TRADING VOLUME AND PRICE REACTIONS TO PUBLIC ANNOUNCEMENTS

被引：438

作者：

KIM, O ^{[1
]}

VERRECCHIA, RE ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

JOURNAL OF ACCOUNTING RESEARCH | 1991年 / 29卷 / 02期

关键词：

D O I：

10.2307/2491051

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：302 / 321

页数：20

共 32 条

[1] A Theory of Intraday Patterns: Volume and Price Variability [J].

Admati, Anat R. ;

Pfleiderer, Paul .

REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) :3-40

[2] A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS [J].

ADMATI, AR .

ECONOMETRICA, 1985, 53 (03) :629-657

[3] PREDISCLOSURE INFORMATION, FIRM CAPITALIZATION, AND SECURITY PRICE BEHAVIOR AROUND EARNINGS ANNOUNCEMENTS [J].

ATIASE, RK .

JOURNAL OF ACCOUNTING RESEARCH, 1985, 23 (01) :21-36

[4]

BAMBER LS, 1987, ACCOUNT REV, V62, P510

[5] THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH [J].

BAMBER, LS .

JOURNAL OF ACCOUNTING RESEARCH, 1986, 24 (01) :40-56

[6]

BEAVER W, 1968, J ACCOUNTING RES S, P67

[7]

BROWN DP, 1987, TECHNICAL ANAL

[8] INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY [J].

DIAMOND, DW ;

VERRECCHIA, RE .

JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (03) :221-235

[9] THE ASSOCIATION BETWEEN ACCOUNTING EARNINGS AND SECURITY RETURNS FOR LARGE AND SMALL FIRMS [J].

FREEMAN, RN .

JOURNAL OF ACCOUNTING & ECONOMICS, 1987, 9 (02) :195-228

[10] BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS [J].

GLOSTEN, LR ;

MILGROM, PR .

JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) :71-100

← 1 2 3 4 →