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The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume
16 references·2 citing·35 second hop
The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume (1994)The Impact of Publication of Analysts' Re…Financial Statement Analysis (2022)Financial Statement AnalysisTrading Volume and Price Reactions to Public Announcements (1991)Trading Volume and Price Reac…Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…Withdrawn Security Offerings (1988)Withdrawn Security OfferingsUnexpected Earnings, Firm Size, and Trading Volume Around Quarterly Earnings Announcements. (1987)Unexpected Earnings, Firm Siz…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…The Information Content of Annual Earnings Releases: A Trading Volume Approach (1986)The Information Content of An…Tax-induced trading around ex-dividend days (1986)Tax-induced trading around ex…A Theory of Trading Volume (1986)A Theory of Trading VolumeModern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Financial Theory and Corporate Policy (1981)Financial Theory and Corporat…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…An Equilibrium Model of Asset Trading with Sequential Information Arrival (1981)An Equilibrium Model of Asset…The information content of financial analysts' forecasts of earnings (1979)The information content of fi…A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL* (1976)A MODEL OF ASSET TRADING UNDE…A Model of Asset Trading Under the Assumption of Sequential Information Arrival (1976)A Model of Asset Trading Unde…Effect of Digitalized Rumor Clarification on Stock Markets (2018)Effect of Digitalized Rumor C…“Wall $treet Week”: Information or Entertainment? (2003)“Wall $treet Week”: Informati…An Empirical Evaluation of Accounting Income Numbers (1968)The Information Content of Annual Earnings Announcements (1968)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)Earnings forecasting research: its implications for capital markets research (1993)An Empirical Analysis of Analysts' Target Prices: Short‐term Informativeness and Long‐term Dynamics (2003)CEO Dismissal: The role of investment analysts (2011)On the Impossibility of Informationally Efficient Markets (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Does board gender diversity improve the informativeness of stock prices? (2011)The Pre-FOMC Announcement Drift (2012)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Market reaction to anticipated announcements (1991)Pre-announcement and event-period private information (1997)Tweets and Trades: the Information Content of Stock Microblogs (2013)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Evidence on the speed of convergence to market efficiency (2005)The Noise Trader Approach to Finance (1990)Do Industries Explain Momentum? (1999)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility (2001)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)Differences of Opinion Make a Horse Race (1993)Market liquidity and volume around earnings announcements (1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)
this work references cited by second hop

References

  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1991Trading Volume and Price Reactions to Public Announcements1,097 cited
  • 1976A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*608 cited
  • 1986A Theory of Trading Volume567 cited
  • 1976A Model of Asset Trading Under the Assumption of Sequential Information Arrival556 cited
  • 1981An Equilibrium Model of Asset Trading with Sequential Information Arrival427 cited
  • 1979The information content of financial analysts' forecasts of earnings412 cited
  • 1988Withdrawn Security Offerings391 cited
  • 2022Financial Statement Analysis383 cited
  • 1986The Information Content of Annual Earnings Releases: A Trading Volume Approach346 cited
  • 1986Tax-induced trading around ex-dividend days331 cited
  • 1987Unexpected Earnings, Firm Size, and Trading Volume Around Quarterly Earnings Announcements.329 cited

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1981
Financial Theory and Corporate Policy
321 cited

Cited by

  • 2018Effect of Digitalized Rumor Clarification on Stock Markets30 cited
  • 2003“Wall $treet Week”: Information or Entertainment?30 cited