-
1
-
-
77953027972
-
Limited attention and the earnings announcement returns of past stock market winners
-
Aboody David, Lehavy Reuven, Trueman Brett Limited attention and the earnings announcement returns of past stock market winners. Review of Accounting Studies 2010, 15:317-344.
-
(2010)
Review of Accounting Studies
, vol.15
, pp. 317-344
-
-
Aboody, D.1
Lehavy, R.2
Trueman, B.3
-
3
-
-
0031574540
-
Market assessment of industry and firm earnings information
-
Ayers Benjamin, Freeman Robert N. Market assessment of industry and firm earnings information. Journal of Accounting and Economics 1997, 24:205-218.
-
(1997)
Journal of Accounting and Economics
, vol.24
, pp. 205-218
-
-
Ayers, B.1
Freeman, R.N.2
-
5
-
-
0010921789
-
Some preliminary findings on the association between the earnings of a firm, its industry, and the economy
-
Ball Ray, Brown Philip Some preliminary findings on the association between the earnings of a firm, its industry, and the economy. Journal of Accounting Research 1967, 5:55-77.
-
(1967)
Journal of Accounting Research
, vol.5
, pp. 55-77
-
-
Ball, R.1
Brown, P.2
-
6
-
-
0002742759
-
An empirical evaluation of accounting income numbers
-
Ball Ray, Brown Philip An empirical evaluation of accounting income numbers. Journal of Accounting Research 1968, 6:159-178.
-
(1968)
Journal of Accounting Research
, vol.6
, pp. 159-178
-
-
Ball, R.1
Brown, P.2
-
7
-
-
38049051830
-
All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors
-
Barber Brad M., Odean Terrance All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors. Review of Financial Studies 2008, 21:785-818.
-
(2008)
Review of Financial Studies
, vol.21
, pp. 785-818
-
-
Barber, B.M.1
Odean, T.2
-
9
-
-
0002072633
-
The information content of annual earnings announcements
-
Beaver William H. The information content of annual earnings announcements. Journal of Accounting Research 1968, Suppl.:67-92.
-
(1968)
Journal of Accounting Research
, Issue.SUPPL.
, pp. 67-92
-
-
Beaver, W.H.1
-
10
-
-
58449094601
-
Event day 0? After-hours earnings announcements
-
Berkman Henk, Truong Cameron Event day 0? After-hours earnings announcements. Journal of Accounting Research 2009, 47:71-103.
-
(2009)
Journal of Accounting Research
, vol.47
, pp. 71-103
-
-
Berkman, H.1
Truong, C.2
-
11
-
-
78049296241
-
Why Designate Market Makers? Affirmative Obligations and Market Quality
-
Working Paper.
-
Bessembinder, Hendrik, Hao, Jia, Lemmon, Michael, 2008. Why Designate Market Makers? Affirmative Obligations and Market Quality. Working Paper.
-
(2008)
-
-
Bessembinder1
Hendrik2
Hao3
Jia4
Lemmon5
Michael6
-
12
-
-
84993843493
-
An empirical analysis of the limit order book and the order flow in the Paris Bourse
-
Biais Bruno, Hillion Pierre, Spatt Chester S. An empirical analysis of the limit order book and the order flow in the Paris Bourse. Journal of Finance 1995, 50:1655-1689.
-
(1995)
Journal of Finance
, vol.50
, pp. 1655-1689
-
-
Biais, B.1
Hillion, P.2
Spatt, C.S.3
-
13
-
-
0742276590
-
The "incomplete revelation hypothesis" and financial reporting
-
Bloomfield Robert J. The "incomplete revelation hypothesis" and financial reporting. Accounting Horizons 2002, 16:233-243.
-
(2002)
Accounting Horizons
, vol.16
, pp. 233-243
-
-
Bloomfield, R.J.1
-
14
-
-
84859990841
-
-
Hello Hybrid, Goodbye Price Improvement!. UNX Strategy Paper.
-
Boni, Leslie, Rosen, Michael, 2006. Hello Hybrid, Goodbye Price Improvement!. UNX Strategy Paper.
-
(2006)
-
-
Boni1
Leslie2
Rosen3
Michael4
-
15
-
-
67349089113
-
Dealer attention, the speed of quote adjustment to information, and net dollar revenue
-
Boulatov Alex, Hatch Brian C., Johnson Shane A., Lei Adam Y.C. Dealer attention, the speed of quote adjustment to information, and net dollar revenue. Journal of Banking and Finance 2009, 33:1531-1542.
-
(2009)
Journal of Banking and Finance
, vol.33
, pp. 1531-1542
-
-
Boulatov, A.1
Hatch, B.C.2
Johnson, S.A.3
Lei, A.Y.C.4
-
16
-
-
18944372804
-
A temporal analysis of thresholds: propensities and valuation consequences
-
Brown Lawrence D., Caylor Marcus L. A temporal analysis of thresholds: propensities and valuation consequences. Accounting Review 2005, 80:423-440.
-
(2005)
Accounting Review
, vol.80
, pp. 423-440
-
-
Brown, L.D.1
Caylor, M.L.2
-
19
-
-
84859939677
-
-
Short sales, long sales, and the Lee-Ready trade classification algorithm revisited
-
Chakrabarty, Bidisha, Moulton, Pamela C., Shkilko, Andriy. Short sales, long sales, and the Lee-Ready trade classification algorithm revisited. Journal of Financial Markets, forthcoming.
-
Journal of Financial Markets, forthcoming
-
-
Chakrabarty1
Bidisha2
Moulton3
Pamela, C.4
Shkilko5
Andriy6
-
20
-
-
70349415619
-
Market making in international capital markets: challenges and benefits of its implementation in emerging markets
-
Charitou Andreas, Panayides Marios A. Market making in international capital markets: challenges and benefits of its implementation in emerging markets. International Journal of Managerial Finance 2009, 5:50-80.
-
(2009)
International Journal of Managerial Finance
, vol.5
, pp. 50-80
-
-
Charitou, A.1
Panayides, M.A.2
-
23
-
-
74249086247
-
Time variation in liquidity: the role of market maker inventories and revenues
-
Comerton-Forde Carole, Hendershott Terrence, Jones Charles M., Moulton Pamela C., Seasholes Mark S. Time variation in liquidity: the role of market maker inventories and revenues. Journal of Finance 2010, 65:295-331.
-
(2010)
Journal of Finance
, vol.65
, pp. 295-331
-
-
Comerton-Forde, C.1
Hendershott, T.2
Jones, C.M.3
Moulton, P.C.4
Seasholes, M.S.5
-
24
-
-
55949091140
-
Limited attention and the allocation of effort in securities trading
-
Corwin Shane A., Coughenour Jay F. Limited attention and the allocation of effort in securities trading. Journal of Finance 2008, 63:3031-3067.
-
(2008)
Journal of Finance
, vol.63
, pp. 3031-3067
-
-
Corwin, S.A.1
Coughenour, J.F.2
-
25
-
-
77953887285
-
Understanding earnings quality: a review of the proxies, their determinants and their consequences
-
Dechow Patricia, Ge Weili, Schrand Catherine Understanding earnings quality: a review of the proxies, their determinants and their consequences. Journal of Accounting and Economics 2010, 50:344-401.
-
(2010)
Journal of Accounting and Economics
, vol.50
, pp. 344-401
-
-
Dechow, P.1
Ge, W.2
Schrand, C.3
-
26
-
-
62449165111
-
Investor inattention and Friday earnings announcements
-
DellaVigna Stefano, Pollet Joshua Investor inattention and Friday earnings announcements. Journal of Finance 2009, 64:709-749.
-
(2009)
Journal of Finance
, vol.64
, pp. 709-749
-
-
DellaVigna, S.1
Pollet, J.2
-
27
-
-
41049094207
-
Time-varying arrival rates of informed and uninformed trades
-
Easley David, Engle Robert, O'Hara Maureen, Wu Liuren Time-varying arrival rates of informed and uninformed trades. Journal of Financial Econometrics 2008, 6:171-207.
-
(2008)
Journal of Financial Econometrics
, vol.6
, pp. 171-207
-
-
Easley, D.1
Engle, R.2
O'Hara, M.3
Wu, L.4
-
28
-
-
77957118906
-
Microstructure and ambiguity
-
Easley David, O'Hara Maureen Microstructure and ambiguity. Journal of Finance 2010, 65:1817-1846.
-
(2010)
Journal of Finance
, vol.65
, pp. 1817-1846
-
-
Easley, D.1
O'Hara, M.2
-
29
-
-
84859990842
-
-
Liquidity Cycles and Make/Take Fees in Electronic Markets. Working Paper.
-
Foucault, Thierry, Kadan, Ohad, Kandel, Eugene, 2011. Liquidity Cycles and Make/Take Fees in Electronic Markets. Working Paper.
-
(2011)
-
-
Foucault1
Thierry2
Kadan3
Ohad4
Kandel5
Eugene6
-
31
-
-
0001121281
-
Unexpected earnings and intra-industry information transfers: further evidence
-
Han Jerry C.Y., Wild John J. Unexpected earnings and intra-industry information transfers: further evidence. Journal of Accounting Research 1990, 28:211-219.
-
(1990)
Journal of Accounting Research
, vol.28
, pp. 211-219
-
-
Han, J.C.Y.1
Wild, J.J.2
-
32
-
-
0030555417
-
Market versus limit orders: the SuperDOT evidence on order submission strategy
-
Harris Lawrence, Hasbrouck Joel Market versus limit orders: the SuperDOT evidence on order submission strategy. Journal of Financial and Quantitative Analysis 1996, 31:213-231.
-
(1996)
Journal of Financial and Quantitative Analysis
, vol.31
, pp. 213-231
-
-
Harris, L.1
Hasbrouck, J.2
-
33
-
-
0000760894
-
Common factors in prices, order flows and liquidity
-
Hasbrouck Joel, Seppi Duane Common factors in prices, order flows and liquidity. Journal of Financial Economics 2001, 59:383-411.
-
(2001)
Journal of Financial Economics
, vol.59
, pp. 383-411
-
-
Hasbrouck, J.1
Seppi, D.2
-
34
-
-
79958068756
-
Automation, speed and stock market quality: the NYSE's Hybrid
-
Hendershott Terrence, Moulton Pamela C. Automation, speed and stock market quality: the NYSE's Hybrid. Journal of Financial Markets 2011, 14:568-604.
-
(2011)
Journal of Financial Markets
, vol.14
, pp. 568-604
-
-
Hendershott, T.1
Moulton, P.C.2
-
35
-
-
12344309208
-
Do investors overvalue firms with bloated balance sheets?
-
Hirshleifer David, Hou Kewei, Hong Teoh Siew, Zhang Yinglei Do investors overvalue firms with bloated balance sheets?. Journal of Accounting and Economics 2004, 38:297-331.
-
(2004)
Journal of Accounting and Economics
, vol.38
, pp. 297-331
-
-
Hirshleifer, D.1
Hou, K.2
Hong Teoh, S.3
Zhang, Y.4
-
36
-
-
70349495343
-
Driven to distraction: extraneous events and underreaction to earnings news
-
Hirshleifer David, Seongyeon Lim Sonya, Hong Teoh Siew Driven to distraction: extraneous events and underreaction to earnings news. Journal of Finance 2009, 64:2289-2325.
-
(2009)
Journal of Finance
, vol.64
, pp. 2289-2325
-
-
Hirshleifer, D.1
Seongyeon Lim, S.2
Hong Teoh, S.3
-
37
-
-
0742321678
-
Limited attention, information disclosure, and financial reporting
-
Hirshleifer David, Teoh Siew Hong Limited attention, information disclosure, and financial reporting. Journal of Accounting and Economics 2003, 36:337-386.
-
(2003)
Journal of Accounting and Economics
, vol.36
, pp. 337-386
-
-
Hirshleifer, D.1
Teoh, S.H.2
-
38
-
-
0142157069
-
Does shareholder composition matter? Evidence from the market reaction to corporate earnings announcements
-
Hotchkiss Edith, Strickland Deon Does shareholder composition matter? Evidence from the market reaction to corporate earnings announcements. Journal of Finance 2003, 58:1469-1498.
-
(2003)
Journal of Finance
, vol.58
, pp. 1469-1498
-
-
Hotchkiss, E.1
Strickland, D.2
-
39
-
-
0035595262
-
Familiarity breeds investment
-
Huberman Gur Familiarity breeds investment. Review of Financial Studies 2001, 14:659-680.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 659-680
-
-
Huberman, G.1
-
40
-
-
0040291376
-
Contagious speculation and a cure for cancer: a nonevent that made stock prices soar
-
Huberman Gur, Regev Tomer Contagious speculation and a cure for cancer: a nonevent that made stock prices soar. Journal of Finance 2001, 56:387-396.
-
(2001)
Journal of Finance
, vol.56
, pp. 387-396
-
-
Huberman, G.1
Regev, T.2
-
41
-
-
28244482621
-
Financial market design and the equity premium: electronic versus floor trading
-
Jain Pankaj Financial market design and the equity premium: electronic versus floor trading. Journal of Finance 2005, 60:2955-2985.
-
(2005)
Journal of Finance
, vol.60
, pp. 2955-2985
-
-
Jain, P.1
-
42
-
-
0003422547
-
-
Prentice-Hall, Englewood Cliffs, NY
-
Kahneman Daniel Attention and Effort 1973, Prentice-Hall, Englewood Cliffs, NY.
-
(1973)
Attention and Effort
-
-
Kahneman, D.1
-
43
-
-
0036628373
-
Does meeting earnings expectations matter? Evidence from analyst forecast revisions and share prices
-
Kasznik Ron, McNichols Maureen F. Does meeting earnings expectations matter? Evidence from analyst forecast revisions and share prices. Journal of Accounting Research 2002, 40:727-759.
-
(2002)
Journal of Accounting Research
, vol.40
, pp. 727-759
-
-
Kasznik, R.1
McNichols, M.F.2
-
44
-
-
0001890588
-
Market liquidity and volume around earnings announcements
-
Kim Oliver, Verrecchia Robert E. Market liquidity and volume around earnings announcements. Journal of Accounting and Economics 1994, 17:41-67.
-
(1994)
Journal of Accounting and Economics
, vol.17
, pp. 41-67
-
-
Kim, O.1
Verrecchia, R.E.2
-
45
-
-
32544446932
-
Stock returns, aggregate earnings surprises, and behavioral finance
-
Kothari S.P., Lewellen Jonathan W., Warner Jerold B. Stock returns, aggregate earnings surprises, and behavioral finance. Journal of Financial Economics 2006, 79:537-568.
-
(2006)
Journal of Financial Economics
, vol.79
, pp. 537-568
-
-
Kothari, S.P.1
Lewellen, J.W.2
Warner, J.B.3
-
46
-
-
3843112765
-
Spreads, depths, and the impact of earnings information: an intraday analysis
-
Lee Charles M.C., Mucklow Belinda, Ready Mark J. Spreads, depths, and the impact of earnings information: an intraday analysis. Review of Financial Studies 1993, 6:345-374.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 345-374
-
-
Lee, C.M.C.1
Mucklow, B.2
Ready, M.J.3
-
47
-
-
84977730741
-
Inferring trade direction from intraday data
-
Lee Charles M.C., Ready Mark J. Inferring trade direction from intraday data. Journal of Finance 1991, 46:733-747.
-
(1991)
Journal of Finance
, vol.46
, pp. 733-747
-
-
Lee, C.M.C.1
Ready, M.J.2
-
48
-
-
84859990843
-
Do Investors Demand Higher Returns on High Information Asymmetry Days?
-
Working Paper.
-
Levi, Shai, Zhang, Xiao-Jun, 2011. Do Investors Demand Higher Returns on High Information Asymmetry Days? Working Paper.
-
(2011)
-
-
Levi1
Shai2
Zhang3
Xiao-Jun4
-
50
-
-
84859977864
-
-
The NYSE: Faster (and lonelier). 24 January, C1
-
Lucchetti, Aaron, 2007. The NYSE: Faster (and lonelier). Wall Street Journal, 24 January, C1.
-
(2007)
Wall Street Journal
-
-
Lucchetti1
Aaron2
-
51
-
-
0000603420
-
An empirical analysis of NYSE specialist trading
-
Madhavan Ananth, Sofianos George An empirical analysis of NYSE specialist trading. Journal of Financial Economics 1998, 48:189-210.
-
(1998)
Journal of Financial Economics
, vol.48
, pp. 189-210
-
-
Madhavan, A.1
Sofianos, G.2
-
52
-
-
0037699599
-
Do firms manage inventory on a stock-by-stock or a portfolio basis?
-
Naik Narayan Y., Yadav Pradeep K. Do firms manage inventory on a stock-by-stock or a portfolio basis?. Journal of Financial Economics 2003, 69:325-353.
-
(2003)
Journal of Financial Economics
, vol.69
, pp. 325-353
-
-
Naik, N.Y.1
Yadav, P.K.2
-
53
-
-
0030130692
-
Cognitive task analysis: harmonizing tasks to human capacities
-
Neerincx Mark, Griffioen Erik Cognitive task analysis: harmonizing tasks to human capacities. Ergonomics 1996, 39:543-561.
-
(1996)
Ergonomics
, vol.39
, pp. 543-561
-
-
Neerincx, M.1
Griffioen, E.2
-
54
-
-
84859939676
-
-
N.Y.S.E. Group, A Guide to the NYSE Marketplace. Document Available Online At:
-
N.Y.S.E. Group, 2006a. A Guide to the NYSE Marketplace. Document Available Online At: http://www.nyse.com/pdfs/nyse_bluebook.pdf.
-
(2006)
-
-
-
55
-
-
84859977863
-
-
N.Y.S.E. Group, NYSE Hybrid FAQ. Document Available Online At:
-
N.Y.S.E. Group, 2006b. NYSE Hybrid FAQ. Document Available Online At: http://www.nyse.com/productservices/nyseequities/1126821290257.html.
-
(2006)
-
-
-
56
-
-
39149126416
-
Analysts' forecasts as earnings estimates
-
O'Brien Patricia C. Analysts' forecasts as earnings estimates. Journal of Accounting and Economics 1988, 10:53-83.
-
(1988)
Journal of Accounting and Economics
, vol.10
, pp. 53-83
-
-
O'Brien, P.C.1
-
58
-
-
84859957968
-
-
Strategic Cross-Trading in the U.S. Stock Market. Working Paper.
-
Pasquariello, Paolo, Vega, Clara, 2011. Strategic Cross-Trading in the U.S. Stock Market. Working Paper.
-
(2011)
-
-
Pasquariello1
Paolo2
Vega3
Clara4
-
60
-
-
33646497234
-
Investor attention, overconfidence and category learning
-
Peng Lin, Xiong Wei Investor attention, overconfidence and category learning. Journal of Financial Economics 2006, 80:563-602.
-
(2006)
Journal of Financial Economics
, vol.80
, pp. 563-602
-
-
Peng, L.1
Xiong, W.2
-
61
-
-
0036000749
-
Market-makers' supply and pricing of financial market liquidity
-
Shen Pu, Starr Ross Market-makers' supply and pricing of financial market liquidity. Economics Letters 2002, 76:53-58.
-
(2002)
Economics Letters
, vol.76
, pp. 53-58
-
-
Shen, P.1
Starr, R.2
-
62
-
-
0038521562
-
Implications of rational inattention
-
Sims Christopher A. Implications of rational inattention. Journal of Monetary Economics 2003, 50:665-690.
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 665-690
-
-
Sims, C.A.1
-
63
-
-
33744541116
-
Rational inattention: beyond the linear-quadratic case
-
Sims Christopher A. Rational inattention: beyond the linear-quadratic case. American Economic Review 2006, 96:158-163.
-
(2006)
American Economic Review
, vol.96
, pp. 158-163
-
-
Sims, C.A.1
-
64
-
-
0030163299
-
Estimating earnings response coefficients: pooled versus firm-specific models
-
Teets Walter R., Wasley Charles E. Estimating earnings response coefficients: pooled versus firm-specific models. Journal of Accounting and Economics 1996, 21:279-295.
-
(1996)
Journal of Accounting and Economics
, vol.21
, pp. 279-295
-
-
Teets, W.R.1
Wasley, C.E.2
-
65
-
-
78149500334
-
Simple formulas for standard errors that cluster by both firm and time
-
Thompson Samuel Simple formulas for standard errors that cluster by both firm and time. Journal of Financial Economics 2011, 99:1-10.
-
(2011)
Journal of Financial Economics
, vol.99
, pp. 1-10
-
-
Thompson, S.1
-
66
-
-
85008798869
-
Attention and automation: new perspectives on mental workload and performance
-
Young Mark S., Stanton Neil A. Attention and automation: new perspectives on mental workload and performance. Theoretical Issues in Ergonomics Science 2002, 3:178-194.
-
(2002)
Theoretical Issues in Ergonomics Science
, vol.3
, pp. 178-194
-
-
Young, M.S.1
Stanton, N.A.2
|