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TRADING VOLUME AND PRICE REACTIONS TO PUBLIC ANNOUNCEMENTS
被引:466
作者
:
KIM, O
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
KIM, O
[
1
]
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
VERRECCHIA, RE
[
1
]
机构
:
[1]
UNIV PENN,PHILADELPHIA,PA 19104
来源
:
JOURNAL OF ACCOUNTING RESEARCH
|
1991年
/ 29卷
/ 02期
关键词
:
D O I
:
10.2307/2491051
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202
[应用经济学]
;
摘要
:
引用
收藏
页码:302 / 321
页数:20
相关论文
共 32 条
[1]
A Theory of Intraday Patterns: Volume and Price Variability
[J].
论文数:
引用数:
h-index:
机构:
Admati, Anat R.
;
论文数:
引用数:
h-index:
机构:
Pfleiderer, Paul
.
REVIEW OF FINANCIAL STUDIES,
1988,
1
(01)
:3
-40
[2]
A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS
[J].
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
ADMATI, AR
.
ECONOMETRICA,
1985,
53
(03)
:629
-657
[3]
PREDISCLOSURE INFORMATION, FIRM CAPITALIZATION, AND SECURITY PRICE BEHAVIOR AROUND EARNINGS ANNOUNCEMENTS
[J].
ATIASE, RK
论文数:
0
引用数:
0
h-index:
0
ATIASE, RK
.
JOURNAL OF ACCOUNTING RESEARCH,
1985,
23
(01)
:21
-36
[4]
BAMBER LS, 1987, ACCOUNT REV, V62, P510
[5]
THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH
[J].
BAMBER, LS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV FLORIDA,GAINESVILLE,FL 32611
UNIV FLORIDA,GAINESVILLE,FL 32611
BAMBER, LS
.
JOURNAL OF ACCOUNTING RESEARCH,
1986,
24
(01)
:40
-56
[6]
BEAVER W, 1968, J ACCOUNTING RES S, P67
[7]
BROWN DP, 1987, TECHNICAL ANAL
[8]
INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY
[J].
DIAMOND, DW
论文数:
0
引用数:
0
h-index:
0
DIAMOND, DW
;
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
VERRECCHIA, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(03)
:221
-235
[9]
THE ASSOCIATION BETWEEN ACCOUNTING EARNINGS AND SECURITY RETURNS FOR LARGE AND SMALL FIRMS
[J].
FREEMAN, RN
论文数:
0
引用数:
0
h-index:
0
FREEMAN, RN
.
JOURNAL OF ACCOUNTING & ECONOMICS,
1987,
9
(02)
:195
-228
[10]
BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
[J].
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLOSTEN, LR
;
MILGROM, PR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MILGROM, PR
.
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
:71
-100
←
1
2
3
4
→
共 32 条
[1]
A Theory of Intraday Patterns: Volume and Price Variability
[J].
论文数:
引用数:
h-index:
机构:
Admati, Anat R.
;
论文数:
引用数:
h-index:
机构:
Pfleiderer, Paul
.
REVIEW OF FINANCIAL STUDIES,
1988,
1
(01)
:3
-40
[2]
A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS
[J].
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
ADMATI, AR
.
ECONOMETRICA,
1985,
53
(03)
:629
-657
[3]
PREDISCLOSURE INFORMATION, FIRM CAPITALIZATION, AND SECURITY PRICE BEHAVIOR AROUND EARNINGS ANNOUNCEMENTS
[J].
ATIASE, RK
论文数:
0
引用数:
0
h-index:
0
ATIASE, RK
.
JOURNAL OF ACCOUNTING RESEARCH,
1985,
23
(01)
:21
-36
[4]
BAMBER LS, 1987, ACCOUNT REV, V62, P510
[5]
THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH
[J].
BAMBER, LS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV FLORIDA,GAINESVILLE,FL 32611
UNIV FLORIDA,GAINESVILLE,FL 32611
BAMBER, LS
.
JOURNAL OF ACCOUNTING RESEARCH,
1986,
24
(01)
:40
-56
[6]
BEAVER W, 1968, J ACCOUNTING RES S, P67
[7]
BROWN DP, 1987, TECHNICAL ANAL
[8]
INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY
[J].
DIAMOND, DW
论文数:
0
引用数:
0
h-index:
0
DIAMOND, DW
;
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
VERRECCHIA, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(03)
:221
-235
[9]
THE ASSOCIATION BETWEEN ACCOUNTING EARNINGS AND SECURITY RETURNS FOR LARGE AND SMALL FIRMS
[J].
FREEMAN, RN
论文数:
0
引用数:
0
h-index:
0
FREEMAN, RN
.
JOURNAL OF ACCOUNTING & ECONOMICS,
1987,
9
(02)
:195
-228
[10]
BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
[J].
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLOSTEN, LR
;
MILGROM, PR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MILGROM, PR
.
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
:71
-100
←
1
2
3
4
→