Who trades around earnings announcements? Evidence from TORQ data

Journal of Business Finance and Accounting

Volumn 34, Issue 1-2, 2007, Pages 269-291

  Dey, Malay K ^a,b   Radhakrishna, B ^a  

^a ITG Inc   (United States)

^b UBS Investment Bank ^*  (United States)

Author keywords

Behavioral finance; Earnings announcements; Individual and institutional investors; Information; Monte Carlo simulation; Trading volume

Indexed keywords

EID: 33847345132     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2006.00650.x     Document Type: Article

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