Relationship between analyst forecast properties and equity bid-ask spreads and depths around quarterly earnings announcements

Journal of Business Finance and Accounting

Volumn 32, Issue 9-10, 2005, Pages 1773-1799

  Kanagaretnam, Kiridaran ^a,d   Lobo, Gerald J ^b   Whalen, Dennis J ^c  

^a MCMASTER UNIVERSITY   (Canada)

^b UNIVERSITY OF HOUSTON   (United States)

^c OTTERBEIN UNIVERSITY   (United States)

^d MCMASTER UNIVERSITY   (Canada)

Author keywords

Analyst forecast properties; Earnings announcements; Information asymmetry; Market liquidity

Indexed keywords

EID: 29244464743     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.0306-686X.2005.00647.x     Document Type: Article

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