Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

2016 ◽  
Author(s):  
Priyantha Mudalige ◽  
Petko S. Kalev ◽  
Kartick Gupta ◽  
Huu Nhan Duong
Keyword(s):  
Earnings Announcements ◽  
Informed Trading

The effect of option transaction costs on informed trading in the options market around earnings announcements

2020 ◽  
Vol 47 (5-6) ◽  
pp. 615-644
Author(s):  
Suresh Govindaraj ◽  
Yubin Li ◽  
Chen Zhao
Keyword(s):  
Transaction Costs ◽  
Earnings Announcements ◽  
Informed Trading ◽  
Options Market

Informed Trading in Corporate Bonds Prior to Earnings Announcements

2016 ◽  
Vol 45 (3) ◽  
pp. 641-674 ◽  
Author(s):  
Jason Wei ◽  
Xing Zhou
Keyword(s):  
Corporate Bonds ◽  
Earnings Announcements ◽  
Informed Trading

Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

2017 ◽  
Author(s):  
Priyantha Mudalige ◽  
Petko S. Kalev ◽  
Kartick Gupta ◽  
Huu Nhan Duong
Keyword(s):  
Earnings Announcements ◽  
Informed Trading

Informed Trading in Corporate Bonds Prior to Earnings Announcements

2012 ◽  
Author(s):  
Jason Zhanshun Wei ◽  
Xing Zhou
Keyword(s):  
Corporate Bonds ◽  
Earnings Announcements ◽  
Informed Trading

Informed Trading Around Earnings Announcements: Another Look

2004 ◽  
Vol 39 (3) ◽  
pp. 409-434
Author(s):  
Dennis J. Whalen ◽  
Charles D. Collver
Keyword(s):  
Earnings Announcements ◽  
Informed Trading

Informed trading around earnings announcements in Australia

2019 ◽  
Vol 58 ◽  
pp. 101216
Author(s):  
Anh Le ◽  
Xiangkang Yin ◽  
Jing Zhao
Keyword(s):  
Earnings Announcements ◽  
Informed Trading

scholarly journals Information leakage and informed trading around unscheduled earnings announcements

2008 ◽  
Vol 6 (2) ◽  
pp. 143-163 ◽  
Author(s):  
Campbell Heggen ◽  
Gerard Gannon
Keyword(s):  
Stock Returns ◽  
Information Content ◽  
Firm Growth ◽  
Earnings Announcements ◽  
Abnormal Returns ◽  
Information Leakage ◽  
Informed Trading ◽  
International Standards ◽  
Trading Behavior ◽  
Trading Volumes

While there has been much judicial discussion regarding the competency of Australia’s continuous disclosure regime with reference to contemporaneous international standards, there has to date been limited empirical analysis of the Australian system’s effectiveness in preventing selective disclosure and information leakage. This paper presents an empirical study of information content and trading behavior around unscheduled earnings announcements – comprising of profit upgrades, profit warnings and neutral trading statements – made by ASX-listed companies during 2004. The contention is that informed trading impacts on the stock returns and trading volumes of listed entities, and hence abnormal returns or trading volumes observed prior to an announcement provide evidence of information leakage. The paper models a range of factors that potentially influence firm disclosure practices and contribute to the level information asymmetry in the market during the pre-announcement period. Previous research has investigated the influence of firm size and information content in contributing to information leakage. This study further considers the variables of firm growth, capital structure and industry group

Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

2016 ◽  
Author(s):  
Priyantha Mudalige ◽  
Petko S. Kalev ◽  
Kartick Gupta ◽  
Huu Nhan Duong
Keyword(s):  
Earnings Announcements ◽  
Informed Trading

Informed Trading on the Second Moment Around Earnings Announcements

2011 ◽  
Author(s):  
Leonce Bargeron ◽  
Robert H. Battalio ◽  
Marios A. Panayides
Keyword(s):  
Earnings Announcements ◽  
Informed Trading ◽  
Second Moment
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