Private Information and the Costs of Trading around Quarterly Earnings Announcements-Reference-Cited by-同舟云学术

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Private Information and the Costs of Trading around Quarterly Earnings Announcements

Published:1996-11 Issue:6 Volume:52 Page:75-84
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Barclay Michael J.¹,Dunbar Craig G.²

Affiliation:

1. Michael J. Barclay is a professor of finance at the William E. Simon Graduate School of Business Administration at the University of Rochester.

2. Craig G. Dunbar is an assistant professor at the Joseph M. Katz Graduate School of Business Administration at the University of Pittsburgh.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v52.n6.2042

Reference13 articles.

1. Asset pricing and the bid-ask spread

2. An Empirical Evaluation of Accounting Income Numbers

3. Announcement effects of new equity issues and the use of intraday price data

4. Stealth trading and volatility

5. Estimating the components of the bid/ask spread

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Board Gender Diversity, Investor Protection, and Private Information-Based Trading;Global Economic Review;2019-07-02

2. The market response of insider transferring trades and firm characteristics in Taiwan;Emerging Markets Review;2013-09

3. Dynamic Volume-Return Relation, Information Asymmetry, and Trade Size: An Analysis of Australian Market;SSRN Electronic Journal;2010

4. The role of information asymmetry and financial reporting quality in debt trading: Evidence from the secondary loan market;Journal of Accounting and Economics;2008-12

5. Financial analysts and price discovery;Accounting & Finance;2008-03

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