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The information content of annual general meetings: a price and trading volume analysis
15 references·1 citing·47 second hop
The information content of annual general meetings: a price and trading volume analysis (2002)The information content of annual general…An Empirical Examination of Conference Calls as a Voluntary Disclosure Medium (1999)An Empirical Examination of C…Valuation Effects of Foreign Company Listings on U.S. Exchanges (1996)Valuation Effects of Foreign …Trading Volume and Price Reactions to Public Announcements (1991)Trading Volume and Price Reac…Security Returns Around Earnings Announcements. (1991)Security Returns Around Earni…The Power of Beaver's U against a Variance Increase in Market Model Residuals (1989)The Power of Beaver's U again…The behavior of daily stock market trading volume (1989)The behavior of daily stock m…The Information Content of Annual Earnings Releases: A Trading Volume Approach (1986)The Information Content of An…Using daily stock returns (1985)Using daily stock returnsThe intraday speed of adjustment of stock prices to earnings and dividend announcements (1984)The intraday speed of adjustm…Information Characteristics of Earnings Announcements and Stock Market Behavior (1983)Information Characteristics o…The Relative Information Content of the Release of Financial Results Data by Firms (1981)The Relative Information Cont…Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination (1981)Price and Trading Volume Reac…On the Relationship Between Volume Reaction and Consensus of Investors: Implications for Interpreting Tests of Information Content (1981)On the Relationship Between V…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…Accounting for rituals and ritualization: The case of shareholders’ associations (2014)Accounting for rituals and ri…Estimating betas from nonsynchronous data (1977)Volatility increases subsequent to stock splits: An empirical aberration (1985)Market response to financial reports (1994)Investors' Trade Size and Trading Responses around Earnings Announcements: An Empirical Investigation (2001)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Market efficiency in real time (2002)Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements☆ (2009)News Trading and Speed (2015)A Theory of Cognitive Dissonance (1957)Time Series Analysis Forecasting and Control. (1971)Judgment under Uncertainty: Heuristics and Biases (1974)Trading volume reactions to annual accounting earnings announcements (1994)Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011)Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs (2017)The theory and practice of econometrics (1986)An empirical evaluation of the overconfidence hypothesis (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Measuring security price performance (1980)Earnings Management During Import Relief Investigations (1991)Event Studies in Economics and Finance (1997)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Determinants of corporate borrowing (1977)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Corporate Disclosure Policy and Analyst Behavior. (1996)The Reversal of Abnormal Accruals and the Market Valuation of Earnings Surprises (2001)Earnings conference calls and stock returns: The incremental informativeness of textual tone (2011)The effect of manager-specific optimism on the tone of earnings conference calls (2014)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)The earnings-price anomaly (1992)Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model (2007)The q‐Theory Approach to Understanding the Accrual Anomaly (2009)Capital markets research in accounting (2001)
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References

  • 1985Using daily stock returns6,497 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1991Trading Volume and Price Reactions to Public Announcements1,097 cited
  • 1999An Empirical Examination of Conference Calls as a Voluntary Disclosure Medium595 cited
  • 1984The intraday speed of adjustment of stock prices to earnings and dividend announcements436 cited
  • 1986The Information Content of Annual Earnings Releases: A Trading Volume Approach346 cited
  • 1989The behavior of daily stock market trading volume272 cited
  • 1981Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination261 cited
  • 1991Security Returns Around Earnings Announcements.254 cited
  • 1996Valuation Effects of Foreign Company Listings on U.S. Exchanges90 cited
  • 1981The Relative Information Content of the Release of Financial Results Data by Firms86 cited
  • 1983Information Characteristics of Earnings Announcements and Stock Market Behavior73 cited
  • 1981On the Relationship Between Volume Reaction and Consensus of Investors: Implications for Interpreting Tests of Information Content73 cited

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1989
The Power of Beaver's U against a Variance Increase in Market Model Residuals
34 cited

Cited by

  • 2014Accounting for rituals and ritualization: The case of shareholders’ associations20 cited