Caught on tape: Institutional trading, stock returns, and earnings announcements

Journal of Financial Economics

Volumn 92, Issue 1, 2009, Pages 66-91

  Campbell, John Y ^a,b   Ramadorai, Tarun ^c,d,e   Schwartz, Allie ^f  

^a HARVARD UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d UNIVERSITY OF OXFORD   (United Kingdom)

^e CEPR   (United Kingdom)

^f International Arbitration and Litigation Practice   (United States)

Author keywords

Institutions; Post earnings announcement drift; Stock returns; Trading

Indexed keywords

EID: 62749156768     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2008.03.006     Document Type: Article

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