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A comparison of the skewness of stock return distributions at earnings and non-earnings announcement dates
16 references·7 citing·40 second hop
A comparison of the skewness of stock return distributions at earnings and non-earnings announcement dates (1988)A comparison of the skewness of stock ret…Corporate Stakeholders and Corporate Finance (1987)Corporate Stakeholders and Co…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Security Analyst Multi-Year Earnings Forecasts and the Capital Market (1985)Security Analyst Multi-Year E…Disclosure of Nonproprietary Information (1985)Disclosure of Nonproprietary …Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)Timeliness of Reporting and t…Discretionary disclosure (1983)Discretionary disclosureThe Informational Role of Warranties and Private Disclosure about Product Quality (1981)The Informational Role of War…Good News and Bad News: Representation Theorems and Applications (1981)Good News and Bad News: Repre…Market Implications of Differential Amounts of Interim Information (1980)Market Implications of Differ…An Empirical Investigation of the Voluntary Disclosure of Corporate Earnings Forecasts (1980)An Empirical Investigation of…Issues in Financial Regulation. (1979)Issues in Financial Regulatio…The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Determination of Financia…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…Job Market Signaling (1973)Job Market SignalingAn approximate method for generating symmetric random variables (1972)An approximate method for gen…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…Does corporate tax aggressiveness explain future stock price crash? Empirical evidence from France (2020)Does corporate tax aggressive…Information leakage, site visits, and crash risk: Evidence from China (2018)Information leakage, site vis…Turn-of-the-month effect: New evidence from an emerging stock market (2016)Turn-of-the-month effect: New…Earnings Announcement Premia and the Limits to Arbitrage (2005)Earnings Announcement Premia …How Naïve Is the Market’s Use of Firm‐Specific Earnings Information? 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References

  • 1973Job Market Signaling16,329 cited
  • 1977The Determination of Financial Structure: The Incentive-Signalling Approach4,163 cited
  • 1983Discretionary disclosure3,477 cited
  • 1981Good News and Bad News: Representation Theorems and Applications3,198 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1981The Informational Role of Warranties and Private Disclosure about Product Quality2,491 cited
  • 1985Disclosure of Nonproprietary Information1,923 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1987Corporate Stakeholders and Corporate Finance1,290 cited
  • 1984Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements698 cited
  • 1980An Empirical Investigation of the Voluntary Disclosure of Corporate Earnings Forecasts490 cited
  • 1972An approximate method for generating symmetric random variables398 cited
  • 1985Security Analyst Multi-Year Earnings Forecasts and the Capital Market333 cited
  • 1980Market Implications of Differential Amounts of Interim Information

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212 cited
  • 1979Issues in Financial Regulation.104 cited
  • Cited by

    • 2005Earnings Announcement Premia and the Limits to Arbitrage54 cited
    • 1994The Development, Accomplishments and Limitations of the Theory of Stock Market Efficiency51 cited
    • 2018Information leakage, site visits, and crash risk: Evidence from China46 cited
    • 1997Day of the week effects, information seasonality, and higher moments of security returns42 cited
    • 2016Turn-of-the-month effect: New evidence from an emerging stock market31 cited
    • 2002How Naïve Is the Market’s Use of Firm‐Specific Earnings Information?25 cited
    • 2020Does corporate tax aggressiveness explain future stock price crash? Empirical evidence from France19 cited