EARNINGS ANNOUNCEMENTS, STOCK-PRICE ADJUSTMENT, AND THE EXISTENCE OF OPTION MARKETS

被引：89

作者：

JENNINGS, R ^{[1
]}

STARKS, L ^{[1
]}

机构：

[1] WASHINGTON UNIV,ST LOUIS,MO 63130

来源：

关键词：

D O I：

10.2307/2328347

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：107 / 125

页数：19

共 19 条

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TENNENBAUM, ME
[J]. FINANCIAL MANAGEMENT, 1979, 8 (04) : 72 - 76
[4] INFORMATION-CONTENT AND THE SPEED OF STOCK-PRICE ADJUSTMENT
JENNINGS, R
STARKS, L
[J]. JOURNAL OF ACCOUNTING RESEARCH, 1985, 23 (01) : 336 - 350
[5] KLEMKOSKY R, 1980, J PORTFOLIO MANAGE, V9, P12
[6] KLEMKOSKY R, 1978, J FINANCIAL QUANTITA, V12, P507
[7] OPTION PRICES AS PREDICTORS OF EQUILIBRIUM STOCK-PRICES
MANASTER, S
RENDLEMAN, RJ
[J]. JOURNAL OF FINANCE, 1982, 37 (04) : 1043 - 1057
[8] NATHAN RR, 1974, PUBLIC POLICY ASPECT
[9] NIEDERHOFFER V, 1977, J AM STATISTICAL ASS, V72, P289
[10] OFFICER DT, 1981, FINANCIAL MANAGEMENT, V10, P18