Information asymmetry surrounding earnings and dividend announcements: An intra-day analysis
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DOI: 10.1016/j.matcom.2005.02.015
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References listed on IDEAS
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- Daniella Acker & Mathew Stalker & Ian Tonks, 2002.
"Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements,"
Journal of Business Finance & Accounting,
Wiley Blackwell, vol. 29(9‐10), pages 1149-1179.
- Daniella Acker & Mathew Stalker & Ian Tonks, 2002. "Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(9&10), pages 1149-1179.
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Keywords
Earnings and dividend announcements; Information asymmetry; High frequency data;All these keywords.
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