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The Relation among Disclosure, Returns, and Trading Volume Information
12 references·16 citing·39 second hop
The Relation among Disclosure, Returns, and Trading Volume Information (2001)The Relation among Disclosure, Returns, a…Review of Economic Studies (2010)Review of Economic StudiesEssays on disclosure (2001)Essays on disclosureA review of the empirical disclosure literature: discussion (2001)A review of the empirical dis…Differential Interpretation of Public Signals and Trade in Speculative Markets (1995)Differential Interpretation o…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Trading Volume and Price Reactions to Public Announcements (1991)Trading Volume and Price Reac…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Raising short-term debt for long-term investment and stock price crash risk: Evidence from China (2019)Raising short-term debt for l…Does crackdown on corruption reduce stock price crash risk? Evidence from China (2018)Does crackdown on corruption …State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization (2014)State Ownership, Political In…Information Content of Earnings Announcements: Evidence from After-Hours Trading (2012)Information Content of Earnin…IFRS reporting, firm-specific information flows, and institutional environments: international evidence (2012)IFRS reporting, firm-specific…Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011)Trading Volume Around Earning…Earnings management and market liquidity (2011)Earnings management and marke…Director Capital and Corporate Disclosure Quality (2010)Director Capital and Corporat…The joint effects of materiality thresholds and voluntary disclosure incentives on firms’ disclosure decisions (2009)The joint effects of material…Mandatory IFRS Reporting and Stock Price Informativeness (2009)Mandatory IFRS Reporting and …Disclosure of GAAP line items in earnings announcements (2009)Disclosure of GAAP line items…Does international cross-listing improve the information environment (2008)Does international cross-list…The economic consequences of increased disclosure: Evidence from international cross-listings☆ (2006)The economic consequences of …Auditor compensation, disclosure quality, and market liquidity: Evidence from the stock market (2005)Auditor compensation, disclos…Discussion of ADRs, Analysts, and Accuracy: Does Cross‐Listing in the United States Improve a Firm's Information Environment and Increase Market Value? (2003)Discussion of ADRs, Analysts,…The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings (2002)The Economic Consequences of …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)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)Noise Trader Risk in Financial Markets (1990)What Makes Investors Trade? (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Individualism and Momentum around the World (2010)The Structure of Scientific Revolutions (1963)A Theory of Intraday Patterns: Volume and Price Variability (1988)Breadth of ownership and stock returns (2002)Disagreement and the Stock Market (2007)Why Does Stock Market Volatility Change Over Time? (1989)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Information Effects on the Bid-Ask Spread (1983)Market liquidity and volume around earnings announcements (1994)Differences of Opinion and the Cross Section of Stock Returns (2002)The Behavior of Stock-Market Prices (1965)The Information Content of Annual Earnings Announcements (1968)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure level and the cost of equity capital. (1997)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)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Why is There so Little Money in U.S. Politics? (2003)Belief in a Just World and Redistributive Politics (2006)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2010Review of Economic Studies2,967 cited
  • 2001Essays on disclosure2,478 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1995Differential Interpretation of Public Signals and Trade in Speculative Markets1,192 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1991Trading Volume and Price Reactions to Public Announcements1,097 cited
  • 2001A review of the empirical disclosure literature: discussion805 cited

Cited by

  • 2008Does international cross-listing improve the information environment440 cited
  • 2006The economic consequences of increased disclosure: Evidence from international cross-listings☆435 cited
  • 2011Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research*

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

275 cited
  • 2009The joint effects of materiality thresholds and voluntary disclosure incentives on firms’ disclosure decisions218 cited
  • 2012IFRS reporting, firm-specific information flows, and institutional environments: international evidence207 cited
  • 2018Does crackdown on corruption reduce stock price crash risk? Evidence from China200 cited
  • 2002The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings191 cited
  • 2019Raising short-term debt for long-term investment and stock price crash risk: Evidence from China141 cited
  • 2011Earnings management and market liquidity114 cited
  • 2005Auditor compensation, disclosure quality, and market liquidity: Evidence from the stock market108 cited
  • 2010Director Capital and Corporate Disclosure Quality108 cited
  • 2014State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization105 cited
  • 2009Mandatory IFRS Reporting and Stock Price Informativeness104 cited
  • 2003Discussion of ADRs, Analysts, and Accuracy: Does Cross‐Listing in the United States Improve a Firm's Information Environment and Increase Market Value?102 cited
  • 2012Information Content of Earnings Announcements: Evidence from After-Hours Trading102 cited
  • 2009Disclosure of GAAP line items in earnings announcements96 cited