Trading Volume and Price Reactions to Public AnnouncementsOliver Kim, Robert E. Verrecchia1991-01-01articleJournal of Accounting Research1,097 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesAuditing, Earnings Management, GovernanceFinancial Analysis and Corporate GovernanceAbstractPublic announcement, Preannouncements of information, Private information, Price reactionCitations in this libraryStored only when both papers are in the corpus — 1,097 citations exist upstream.References1985Continuous Auctions and Insider Trading1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders1980On the Impossibility of Informationally Efficient Markets1988A Theory of Intraday Patterns: Volume and Price Variability1968The Information Content of Annual Earnings Announcements1987The Relation Between Price Changes and Trading Volume: A Survey1983The Price Variability-Volume Relationship on Speculative Markets1980On the aggregation of information in competitive marketsCited by2011Does board gender diversity improve the informativeness of stock prices?2002Macroeconomic Factors Do Influence Aggregate Stock Returns2012The Pre-FOMC Announcement Drift1991Market reaction to anticipated announcements1991Stock Prices and the Supply of Information1997Pre-announcement and event-period private information2013Tweets and Trades: the Information Content of Stock Microblogs2005Trading Volume, Information Asymmetry, and Timing Information