Dark Trading and Post-Earnings-Announcement Drift
Author:
Affiliation:
1. Yale School of Management, Yale University, New Haven, Connecticut 06520;
2. Gies College of Business, University of Illinois at Urbana-Champaign, Champaign, Illinois 61820
Abstract
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Reference57 articles.
1. Liquidity and leverage
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4. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality
5. Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
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