reaction to Anticipated Announcements." Journal of Financial Economics, vol. 30, no. 2 (December):273-309.
    • (1991) Journal of Financial Economics , vol.30 , Issue.2 DECEMBER , pp. 273-309
    • Kim, O.1    Verrecchia, R.E.2
  • 13
    • 0000859303 scopus 로고
    • Continuous Auctions and Insider Trading
    • Kyle, Albert S. 1985. "Continuous Auctions and Insider Trading." Econometrica, vol. 53:1315-35.
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.S.1
  • 14
    • 3843112765 scopus 로고
    • Spreads, Depth, and the Impact of Earnings Information: An Intraday Analysis
    • Lee, C.M.C., B. Mucklow, and M. Ready. 1993. "Spreads, Depth, and the Impact of Earnings Information: An Intraday Analysis." Review of Financial Studies, vol. 6, no. 2:345-74.
    • (1993) Review of Financial Studies , vol.6 , Issue.2 , pp. 345-374
    • Lee, C.M.C.1    Mucklow, B.2    Ready, M.3
  • 15
    • 0001531652 scopus 로고
    • Markets for Securities: Substitution vs. Price Pressure and the Effects of Information on Share Prices
    • Scholes, Myron. 1972. "Markets for Securities: Substitution vs. Price Pressure and the Effects of Information on Share Prices." Journal of Business, vol. 45, no. 2 (April):179-211.
    • (1972) Journal of Business , vol.45 , Issue.2 APRIL , pp. 179-211
    • Scholes, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.