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Stock market liquidity and information asymmetry around voluntary earnings disclosures
16 references·5 citing·24 second hop
Stock market liquidity and information asymmetry around voluntary earnings disclosures (2008)Stock market liquidity and information as…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Information asymmetry, corpor…The Economic Consequences of Increased Disclosure (2000)The Economic Consequences of …The Economic Consequences of Increased Disclosure (1999)The Economic Consequences of …Stock Performance and Intermediation Changes Surrounding Sustained Increases in Disclosure* (1999)Stock Performance and Interme…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Estimating the components of the bid/ask spread (1988)Estimating the components of …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…The Cost of Transacting (1968)The Cost of TransactingAn Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…The impact of mandatory adoption of XBRL on firm’s stock liquidity: a cross-country study (2021)The impact of mandatory adopt…Institutional Investor Protection Pressures versus Firm Incentives in the Disclosure of Integrated Reporting (2017)Institutional Investor Protec…Corporate social responsibility disclosure and information asymmetry: the role of family ownership (2017)Corporate social responsibili…Positive implications of market valuation under asymmetric quality information (2015)Positive implications of mark…Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency (2011)Share Price Reaction to Earni…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Limited-dependent and qualitative variables in econometrics (1983)Disclosure level and the cost of equity capital. (1997)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)How does financial reporting quality relate to investment efficiency? (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Revisiting the relation between environmental performance and environmental disclosure: An empirical analysis (2007)Using daily stock returns (1985)Capital markets research in accounting (2001)The economic implications of corporate financial reporting (2005)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 2001Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature7,391 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 2000The Economic Consequences of Increased Disclosure2,369 cited
  • 1999The Economic Consequences of Increased Disclosure2,101 cited
  • 1968The Cost of Transacting1,909 cited
  • 1999Stock Performance and Intermediation Changes Surrounding Sustained Increases in Disclosure*1,882 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test

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1,749 cited
  • 1988Estimating the components of the bid/ask spread1,612 cited
  • Cited by

    • 2017Corporate social responsibility disclosure and information asymmetry: the role of family ownership75 cited
    • 2017Institutional Investor Protection Pressures versus Firm Incentives in the Disclosure of Integrated Reporting65 cited
    • 2011Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency25 cited
    • 2021The impact of mandatory adoption of XBRL on firm’s stock liquidity: a cross-country study23 cited
    • 2015Positive implications of market valuation under asymmetric quality information13 cited