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Oil and gas reserve value disclosures and bid-ask spreads
16 references·8 citing·38 second hop
Oil and gas reserve value disclosures and bid-ask spreads (1998)Oil and gas reserve value disclosures and…Financial Accounting Standards Board (FASB) (2008)Financial Accounting Standard…Market microstructure theory (1995)Market microstructure theoryDisclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Disclosure Policy, Informatio…Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Spreads, Depths, and the Impa…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests (1989)Inferring the Components of t…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Optimal Release of Information By Firms (1985)Optimal Release of Informatio…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…Optimal dealer pricing under transactions and return uncertainty (1981)Optimal dealer pricing under …Dealership market (1980)Dealership marketTHE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…The Cost of Transacting (1968)The Cost of TransactingDigital Corporate Reporting: Research Developments and Implications (2021)Digital Corporate Reporting: …Extractive Industries Reporting: A Review of Accounting Challenges and the Research Literature (2019)Extractive Industries Reporti…Disclosure of provisions for decommissioning costs in annual reports of oil and gas companies: A content analysis and stakeholder views (2018)Disclosure of provisions for …Do Companies With Effective Internal Controls Over Financial Reporting Benefit From Sarbanes–Oxley Sections 302 and 404? (2016)Do Companies With Effective I…The market response to exploration, resource and reserve announcements by mining companies: Australian data (2013)The market response to explor…Information asymmetry of fair value accounting during the financial crisis (2013)Information asymmetry of fair…Capital Market Implications of Corporate Disclosure: German Evidence (2011)Capital Market Implications o…The Impact of Mandated Cash Flow Disclosure on Bid‐Ask Spreads (2005)The Impact of Mandated Cash F…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)Measuring the Information Content of Stock Trades (1991)Theory of rational option pricing (2005)Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Market liquidity and volume around earnings announcements (1994)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (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)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Liquidity and stock returns: An alternative test (1998)Over-the-Counter Markets (2004)High-Frequency Trading and Price Discovery (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Insiders' profits, costs of trading, and market efficiency (1986)Market liquidity as a sentiment indicator (2004)The Behavior of Stock-Market Prices (1965)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Market microstructure: A survey (2000)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)Commonality in liquidity (2000)Market Liquidity and Trading Activity (2001)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1968The Cost of Transacting1,909 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 1995Market microstructure theory1,305 cited
  • 1995Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets*1,183 cited
  • 1985Optimal Release of Information By Firms1,105 cited
  • 2008Financial Accounting Standards Board (FASB)1,095 cited
  • 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
  • 1980Dealership market965 cited
  • 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

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949 cited

Cited by

  • 2013Information asymmetry of fair value accounting during the financial crisis44 cited
  • 2019Extractive Industries Reporting: A Review of Accounting Challenges and the Research Literature43 cited
  • 2021Digital Corporate Reporting: Research Developments and Implications39 cited
  • 2016Do Companies With Effective Internal Controls Over Financial Reporting Benefit From Sarbanes–Oxley Sections 302 and 404?34 cited
  • 2018Disclosure of provisions for decommissioning costs in annual reports of oil and gas companies: A content analysis and stakeholder views33 cited
  • 2013The market response to exploration, resource and reserve announcements by mining companies: Australian data31 cited
  • 2005The Impact of Mandated Cash Flow Disclosure on Bid‐Ask Spreads30 cited
  • 2011Capital Market Implications of Corporate Disclosure: German Evidence28 cited