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News-driven return reversals: Liquidity provision ahead of earnings announcements. (2014). So, Eric C. ; Wang, Sean.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:114:y:2014:i:1:p:20-35.

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Cited: 40

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  2. Trading on Talent: Human Capital and Firm Performance*. (2023). Hodson, James ; Fedyk, Anastassia.
    In: Review of Finance.
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  3. Seasonal patterns of earnings releases and post-earnings announcement drift. (2023). Zheng, Suyan ; Wu, Wentao ; Bond, Shaun.
    In: The Quarterly Review of Economics and Finance.
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  4. Dampening effect and market efficiency. (2023). Guo, Mng.
    In: Journal of Economic Dynamics and Control.
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  5. Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo.
    In: Journal of Corporate Finance.
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  6. Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations. (2023). Petrov, Constantin ; Miori, Deborah.
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  7. Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena.
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  8. Earnings announcement return extrapolation. (2022). Karolyi, Stephen A ; Ertan, Aytekin ; Stoumbos, Robert ; Kelly, Peter W.
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  9. Why do investors discount earnings announced late?. (2022). Zhu, Kevin X ; Jiang, George J ; Huang, Wei ; Chen, Linda H.
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  10. The Earnings Expectations Game and the Dispersion Anomaly. (2022). Verwijmeren, Patrick ; Veenman, David.
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  12. Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka.
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  13. Dark Trading and Post-Earnings-Announcement Drift. (2021). Zhu, Wei ; Zhang, Frank ; Thomas, Jacob.
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  14. Short-term stock price reversals after extreme downward price movements. (2021). Utz, Sebastian ; Rif, Alexandru.
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  15. Informed trading and earnings announcement driven disagreement in global markets. (2021). Chen, Tao.
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  16. VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis.
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  17. Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling.
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  18. Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo.
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  19. Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. (2020). Zhu, Yichao ; van der Heijden, Thijs ; Hameed, Allaudeen ; Grundy, Bruce D ; Goncalves-Pinto, Luis.
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  20. Time-varying demand for lottery: Speculation ahead of earnings announcements. (2020). Zhao, Shen ; Yu, Jianfeng ; Wang, Huijun ; Liu, Bibo .
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  21. The term structure of liquidity provision. (2020). Wahal, Sunil ; Conrad, Jennifer.
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  22. Does financial statement comparability mitigate delayed trading volume before earnings announcements?. (2020). Kim, Junwoo.
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  23. Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth.
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  24. JUMPS, NEWS, AND SUBSEQUENT RETURN DYNAMICS: AN INTRADAY STUDY. (2020). Yin, Xiangkang ; Zhao, Jing ; Xiao, Yuewen.
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  25. Order Flow Volatility and Equity Costs of Capital. (2019). Tong, Qing ; Subrahmanyam, Avanidhar ; Hu, Jianfeng ; Chordia, Tarun.
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  26. Price reversals and price continuations following large price movements. (2019). Dyl, Edward A ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H.
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  27. Understanding the “numbers game”. (2019). Karolyi, Stephen ; Ruchti, Thomas G ; Bird, Andrew.
    In: Journal of Accounting and Economics.
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  28. Relative performance evaluation and the timing of earnings release. (2019). Yin, Huifang ; Li, Laura Yue ; Gong, Guojin.
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  29. Disagreement after News: Gradual Information Diffusion or Differences of Opinion?. (2018). Fedyk, Anastassia.
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  30. High frequency trading and extreme price movements. (2018). Brogaard, Jonathan ; Sokolov, Konstantin ; Shkilko, Andriy ; Riordan, Ryan ; Moyaert, Thibaut ; Carrion, Allen .
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  31. A Tough Act to Follow: Contrast Effects In Financial Markets. (2017). Hartzmark, Samuel M ; Shue, Kelly.
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  32. What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?. (2017). Froot, Kenneth ; Sadka, Ronnie ; Ozik, Gideon ; Kang, Namho .
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  33. .

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  34. Large Market Declines and Securities Litigation: Implications for Disclosing Adverse Earnings News. (2016). Donelson, Dain ; Hopkins, Justin J.
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  35. Rethinking reversals. (2016). Johnson, Timothy C.
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  36. Do information releases increase or decrease information asymmetry? New evidence from analyst forecast announcements. (2016). Amiram, Dan ; Rozenbaum, Oded ; Owens, Edward.
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  37. Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?. (2015). Levi, Shai ; Zhang, Xiao-Jun.
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  38. Injecting liquidity into liquidity research. (2015). faff, robert ; Smith, Tom ; Benson, Karen.
    In: Pacific-Basin Finance Journal.
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  39. Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?. (2015). Milian, Jonathan A.
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    RePEc:pra:mprapa:96305.

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  28. The impact of SFAS No. 141 on earnings predictability of merging firms: Evidence from the initial year of implementation. (2009). Mintchik, Natalia.
    In: Research in Accounting Regulation.
    RePEc:eee:reacre:v:21:y:2009:i:2:p:89-99.

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  29. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?. (2009). León, Carlos ; Gomez-Gonzalez, Jose ; Carlos Eduardo Leon Rincon, ; Karen Julieth Leiton Rodriguez, ; Jose Eduardo Gomez Gonzalez, ; Carlos Eduardo Leon Rincon, .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:005514.

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  30. Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?. (2009). León, Carlos ; Gomez-Gonzalez, Jose ; Carlos Eduardo Leon Gomez, ; Karen Juliet Leiton Rodriguez, ; Jose Eduardo Gomez Gonzalez, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:562.

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  31. Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements. (2008). Chakrabarty, Bidisha ; Shaw, Kenneth W..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:35:y:2008-11:i:9-10:p:1220-1244.

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  32. Share Repurchase Offers and Liquidity: An Examination of Temporary and Permanent Effects. (2008). Singh, Ajai K. ; Nayar, Nandkumar ; Zebedee, Allan A..
    In: Financial Management.
    RePEc:bla:finmgt:v:37:y:2008:i:2:p:251-270.

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  33. Intraday Market Dynamics Around Public Information Arrivals. (2006). Ranaldo, Angelo.
    In: Working Papers.
    RePEc:snb:snbwpa:2006-11.

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  34. Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk. (2006). Sadka, Ronnie .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:80:y:2006:i:2:p:309-349.

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  35. On the importance of timing specifications in market microstructure research. (2006). Wang, Jianxin ; Henker, Thomas .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:2:p:162-179.

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  36. Determinants of signaling by banks through loan loss provisions. (2005). Kanagaretnam, Kiridaran ; Yang, Dong-Hoon ; Lobo, Gerald J..
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:58:y:2005:i:3:p:312-320.

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  37. Relationship Between Analyst Forecast Properties and Equity Bid-Ask Spreads and Depths Around Quarterly Earnings Announcements. (2005). Kanagaretnam, Kiridaran ; Whalen, Dennis J. ; Lobo, Gerald J..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005-11:i:9-10:p:1773-1799.

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