Event Day 0? After‐Hours Earnings Announcements
Top Cited Papers
- 16 January 2009
- journal article
- Published by Wiley in Journal of Accounting Research
- Vol. 47 (1) , 71-103
- https://doi.org/10.1111/j.1475-679x.2008.00312.x
Abstract
No abstract availableKeywords
This publication has 26 references indexed in Scilit:
- Earnings announcement premia and the limits to arbitrageJournal of Accounting and Economics, 2007
- The Effects of Accelerated Revenue Recognition on Earnings Management and Earnings Informativeness: Evidence from SEC Staff Accounting Bulletin No. 101The Accounting Review, 2005
- Trading Volume, Information Asymmetry, and Timing InformationThe Journal of Finance, 2005
- Capital Gains Taxes and Equity Trading: Empirical EvidenceJournal of Accounting Research, 2003
- Do Stock Prices Fully Reflect the Implications of Special Items for Future Earnings?Journal of Accounting Research, 2002
- Earnings Predictability, Information Asymmetry, and Market LiquidityJournal of Accounting Research, 2002
- Investor Sophistication and Patterns in Stock Returns after Earnings AnnouncementsThe Accounting Review, 2000
- Do Stock Prices Fully Reflect the Implications of Current Earnings for Future Earnings for AR1 Firms?Journal of Accounting Research, 2000
- Seasonalities in security returnsJournal of Financial Economics, 1988
- Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting ResearchJournal of Accounting Research, 1987