Information Ambiguity, Jump Tail Risk and Stock Price Reactions to Earnings Announcements

Mapping Intimacies ◽

10.14264/uql.2019.459 ◽

2019 ◽

Author(s):

Mengxi Liu

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Tail Risk ◽

Price Reactions ◽

Stock Price Reactions ◽

Information Ambiguity

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Stock Price Reactions to On-Target Earnings Announcements Implications for Earnings Management

SSRN Electronic Journal ◽

10.2139/ssrn.275275 ◽

2001 ◽

Author(s):

William R. Baber ◽

Sok-Hyon Kang

Keyword(s):

Earnings Management ◽

Stock Price ◽

Earnings Announcements ◽

Price Reactions ◽

Stock Price Reactions

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STOCK PRICE REACTIONS TO DIVIDEND AND EARNINGS ANNOUNCEMENTS: CONTEMPORANEOUS VERSUS NONCONTEMPORANEOUS ANNOUNCEMENTS

The Journal of Financial Research ◽

10.1111/j.1475-6803.1992.tb00800.x ◽

1992 ◽

Vol 15 (3) ◽

pp. 207-217 ◽

Author(s):

Albert Eddy ◽

Bruce Seifert

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Price Reactions ◽

Stock Price Reactions

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Discussion of “Timeliness of financial reporting, the firm size effect, and stock price reactions to annual earnings announcements”

Contemporary Accounting Research ◽

10.1111/j.1911-3846.1989.tb00723.x ◽

1989 ◽

Vol 5 (2) ◽

pp. 553-555 ◽

Author(s):

GORDON D. RICHARDSON

Keyword(s):

Size Effect ◽

Financial Reporting ◽

Firm Size ◽

Stock Price ◽

Earnings Announcements ◽

Price Reactions ◽

Stock Price Reactions ◽

Annual Earnings ◽

Firm Size Effect

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Did Regulation Fair Disclosure Level the Playing Field? Evidence from an Analysis of Changes in Trading Volume and Stock Price Reactions to Earnings Announcements

SSRN Electronic Journal ◽

10.2139/ssrn.498002 ◽

2004 ◽

Author(s):

Anwer S. Ahmed ◽

Richard A. Schneible Jr.

Keyword(s):

Stock Price ◽

Trading Volume ◽

Earnings Announcements ◽

Regulation Fair Disclosure ◽

Playing Field ◽

Fair Disclosure ◽

Field Evidence ◽

Price Reactions ◽

Stock Price Reactions

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Informed Short Sellers and Stock Price Reactions to Earnings Announcements: Evidence from China

SSRN Electronic Journal ◽

10.2139/ssrn.2270924 ◽

2013 ◽

Author(s):

Guojun Wang

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Short Sellers ◽

Price Reactions ◽

Stock Price Reactions

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Stock Price Reactions to Earnings Announcements in Indian Stock Market

AIMS International Journal of Management ◽

10.26573/2017.11.3.1 ◽

2017 ◽

Vol 11 (3) ◽

pp. 147

Author(s):

Janet Jyothi Dsouza ◽

T. Mallikarjunappa

Keyword(s):

Stock Market ◽

Stock Price ◽

Earnings Announcements ◽

Price Reactions ◽

Stock Price Reactions ◽

Indian Stock Market

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Intraday Stock Price Reactions to Interim‐Quarter versus Fourth‐Quarter Earnings Announcements

Journal of Business Finance &amp Accounting ◽

10.1111/1468-5957.00344 ◽

2000 ◽

Vol 27 (7‐8) ◽

pp. 1027-1046 ◽

Author(s):

Jason Lee ◽

Chul W. Park

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Fourth Quarter ◽

Price Reactions ◽

Stock Price Reactions

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Stock price reactions to earnings announcements: evidence from Chinese markets

Review of Financial Economics ◽

10.1016/s1058-3300(02)00085-x ◽

2003 ◽

Vol 12 (3) ◽

pp. 271-286 ◽

Author(s):

Dongwei Su

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Chinese Markets ◽

Price Reactions ◽

Stock Price Reactions

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Timeliness of financial reporting, the firm size effect, and stock price reactions to annual earnings announcements

Contemporary Accounting Research ◽

10.1111/j.1911-3846.1989.tb00722.x ◽

1989 ◽

Vol 5 (2) ◽

pp. 526-552 ◽

Author(s):

ROWLAND K. ATIASE ◽

LINDA S. BAMBER ◽

SENYO TSE

Keyword(s):

Size Effect ◽

Financial Reporting ◽

Firm Size ◽

Stock Price ◽

Earnings Announcements ◽

Price Reactions ◽

Stock Price Reactions ◽

Annual Earnings ◽

Firm Size Effect

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Stock Price Reactions to Earnings Announcements: Evidence from India

Vision The Journal of Business Perspective ◽

10.1177/0972262914564042 ◽

2015 ◽

Vol 19 (1) ◽

pp. 25-36 ◽

Author(s):

Sanjay Sehgal ◽

Kumar Bijoy

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Price Reactions ◽

Stock Price Reactions

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