A comparison of the skewness of stock return distributions at earnings and non-earnings announcement dates

Journal of Accounting and Economics

Volumn 10, Issue 3, 1988, Pages 239-273

  McNichols, Maureen ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38249029606     PISSN: 01654101     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-4101(88)90004-3     Document Type: Article

References (28)

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4. Timeless of reporting and the stock price reaction to earnings announcements
5. Disclosure of nonproprietary information
6. Earnings release anomalies and the behavior of security returns
7. Market implications of differential amounts of interim information
8. The role of warranties and private disclosure about product quality
9. Sample selection bias as a specification error
10. How promptly do corporations reveal their problems
11. Some applications of computer intensive statistical methods to empirical research in accounting
12. The anticipation of earnings in securities markets
13. Good news and bad news Representation theorems and applications
14. Some hypotheses on the pattern of management's informal disclosures
15. Corporate forecasts of earnings per share and stock price behavior Empirical tests
16. Good news, bad news and the intraday timing of corporate disclosures
17. An empirical investigation of the voluntary disclosure of corporate earnings forecasts
18. An approximate method for generating asymmetric random variables
19. Determination of financial structure: The incentive signalling approach
20. Disclosure regulation in financial markets: Implications of modern finance theory and signalling theory
21. Job market signalling
22. Discretionary disclosure