Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis-Reference-Cited by-同舟云学术

Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis

Published:1993-04 Issue:2 Volume:6 Page:345-374
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Lee Charles M. C.,Mucklow Belinda,Ready Mark J.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/6/2/345/5180955/060345.pdf

Reference38 articles.

1. The Only Game in Town

2. Barclay M. Dunbar C. , 1991, “Private Information and Market Depth,” working paper, University of Rochester.

3. The Information Content of Annual Earnings Announcements

4. Periodic market closure and trading volume

5. Brown P. Clinch G. Foster G. , 1991, “Market Microstructure and Capital Market Information Content Research,” American Accounting Association Monograph.

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