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Are Economically Significant Stock Returns and Trading Volumes Driven by Firm‐specific News Releases?

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Cited by:

  1. Pier Luigi Marchini & Carlotta D'Este, 2015. "Comprehensive Income: which potential effects on firms? performance evaluation and users? decision process?," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2015(2), pages 55-94.
  2. R. Bellando & Z. Ben Braham & S. Galanti, 2016. "The profitability of financial analysts’ recommendations: evidence from an emerging market," Applied Economics, Taylor & Francis Journals, vol. 48(46), pages 4410-4418, October.
  3. Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, vol. 17(1), pages 14-32.
  4. Ener, Hakan, 2022. "How does CEO technical expertise influence licensing-out at technology ventures?," Technovation, Elsevier, vol. 114(C).
  5. James S. Doran & Andy Fodor & Kevin Krieger, 2010. "Option Market Efficiency and Analyst Recommendations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5-6), pages 560-590.
  6. Thusitha Mahipala & Howard Chan & Robert Faff, 2009. "Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia," Applied Financial Economics, Taylor & Francis Journals, vol. 19(21), pages 1737-1752.
  7. Craig W. Holden & Pamela S. Stuerke, 2008. "The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7‐8), pages 860-888, September.
  8. Skarlicki, Daniel & Lo, Kin & Rogo, Rafael & Avolio, Bruce J. & DeHaas, CodieAnn, 2023. "The role of CEO accounts and perceived integrity in analysts’ forecasts," Organizational Behavior and Human Decision Processes, Elsevier, vol. 176(C).
  9. Rui Fan & Oleksandr Talavera & Vu Tran, 2020. "Social media bots and stock markets," European Financial Management, European Financial Management Association, vol. 26(3), pages 753-777, June.
  10. Raphaëlle Bellando & Zahra Ben Braham & Sébastien Galanti, 2014. "The Performance of Portfolios Based on Analysts' Recommendations: the Tunisian Case," Working Papers halshs-01204662, HAL.
  11. Betton, Sandra & Davis, Frederick & Walker, Thomas, 2018. "Rumor rationales: The impact of message justification on article credibility," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 271-287.
  12. Hobbs, Jeffrey & Kovacs, Tunde & Sharma, Vivek, 2012. "The investment value of the frequency of analyst recommendation changes for the ordinary investor," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 94-108.
  13. Craig W. Holden & Pamela S. Stuerke, 2008. "The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7-8), pages 860-888.
  14. Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019. "Do upgrades matter? Evidence from trading volume," Journal of Financial Markets, Elsevier, vol. 43(C), pages 54-77.
  15. James S. Doran & Andy Fodor & Kevin Krieger, 2010. "Option Market Efficiency and Analyst Recommendations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 560-590, June.
  16. Jan M. Smolarski & Jose G. Vega, 2013. "Extreme events: a study of small oil and gas firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(3), pages 809-836, September.
  17. Alexander Kerl & Oscar Stolper & Andreas Walter, 2012. "Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 217-246, June.
  18. Gong, Rong & Marsden, Alastair, 2014. "The impact of the 2007 reforms on the level of information disclosure by the Chinese A-share market," China Economic Review, Elsevier, vol. 30(C), pages 221-234.
  19. Moussa, Faten & Delhoumi, Ezzeddine & Ouda, Olfa Ben, 2017. "Stock return and volatility reactions to information demand and supply," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 54-67.
  20. Abraham, Santhosh & Shrives, Philip J., 2014. "Improving the relevance of risk factor disclosure in corporate annual reports," The British Accounting Review, Elsevier, vol. 46(1), pages 91-107.
  21. Jolana Stejskalová, 2017. "The Impact of Attention to News about Tax Changes on the Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(6), pages 2113-2121.
  22. Ugwu Ugwu & Sule & Kehinde Oluwatoyin & Emerole & Gideon Ahamuefula, 2011. "Stock Returns and Trading Volume Relationship of the Nigerian Banking Sector: An Empirical Assessment," Journal of Social and Development Sciences, AMH International, vol. 2(1), pages 5-13.
  23. Sébastien GALANTI & Zahra BEN BRAHAM, 2013. "Recommendation Value on an Emerging Market: the Impact of Financial Analysts Recommendations on Stock Price and Trading Volume in Tunisia," LEO Working Papers / DR LEO 1393, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  24. Charron Jacques-Olivier, 2017. "Inefficient Debate. The EMH, the “Remarkable Error” and a Question of Point of View," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 7(3), pages 1-24, December.
  25. Emanuele Bajo, 2010. "The Information Content of Abnormal Trading Volume," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7‐8), pages 950-978, July.
  26. Ballinari, Daniele & Audrino, Francesco & Sigrist, Fabio, 2022. "When does attention matter? The effect of investor attention on stock market volatility around news releases," International Review of Financial Analysis, Elsevier, vol. 82(C).
  27. Elshandidy, Tamer & Fraser, Ian & Hussainey, Khaled, 2013. "Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 320-333.
  28. Moussa, Faten & BenOuda, Olfa & Delhoumi, Ezzeddine, 2017. "The use of open source internet to analysis and predict stock market trading volume," Research in International Business and Finance, Elsevier, vol. 41(C), pages 399-411.
  29. Laivi Laidroo, 2008. "Measuring Public Announcementsí Disclosure Quality on Tallinn, Riga and Vilnius Stock Exchanges," Working Papers 181, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  30. Ian Tonks, 2010. "Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3‐4), pages 408-421, April.
  31. Steve Janner & Daniel Schmidt, 2015. "Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 271-298, August.
  32. Timm O. Sprenger & Philipp G. Sandner & Andranik Tumasjan & Isabell M. Welpe, 2014. "News or Noise? Using Twitter to Identify and Understand Company-specific News Flow," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(7-8), pages 791-830, September.
  33. Yang, Ann Shawing, 2020. "Misinformation corrections of corporate news: Corporate clarification announcements," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  34. Conrad, Jennifer S & Cornell, Brad & Landsman, Wayne R. & Rountree, Brian, 2004. "How do Analyst Recommendations Respond to Major News?," University of California at Los Angeles, Anderson Graduate School of Management qt9vx341wh, Anderson Graduate School of Management, UCLA.
  35. Vlastakis, Nikolaos & Markellos, Raphael N., 2012. "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1808-1821.
  36. Jung, Jay Heon & Pae, Jinhan & Yoo, Choong-Yuel, 2015. "Do analysts treat winners and losers differently when forecasting earnings?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 531-549.
  37. Konstantinos N. Konstantakis & Despoina Paraskeuopoulou & Panayotis G. Michaelides & Efthymios G. Tsionas, 2021. "Bank deposits and Google searches in a crisis economy: Bayesian non‐linear evidence for Greece (2009–2015)," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5408-5424, October.
  38. Lin, Mei-Chen, 2023. "Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 85(C).
  39. Zahra Ben Braham & Sébastien Galanti, 2014. "Recommendation Value on an Emerging Market: the Impact of Analyst' Recommendations on Stock Prices and Trading Volumes in Tunisia," Working Papers halshs-01015380, HAL.
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