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Informed trading before positive vs. negative earnings surprises · Study

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ArticleInformed trading before positive vs. negative earnings surprises

Tae‐Jun Park2014

Article2014

Informed trading before positive vs. negative earnings surprises

Tae‐Jun Park · Kyojik Song

65 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Auditing, Earnings Management, Governance Financial Analysis and Corporate Governance

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References

2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 2002Illiquidity and stock returns: cross-section and time-series effects 1968An Empirical Evaluation of Accounting Income Numbers 2005The economic implications of corporate financial reporting 1983Discretionary disclosure 1993Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures 2008Do Managers Withhold Bad News?2000The investment behavior and performance of various investor types: a study of Finland's unique data set

Cited by

2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China 2022Positive information shocks, investor behavior and stock price crash risk 2023Does fake news impact stock returns? Evidence from US and EU stock markets 2019The effect of institutional blockholders' short-termism on firm innovation: Evidence from the Korean market

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Year2014

Typearticle

Published2014-09-28

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations65

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2014.09.016

openalex_workW2069907989

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