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Trading Volume, Information Asymmetry, and Timing Information

Citations

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Cited by:

  1. Biktimirov, Ernest N. & Afego, Pyemo N., 2022. "Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?," Finance Research Letters, Elsevier, vol. 47(PA).
  2. Michael R. King, 2009. "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, vol. 38(4), pages 699-726, December.
  3. Yanzhi Wang & Sheng-Syan Chen & Yen-Ting Cheng, 2011. "Revisiting corporate dividends and seasoned equity issues," Review of Quantitative Finance and Accounting, Springer, vol. 36(1), pages 133-151, January.
  4. Frank Gyamfi-Yeboah & Alan Ziobrowski & Philip Seagraves, 2014. "Institutional Ownership and the Dynamics of Trading Volume around FFO Announcements," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 73-90, July.
  5. Bixia Xu, 2006. "R&D Progress, stock price volatility, and post-announcement drift: An empirical investigation into biotech firms," Review of Quantitative Finance and Accounting, Springer, vol. 26(4), pages 391-408, June.
  6. Paolo Colla & Antonio Mele, 2010. "Information Linkages and Correlated Trading," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 203-246, January.
  7. Levi, Shai & Zhang, Xiao-Jun, 2015. "Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium," Journal of Financial Economics, Elsevier, vol. 118(2), pages 383-398.
  8. Melquiades Pereira de Lima Júnior, 2017. "Learning, Portfolio Complexity and Informational Asymmetry in Forecasts of Sell-Side Analysts," Brazilian Business Review, Fucape Business School, vol. 14(2), pages 133-159, March.
  9. Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021. "The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
  10. Mustaruddin Mustaruddin & Aristya Dinata & Wendy Wendy & Anwar Azazi, 2017. "Asymmetric Information and Capital Structure: Empirical Evidence from Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 8-15.
  11. Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2012, January-A.
  12. Daniel Cahill & Kingsley Fong & Marvin Wee & Joey Wenling Yang, 2020. "The role of implied volatility in liquidity provision," Australian Journal of Management, Australian School of Business, vol. 45(1), pages 45-71, February.
  13. Tran, Dung Viet & Hassan, M. Kabir & Houston, Reza, 2019. "Activity strategies, information asymmetry, and bank opacity," Economic Modelling, Elsevier, vol. 83(C), pages 160-172.
  14. Marc Bohmann & Vinay Patel, 2020. "Information Leakage in Energy Derivatives around News Announcements," Published Paper Series 2020-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  15. Aymen Ajina & Faten Lakhal & Danielle Sougné, 2015. "Institutional investors, information asymmetry and stock market liquidity in France," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 11(1), pages 44-59, February.
  16. Priyanka Naik & B G Poornima & Y V Reddy, 2020. "Measuring liquidity in Indian stock market: A dimensional perspective," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-17, September.
  17. Marks, Joseph M. & Shang, Chenguang, 2024. "Business seasonality and stock liquidity," Journal of Financial Markets, Elsevier, vol. 67(C).
  18. Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo, 2017. "The effect of data breach announcements beyond the stock price: Empirical evidence on market activity," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 146-154.
  19. Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Out of Sync: Dispersed Short Selling and the Correction of Mispricing," Working Papers 108, Red Nacional de Investigadores en Economía (RedNIE).
  20. Huang, Yin-Siang & Bui, Dien Giau & Lin, Chih-Yung & Robin,, 2022. "The effect of abnormal institutional attention on bank loans," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
  21. Hadhri, Sinda, 2023. "Do cryptocurrencies feel the music?," International Review of Financial Analysis, Elsevier, vol. 89(C).
  22. Melissa Woodley & Peter DaDalt & John R. Wingender, 2020. "The price and volume response to earnings announcements in the corporate bond market," The Financial Review, Eastern Finance Association, vol. 55(4), pages 669-696, November.
  23. Antonio Cerqueira & Claudia Pereira, 2017. "Accruals quality, managers’ incentives and stock market reaction: evidence from Europe," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1606-1626, April.
  24. Seccia, Giulio & Banerjee, Anurag, 2011. "Deadline and welfare effects of scheduling information releases," Discussion Paper Series In Economics And Econometrics 186015, Economics Division, School of Social Sciences, University of Southampton.
  25. Chan, Terence & Watson, Iain & Wee, Marvin, 2005. "The impact of the Internet on earnings announcements," Pacific-Basin Finance Journal, Elsevier, vol. 13(3), pages 263-300, June.
  26. Chung, Yessica C.Y. & Kunene, Noxolo & Chang, Hung-Hao, 2024. "Renewable energy certificates and firm value: Empirical evidence in Taiwan," Energy Policy, Elsevier, vol. 184(C).
  27. W. K. Adrian Cheung & Eduardo Roca, 2010. "Do Pacific Basin Investors Value Corporate Sustainability?," Discussion Papers in Finance finance:201016, Griffith University, Department of Accounting, Finance and Economics.
  28. Glavas, Dejan & Bancel, Franck, 2018. "Are Agency Problems a Determinant of Green Bond Issuance?," MPRA Paper 88377, University Library of Munich, Germany.
  29. Lawrence Kryzanowski & Skander Lazrak, 2011. "Informed traders of cross-listed shares trade more in the domestic market around earnings releases," Review of Quantitative Finance and Accounting, Springer, vol. 36(1), pages 1-31, January.
  30. repec:zbw:bofrdp:2018_001 is not listed on IDEAS
  31. Joshua Madsen, 2017. "Anticipated Earnings Announcements and the Customer–Supplier Anomaly," Journal of Accounting Research, Wiley Blackwell, vol. 55(3), pages 709-741, June.
  32. Tripathi, Abhinava & Pandey, Ashish, 2021. "Information dissemination across global markets during the spread of COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 103-115.
  33. 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.
  34. Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1/2018, Bank of Finland.
  35. Chen, Deqiu & Ma, Yujing & Martin, Xiumin & Michaely, Roni, 2022. "On the fast track: Information acquisition costs and information production," Journal of Financial Economics, Elsevier, vol. 143(2), pages 794-823.
  36. Frino, Alex & Prodromou, Tina & Wang, George H.K. & Westerholm, P. Joakim & Zheng, Hui, 2017. "An empirical analysis of algorithmic trading around earnings announcements," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 34-51.
  37. Martin Wallmeier, 2009. "Kapitalmarktwirkungen der Berichterstattung zur Unternehmensleistung," Schmalenbach Journal of Business Research, Springer, vol. 61(2), pages 212-224, March.
  38. Erik J. Mayer, 2021. "Advertising, investor attention, and stock prices: Evidence from a natural experiment," Financial Management, Financial Management Association International, vol. 50(1), pages 281-314, March.
  39. Brian J. Bushee & John E. Core & Wayne Guay & Sophia J.W. Hamm, 2010. "The Role of the Business Press as an Information Intermediary," Journal of Accounting Research, Wiley Blackwell, vol. 48(1), pages 1-19, March.
  40. Marc Bohmann, 2020. "Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2020, January-A.
  41. Geranio, Manuela & Lazzari, Valter, 2019. "Stress testing the equity home bias: A turnover analysis of Eurozone markets," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 70-85.
  42. Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla, 2013. "Short sale restrictions, differences of opinion, and single-country, closed-end fund discount," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 44-50.
  43. Kim, Junwoo & Kim, Robert & Kim, Sangwan, 2020. "Does financial statement comparability mitigate delayed trading volume before earnings announcements?," Journal of Business Research, Elsevier, vol. 107(C), pages 62-75.
  44. Lin, Chien-Chung & Wu, Huan-Ting, 2019. "How to test an insider trading law and its effectiveness: Price movements and comparative empirical data from Taiwan," International Review of Law and Economics, Elsevier, vol. 57(C), pages 22-36.
  45. Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017. "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, vol. 32(C), pages 28-48.
  46. Charoenwong, Charlie & Ding, David K. & Wang, Ping, 2013. "Short sales constraint and SEO pricing," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 107-118.
  47. Himmelmann, Achim & Schiereck, Dirk, 2012. "Drug approval decisions: A note on stock liquidity effects," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 640-652.
  48. Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018. "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, vol. 70(C), pages 194-202.
  49. Sonya Zhu, 2023. "Volume dynamics around FOMC announcements," BIS Working Papers 1079, Bank for International Settlements.
  50. Hsu, Audrey Wen-hsin & Liu, Sophia Hsin-Tsai, 2016. "Organizational structure, agency costs, and accrual quality," Journal of Contemporary Accounting and Economics, Elsevier, vol. 12(1), pages 35-60.
  51. Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai, 2016. "Time-Varying Crash Risk: The Role of Stock Market Liquidity," Staff Working Papers 16-35, Bank of Canada.
  52. Liao, Lin & Kang, Helen & Morris, Richard D. & Tang, Qingliang, 2013. "Information asymmetry of fair value accounting during the financial crisis," Journal of Contemporary Accounting and Economics, Elsevier, vol. 9(2), pages 221-236.
  53. Zhang, Sijia & Gregoriou, Andros & Wu, He, 2024. "Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns," International Review of Financial Analysis, Elsevier, vol. 94(C).
  54. Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017. "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, vol. 32(C), pages 38-51.
  55. Nor Elliany Hawa Ibrahim & Kamarun Nisham Taufil Mohd & Karren Lee-Hwei Khaw, 2019. "Effect of Standardization of Trading Board Lot on Abnormal Liquidity in Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 89-102.
  56. Ma, Chaoqun & Mi, Xianhua & Cai, Zongwu, 2020. "Nonlinear and time-varying risk premia," China Economic Review, Elsevier, vol. 62(C).
  57. Haggard, K. Stephen & Howe, John S. & Lynch, Andrew A., 2015. "Do baths muddy the waters or clear the air?," Journal of Accounting and Economics, Elsevier, vol. 59(1), pages 105-117.
  58. Seok‐Kyun Hur & Chune Young Chung, 2019. "The Distribution Of Betas In Presence Of Nontraded Assets," Bulletin of Economic Research, Wiley Blackwell, vol. 71(1), pages 90-112, January.
  59. Claudio Loderer & Marc-André Mittermayer, 2006. "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(I), pages 79-114, March.
  60. Alexis Cellier & Pierre Chollet & Jean†François Gajewski, 2016. "Do Investors Trade around Social Rating Announcements?," European Financial Management, European Financial Management Association, vol. 22(3), pages 484-515, June.
  61. Guo, Yongzhen & Wang, Yinghuan, 2024. "It is a small world: The effect of analyst-media school ties on analyst performance," International Review of Financial Analysis, Elsevier, vol. 94(C).
  62. Berkman, Henk & Eugster, Marco, 2017. "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, vol. 33(C), pages 102-123.
  63. 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.
  64. Jocelyn D. Evans & Elise Perrault & Timothy A. Jones, 2017. "Managers’ Moral Obligation of Fairness to (All) Shareholders: Does Information Asymmetry Benefit Privileged Investors at Other Shareholders’ Expense?," Journal of Business Ethics, Springer, vol. 140(1), pages 81-96, January.
  65. William R. Sodjahin & Marie-Claude Beaulieu, 2013. "The impact of firm-specific information during the registration period on initial public offering pricing," Applied Financial Economics, Taylor & Francis Journals, vol. 23(13), pages 1083-1096, July.
  66. Locke, Peter & Onayev, Zhan, 2007. "Order flow, dealer profitability, and price formation," Journal of Financial Economics, Elsevier, vol. 85(3), pages 857-887, September.
  67. Ante, Lennart, 2023. "How Elon Musk's Twitter activity moves cryptocurrency markets," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
  68. Manuela Geranio & Valter Lazzari, 2019. "Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets," BAFFI CAREFIN Working Papers 19114, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  69. Fujun Lai & Qian Wang & Qingxiang Feng, 2019. "Does Chinese Financial Market Information Promote Listed Manufacturing Firms’ Productivity?," Sustainability, MDPI, vol. 11(2), pages 1-20, January.
  70. Albert S. Kyle & Anna Obizhaeva & Nitish Ranjan Sinha & Tugkan Tuzun, 2017. "News Articles and Equity Trading," Working Papers w0233, New Economic School (NES).
  71. He, Wenjian & Chen, Xiaoyang & Liu, Zhiyong John, 2022. "Can anti-corruption help realize the “strong” Porter Hypothesis in China? Evidence from Chinese manufacturing enterprises," Journal of Asian Economics, Elsevier, vol. 80(C).
  72. Aktas, Nihat & de Bodt, Eric & Van Oppens, Hervé, 2008. "Legal insider trading and market efficiency," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1379-1392, July.
  73. Qin Lei & Xuewu Wang, 2014. "Time†Varying Liquidity Trading, Private Information and Insider Trading," European Financial Management, European Financial Management Association, vol. 20(2), pages 321-351, March.
  74. Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2021. "The Homogenous Properties of Automated Market Makers," Papers 2105.02782, arXiv.org.
  75. Pham, Mia Hang, 2020. "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, vol. 50(C).
  76. Moses, Olayinka & Houqe, Muhammad Nurul & van Zijl, Tony, 2018. "What is the economic value of the Extractive Industries Transparency Initiative (EITI) information disclosure?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 14(2), pages 216-233.
  77. Han, Bing & Tang, Ya & Yang, Liyan, 2016. "Public information and uninformed trading: Implications for market liquidity and price efficiency," Journal of Economic Theory, Elsevier, vol. 163(C), pages 604-643.
  78. repec:ipg:wpaper:2014-405 is not listed on IDEAS
  79. Imre Karafiath, 2009. "Detecting cumulative abnormal volume: a comparison of event study methods," Applied Economics Letters, Taylor & Francis Journals, vol. 16(8), pages 797-802.
  80. Nguyet Nguyen, 2022. "Informed Trading in Dark Pools: Fair-Access Dark Venue vs. Restricted-Access Dark Venues," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-37, June.
  81. Ng, Anthony C. & Rezaee, Zabihollah, 2020. "Business sustainability factors and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 64(C).
  82. Ajina, Aymen & Habib, Aymen, 2017. "Examining the relationship between earning management and market liquidity," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1164-1172.
  83. Jagjeev Dosanjh, 2017. "Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2017, January-A.
  84. Li, Ting & Zaiats, Nataliya, 2017. "Information environment and earnings management of dual class firms around the world," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 1-23.
  85. Robert Stoumbos, 2023. "The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency," Management Science, INFORMS, vol. 69(3), pages 1901-1928, March.
  86. Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019. "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
  87. Lili Dai & Jerry T. Parwada & Donald W. Winchester & Bohui Zhang, 2022. "The more we know, the less we agree: A test of the trading horizon heterogeneity theory," The Financial Review, Eastern Finance Association, vol. 57(1), pages 45-67, February.
  88. Danny Lo, 2015. "Essays in Market Microstructure and Investor Trading," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4-2015, January-A.
  89. Hope, Ole-Kristian & Wang, Jingjing, 2018. "Management deception, big-bath accounting, and information asymmetry: Evidence from linguistic analysis," Accounting, Organizations and Society, Elsevier, vol. 70(C), pages 33-51.
  90. Seung Han & William Moore & Yoon Shin & Seongbaek Yi, 2013. "Unsolicited Versus Solicited: Credit Ratings and Bond Yields," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(3), pages 293-319, June.
  91. Suchismita Mishra & Le Zhao, 2021. "Order Routing Decisions for a Fragmented Market: A Review," JRFM, MDPI, vol. 14(11), pages 1-32, November.
  92. Henk Berkman & Cameron Truong, 2009. "Event Day 0? After‐Hours Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 47(1), pages 71-103, March.
  93. Huddart, Steven & Ke, Bin & Shi, Charles, 2007. "Jeopardy, non-public information, and insider trading around SEC 10-K and 10-Q filings," Journal of Accounting and Economics, Elsevier, vol. 43(1), pages 3-36, March.
  94. Rashid AMIN & Habib AHMAD, 2013. "Does Investor Attention Matter�S?," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 4(4), pages 111-125, December.
  95. Kahraman, Bige & Pachare, Salil, 2018. "Show us your shorts!," CEPR Discussion Papers 12658, C.E.P.R. Discussion Papers.
  96. Biktimirov, Ernest N. & Afego, Pyemo N., 2022. "Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index," Finance Research Letters, Elsevier, vol. 44(C).
  97. Huang, Chong & Lunawat, Radhika & Wang, Qiguang, 2024. "Disagreement about public information quality and informational price efficiency," Journal of Financial Economics, Elsevier, vol. 152(C).
  98. KiHoon Jimmy Hong & Eliza Wu, 2014. "Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?," Research Paper Series 346, Quantitative Finance Research Centre, University of Technology, Sydney.
  99. Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013. "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, vol. 35(C), pages 674-681.
  100. Smales, Lee A., 2016. "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 367-383.
  101. Julio A. Crego, 2017. "Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report," Working Papers wp2017_1714, CEMFI.
  102. Kei Kawakami, 2014. "Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets," Department of Economics - Working Papers Series 1188, The University of Melbourne.
  103. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019. "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 117-135.
  104. Dutordoir, Marie & Li, Hui & Liu, Frank Hong & Verwijmeren, Patrick, 2016. "Convertible bond announcement effects: Why is Japan different?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 76-92.
  105. Park, Tae-Jun & Lee, Youngjoo & Song, Kyojik “Roy”, 2014. "Informed trading before positive vs. negative earnings surprises," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 228-241.
  106. Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
  107. Xing, Xuejing & Yan, Shan, 2018. "Labor unions and information asymmetry among investors," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 174-187.
  108. Lof, Matthijs & van Bommel, Jos, 2023. "Asymmetric information and the distribution of trading volume," Journal of Corporate Finance, Elsevier, vol. 82(C).
  109. Julio A. Crego, 2017. "Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report," Working Papers wp2018_1714, CEMFI.
  110. Wong, Jin Boon & Zhang, Qin, 2022. "Stock market reactions to adverse ESG disclosure via media channels," The British Accounting Review, Elsevier, vol. 54(1).
  111. Meyer, Julia, 2024. "Willingness to take risks for sustainability during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 59(C).
  112. Pierpaolo Battigalli & Carlo Chiarella & Stefano Gatti & Tommaso Orlando, 2017. "M&A negotiations with limited information: how do opaque firms buy and get bought?," Working Papers 596, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  113. Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022. "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 155-175.
  114. Albert S. Kyle & Anna Obizhaeva & Nitish Ranjan Sinha & Tugkan Tuzun, 2017. "News Articles and Equity Trading," Working Papers w0233, Center for Economic and Financial Research (CEFIR).
  115. Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017. "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, vol. 125(3), pages 561-588.
  116. Chu, Gang & Li, Xiao & Zhang, Yongjie, 2022. "Information demand and net selling around earnings announcement," Research in International Business and Finance, Elsevier, vol. 59(C).
  117. repec:uts:finphd:34 is not listed on IDEAS
  118. Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers 8743, C.E.P.R. Discussion Papers.
  119. Kim, Hyeong Joon & Han, Seung Hun, 2019. "Convertible bond announcement returns, capital expenditures, and investment opportunities: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 331-348.
  120. Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018. "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers 2018-68, Kiel Institute for the World Economy (IfW Kiel).
  121. Dean Katselas & Baljit K. Sidhu & Chuan Yu, 2021. "Liquidity and information asymmetry around unscheduled mining announcements," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3053-3087, June.
  122. Emiliano Pagnotta, 2016. "Chasing Private Information," 2016 Meeting Papers 1673, Society for Economic Dynamics.
  123. Cho, Jin-Wan, 2007. "Earnings announcements, private information, and strategic informed trading," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 117-149, January.
  124. Hiren Patel, 2021. "Target Price Achievement and Target Price Accuracy Models: An Analysis of Advisory Firms’ Recommendation for the Indian Banking Stocks," Global Business Review, International Management Institute, vol. 22(2), pages 459-473, April.
  125. Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School.
  126. Qin Wang & Hsiao-Fen Yang, 2015. "Earnings announcements, trading volume, and price discovery: evidence from dual class firms," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 669-700, May.
  127. Dayanandan, Ajit & Donker, Han & Karahan, Gökhan, 2017. "Do voluntary disclosures of bad news improve liquidity?," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 16-29.
  128. Li, Keming, 2024. "Informed trading prior to financial misconduct: Evidence from option markets," Journal of Financial Markets, Elsevier, vol. 67(C).
  129. Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021. "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, vol. 140(3), pages 916-940.
  130. Choy, Siu Kai & Wei, Jason, 2012. "Option trading: Information or differences of opinion?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2299-2322.
  131. Mark Iarovyi & sasson Bar Yosef & Itzhak Venezia, 2017. "Implied Maturity Mismatches and Investor Disagreement," Proceedings of Economics and Finance Conferences 4507072, International Institute of Social and Economic Sciences.
  132. Akdoğu, Evrim & Alp Paukowits, Aysun & Celikyurt, Ugur, 2020. "The relationship of G-Index and convertible debt issuance in the presence of restrictive covenants," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 373-390.
  133. Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019. "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 331-343.
  134. Iuliia Brushko & Stephen P. Ferris & Jan Hanousek & Jiri Tresl, 2020. "Intra-Industry Transfer of Information Inferred From Trading Volume," CERGE-EI Working Papers wp663, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  135. Jeremiah Harris & William O'Brien, 2022. "Do U.S. firms disguise acquisitions to avoid taxes?," The Financial Review, Eastern Finance Association, vol. 57(1), pages 95-127, February.
  136. Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3, July-Dece.
  137. Danny Lo, 2015. "Essays in Market Microstructure and Investor Trading," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 22, July-Dece.
  138. Justin Cox, 2020. "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 587-610, July.
  139. Bai, Min & Qin, Yafeng, 2014. "Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 98-122.
  140. W.K. Adrian Cheung & Eduardo Roca, 2010. "Is Corporate Sustainability valued by Australian Investors?," Discussion Papers in Finance finance:201017, Griffith University, Department of Accounting, Finance and Economics.
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