SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is there less informed trading after regulation fair disclosure?
16 references·4 citing·46 second hop
Is there less informed trading after regulation fair disclosure? (2006)Is there less informed trading after regu…Who Is Afraid of Reg FD? The Behavior and Performance of Sell‐Side Analysts Following the SEC’s Fair Disclosure Rules* (2006)Who Is Afraid of Reg FD? The …SEC Regulation Fair Disclosure, information, and the cost of capital (2006)SEC Regulation Fair Disclosur…The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry (2004)The Impact of Regulation Fair…The effectiveness of Regulation FD (2004)The effectiveness of Regulati…Managerial and Investor Responses to Disclosure Regulation: The Case of Reg FD and Conference Calls (2004)Managerial and Investor Respo…Trade Execution Costs and Market Quality after Decimalization (2003)Trade Execution Costs and Mar…Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses (2003)Regulation Fair Disclosure an…How Well Do Adverse Selection Components Measure Adverse Selection? (2001)How Well Do Adverse Selection…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Market Microstructure Theory. (1996)Market Microstructure Theory.Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…The Summary Informativeness of Stock Trades: An Econometric Analysis (1991)The Summary Informativeness o…Measuring the Information Content of Stock Trades (1991)Measuring the Information Con…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Trading Prior to the Disclosure of Material Information: Evidence from Regulation Fair Disclosure Form 8‐Ks * (2020)Trading Prior to the Disclosu…Anti-selective disclosure regulation and analyst forecast accuracy and usefulness (2020)Anti-selective disclosure reg…Corporate disclosure: a review of its (direct and indirect) benefits and costs (2012)Corporate disclosure: a revie…Analysts’ Recommendation Revisions and Subsequent Earnings Surprises (2011)Analysts’ Recommendation Revi…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)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)Trends and random walks in macroeconmic time series (1982)Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement (1993)Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Evaporating Liquidity (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Disclosure, Liquidity, and the Cost of Capital (1991)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)The theory and practice of econometrics (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Does Algorithmic Trading Improve Liquidity? (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Mean reversion in stock prices (1988)Inferring Trade Direction from Intraday Data (1991)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Recent trends in trading activity and market quality (2011)Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? (2014)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Informational effects of regulation FD: evidence from rating agencies (2004)The economics of conflicts of interest in financial institutions (2007)Market microstructure: A survey (2000)Corporate Bond Market Transaction Costs and Transparency (2007)MIDAS Regressions: Further Results and New Directions (2007)
this work references cited by second hop

References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1991Measuring the Information Content of Stock Trades1,868 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 1991The Summary Informativeness of Stock Trades: An Econometric Analysis537 cited
  • 2003Trade Execution Costs and Market Quality after Decimalization512 cited
  • 2003Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses479 cited
  • 2004Managerial and Investor Responses to Disclosure Regulation: The Case of Reg FD and Conference Calls319 cited
  • 2004The effectiveness of Regulation FD292 cited
  • 2004The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry266 cited
  • 2001How Well Do Adverse Selection Components Measure Adverse Selection?264 cited
  • 2006Who Is Afraid of Reg FD? The Behavior and Performance of Sell‐Side Analysts Following the SEC’s Fair Disclosure Rules*

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

218 cited
  • 2006SEC Regulation Fair Disclosure, information, and the cost of capital180 cited
  • Cited by

    • 2020Trading Prior to the Disclosure of Material Information: Evidence from Regulation Fair Disclosure Form 8‐Ks *34 cited
    • 2012Corporate disclosure: a review of its (direct and indirect) benefits and costs31 cited
    • 2020Anti-selective disclosure regulation and analyst forecast accuracy and usefulness20 cited
    • 2011Analysts’ Recommendation Revisions and Subsequent Earnings Surprises20 cited