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Informed trading before positive vs. negative earnings surprises

Citations

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Cited by:

  1. Arcuri, Maria Cristina & Gandolfi, Gino & Russo, Ivan, 2023. "Does fake news impact stock returns? Evidence from US and EU stock markets," Journal of Economics and Business, Elsevier, vol. 125.
  2. Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019. "Overnight momentum, informational shocks, and late informed trading in China," International Review of Financial Analysis, Elsevier, vol. 66(C).
  3. Chune Young Chung & Yunjae Lee & Doojin Ryu, 2017. "Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 309-322, December.
  4. Chung, Chune Young & Sul, Hong Kee & Wang, Kainan, 2021. "A tale of two forms of proximity: Geography and market," Journal of Business Research, Elsevier, vol. 122(C), pages 14-23.
  5. Chang Liu & Chune Young Chung & Hong Kee Sul & Kainan Wang, 2018. "Does hometown advantage matter? The case of institutional blockholder monitoring on earnings management in Korea," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 49(2), pages 196-221, February.
  6. Gao, Shenghao & Meng, Qingbin & Chan, Kam C., 2016. "IPO pricing: Do institutional and retail investor sentiments differ?," Economics Letters, Elsevier, vol. 148(C), pages 115-117.
  7. 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.
  8. Park, Keun Woo & Hong, Dahae & Oh, Ji Yeol Jimmy, 2019. "Investor behavior around monetary policy announcements: Evidence from the Korean stock market," Finance Research Letters, Elsevier, vol. 28(C), pages 355-362.
  9. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
  10. Olena Onishchenko & Numan Ülkü, 2022. "Investor types' trading around the short‐term reversal pattern," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2627-2647, April.
  11. Kao, Lanfeng & Chen, Anlin & Lu, Cheng-Shou, 2022. "Retail investor attention and IPO prices with a pre-IPO market," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 416-432.
  12. Charles Braymen & John R. Wingender, 2023. "International banking facilities and bank value," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 351-377, December.
  13. Li, Hong-Quan & Yang, Yang, 2024. "Can the readability of an annual report forecast negative earnings surprises?," Finance Research Letters, Elsevier, vol. 62(PA).
  14. Hyoseok (David) Hwang, 2021. "Changes in trading behavior of analyst‐affiliated institutions: the impact of the global analyst research settlement," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 30(3), pages 65-83, August.
  15. Neenu C & T Mohamed Nishad, 2022. "Behavior of Financial Markets Around News Announcements: A Review Based on Bibliometric Analysis of Scientific Fields," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 14(2), pages 143-172, December.
  16. Justin Cox & Adam Schwartz & Robert Ness, 2020. "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 724-748, October.
  17. Nguyen Ngoc Anh Le & Xiangkang Yin & Jing Zhao, 2020. "Effects of investor tax heterogeneity on stock prices and trading behaviour around the ex‐dividend day: the case of Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3775-3812, December.
  18. Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019. "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
  19. Neszveda, Gábor & Csillag, Balázs, 2022. "Gyorsjelentés - lassú árfolyam? A gyorsjelentés utáni árfolyamsodródás vizsgálata a magyar részvénypiacon [Post-earnings announcement drift on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 801-824.
  20. Randy Jorgensen & Tirimba Obonyo & John R. Wingender, 2024. "De-risking pension plans: the impact on firm value from lump-sum buyouts," Risk Management, Palgrave Macmillan, vol. 26(3), pages 1-19, September.
  21. Chung, Chune Young & Kim, Hyeik & Wang, Kainan, 2022. "Do domestic or foreign institutional investors matter? The case of firm information asymmetry in Korea," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  22. Frank, Murray Z. & Sanati, Ali, 2018. "How does the stock market absorb shocks?," Journal of Financial Economics, Elsevier, vol. 129(1), pages 136-153.
  23. Diego Agudelo & Diego Amaya & Juliana Hincapié & Julián Múnera, 2017. "Attention-based vs information-based trading around announcements. Evidence from an emerging market," Documentos de Trabajo de Valor Público 16359, Universidad EAFIT.
  24. Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020. "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  25. Edward A. E. Jones & Anthony K. Kyiu & Hao Li, 2021. "Earnings informativeness and trading frequency: Evidence from African markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1064-1086, January.
  26. Zhang, Sijia & Gregoriou, Andros, 2020. "Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market," Journal of Business Research, Elsevier, vol. 116(C), pages 13-26.
  27. Kang, Sanggyu & Chung, Chune Young & Kim, Dong-Soon, 2019. "The effect of institutional blockholders' short-termism on firm innovation: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  28. Gao, Shenghao & Meng, Qingbin & Chan, Kam C. & Wu, Weixing, 2017. "Earnings management before IPOs: Are institutional investors misled?," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 90-108.
  29. Xiao, Xijuan & Yamamoto, Ryuichi, 2024. "Overnight earnings announcements and preopening price discovery," Japan and the World Economy, Elsevier, vol. 70(C).
  30. 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).
  31. Pham, Linh & Cepni, Oguzhan, 2022. "Extreme directional spillovers between investor attention and green bond markets," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 186-210.
  32. Chung, Chune Young & DeVault, Luke & Wang, Kainan, 2019. "Perceived information, short interest, and institutional demand," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 22-38.
  33. Jingbin He & Xinru Ma, 2021. "Extreme Temperatures and Firm-Level Stock Returns," IJERPH, MDPI, vol. 18(4), pages 1-22, February.
  34. Chune Young Chung & Seok‐Kyun Hur & Suk Bong Kim, 2020. "Overnight block trades in the Korean stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2231-2261, September.
  35. Eom, Yunsung & Hahn, Jaehoon & Sohn, Wook, 2019. "Individual investors and post-earnings-announcement drift: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 379-398.
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