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On financial disclosure and the behavior of security prices

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References

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1973An Intertemporal Capital Asset Pricing Model6,557 cited
1966Equilibrium in a Capital Asset Market5,065 cited
1956DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES3,426 cited
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1978The Private and Social Value of Information and the Reward to Inventive Activity1,571 cited
1968Dividend Policy: An Empirical Analysis933 cited
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1979Anticipated information releases reflected in call option prices325 cited
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1975Informational Economies of Scale166 cited
1971The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes139 cited
2016Private Incentives and Public Information115 cited

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1980Information and the Sequential Valuation of Assets in Arbitrage-Free Economies83 cited

Cited by

1987The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500292 cited
1993The "Dartboard" Column: Second-Hand Information and Price Pressure289 cited
2002A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model50 cited
1990A synthesis of alternative testing procedures for event studies*39 cited
1981Toward a Theory of Financial Accounting: Welfare and Public Information38 cited
1995Alternative Income Determination Rules and Earnings Usefulness: The Case of R&D Costs*35 cited
1989The Information in Governmental Annual Reports: A Contemporaneous Price Reaction Approach.31 cited
2004GOVERNMENTAL CAPITAL MARKETS RESEARCH IN ACCOUNTING: A REVIEW, EXTENSION, AND DIRECTIONS FOR FUTURE RESEARCH29 cited
1990AN INVESTIGATION OF SEASONALITY IN STOCK PRICE RESPONSES TO QUARTERLY EARNINGS ANNOUNCEMENTS24 cited