Public Information Arrival

Author:

BERRY THOMAS D.,HOWE KEITH M.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference25 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;The Review of Financial Studies,1988

2. Trading mechanisms and stock returns: An empirical investigation;Amihud;Journal of Finance,1987

3. Volatility, efficiency and trading: Evidence from the Japanese stock market;Amihud;Journal of Finance,1991

4. Atkins , A. B. S. Basu 1992 The impact of public announcements made after the stock market closes, Working paper, University of Arizona

5. Periodic market closure and trading volume: A model of intraday bids and asks;Brock;Journal of Economics Dynamics and Control,1992

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