Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1986.tb02532.x/fullpdf
Reference22 articles.
1. Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis;Aharony;Journal of Finance,1980
2. Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements;Chambers;Journal of Accounting Research,1984
3. Information Effects on the Bid-Ask Spread;Copeland;Journal of Finance,1983
4. The Demand for Brokers' Services: The Relation between Security Trading Volume and Transaction Cost;Epps;Bell Journal of Economics,1976
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