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The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry
16 references·16 citing·45 second hopsampled
The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry (2004)The Impact of Regulation Fair Disclosure:…Trade Execution Costs and Market Quality after Decimalization (2003)Trade Execution Costs and Mar…Regulation FD and the Financial Information Environment: Early Evidence (2003)Regulation FD and the Financi…Do Conference Calls Affect Analysts' Forecasts? (2002)Do Conference Calls Affect An…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…An Empirical Examination of Conference Calls as a Voluntary Disclosure Medium (1999)An Empirical Examination of C…Liquidity, Information, and Infrequently Traded Stocks (1996)Liquidity, Information, and I…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Stealth trading and volatility (1993)Stealth trading and volatilitySpreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Spreads, Depths, and the Impa…Investment Analysis and the Adjustment of Stock Prices to Common Information (1993)Investment Analysis and the A…Market reaction to anticipated announcements (1991)Market reaction to anticipate…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Quarterly Dividend and Earnin…The democratization of investment research and the informativeness of retail investor trading (2021)The democratization of invest…Informing the Market: The Effect of Modern Information Technologies on Information Production (2019)Informing the Market: The Eff…Deal Initiation in Mergers and Acquisitions (2018)Deal Initiation in Mergers an…Corporate jets and private meetings with investors (2018)Corporate jets and private me…Do Investors Benefit from Selective Access to Management? (2017)Do Investors Benefit from Sel…Analysts’ Forecasts and Asset Pricing: A Survey (2016)Analysts’ Forecasts and Asset…Professional Investor Relations within the Firm (2014)Professional Investor Relatio…Regulation FD: A Review and Synthesis of the Academic Literature (2013)Regulation FD: A Review and S…Economic Consequences of Accounting Enforcement Reforms: The Case of Germany (2011)Economic Consequences of Acco…Does Regulation FD work? Evidence from analysts' reliance on public disclosure (2011)Does Regulation FD work? Evid…Regulation fair disclosure and the cost of equity capital (2009)Regulation fair disclosure an…Regulation Fair Disclosure and the Cost of Adverse Selection (2008)Regulation Fair Disclosure an…Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital (2007)Information asymmetry, inform…SEC Regulation Fair Disclosure, information, and the cost of capital (2006)SEC Regulation Fair Disclosur…Information Leakage and Market Efficiency (2005)Information Leakage and Marke…Who is Afraid of Reg Fd? The Behavior and Performance of Sell-Side Analysts Following the Sec's Fair Disclosure Rules (2002)Who is Afraid of Reg Fd? The …The market for corporate control (1983)Continuous Auctions and Insider Trading (1985)Stealth-trading: Which traders' trades move stock prices? (2001)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)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)Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Asset pricing and the bid-ask spread (1986)The Components of the Bid-Ask Spread: A General Approach (1997)Liquidity and stock returns: An alternative test (1998)Market microstructure: A survey (2000)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Transactions, Volume, and Volatility (1994)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Theory of rational option pricing (2005)Dividend Policy, Growth, and the Valuation of Shares (1961)An Empirical Evaluation of Accounting Income Numbers (1968)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The valuation effects of stock splits and stock dividends (1984)Corporate research and development expenditures and share value (1990)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)The Cross-Section of Expected Stock Returns (1992)Presidential Address: Friction (2000)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™ (2013)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
  • 1980Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis1,137 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
  • 1993Stealth trading and volatility948 cited
  • 1993Investment Analysis and the Adjustment of Stock Prices to Common Information640 cited
  • 1991Market reaction to anticipated announcements596 cited
  • 1999An Empirical Examination of Conference Calls as a Voluntary Disclosure Medium595 cited
  • 2003Trade Execution Costs and Market Quality after Decimalization512 cited

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2003
Regulation FD and the Financial Information Environment: Early Evidence
508 cited
  • 2002Do Conference Calls Affect Analysts' Forecasts?452 cited
  • Cited by

    • 2019Informing the Market: The Effect of Modern Information Technologies on Information Production246 cited
    • 2016Analysts’ Forecasts and Asset Pricing: A Survey241 cited
    • 2021The democratization of investment research and the informativeness of retail investor trading220 cited
    • 2005Information Leakage and Market Efficiency203 cited
    • 2007Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital197 cited
    • 2018Corporate jets and private meetings with investors185 cited
    • 2017Do Investors Benefit from Selective Access to Management?183 cited
    • 2006SEC Regulation Fair Disclosure, information, and the cost of capital180 cited
    • 2014Professional Investor Relations within the Firm153 cited
    • 2018Deal Initiation in Mergers and Acquisitions134 cited
    • 2013Regulation FD: A Review and Synthesis of the Academic Literature114 cited
    • 2011Does Regulation FD work? Evidence from analysts' reliance on public disclosure108 cited
    • 2011Economic Consequences of Accounting Enforcement Reforms: The Case of Germany106 cited
    • 2002Who is Afraid of Reg Fd? The Behavior and Performance of Sell-Side Analysts Following the Sec's Fair Disclosure Rules106 cited
    • 2008Regulation Fair Disclosure and the Cost of Adverse Selection104 cited
    • 2009Regulation fair disclosure and the cost of equity capital103 cited