References

• 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
• 1994Why Firms Voluntarily Disclose Bad News2,435 cited
• 1994Market liquidity and volume around earnings announcements1,786 cited
• 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
• 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests949 cited
• 1995To Warn or Not to Warn: Management Disclosures in the Face of an Earnings Surprise.896 cited
• 2003The Role of Supplementary Statements with Management Earnings Forecasts683 cited
• 1997Management Forecasts and Information Asymmetry: An Examination of Bid-Ask Spreads639 cited
• 1984Corporate Managers' Earnings Forecasts and Symmetrical Adjustments of Market Expectations600 cited
• 1991Estimation of the Bid–Ask Spread and Its Components: A New Approach594 cited
• 2002Do Conference Calls Affect Analysts' Forecasts?452 cited
• 1996Earnings Announcements and the Components of the Bid-Ask Spread388 cited
• 1998The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis231 cited
• 1988Insider Holdings and Perceptions of Information Asymmetry: A Note214 cited
• 2002