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C. José García Martín, Begoña Herrero Piqueras, Ana María Ibañez Escribano
Pág. pp. 233 - 263
This study investigates the informational role of thin options markets, specifically the Spanish options market. Firstly, we examine the effect of options markets by analysing stock market reaction to earnings news, conditional on the availability of opt...
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Qian Chen, Xiang Gao, Jianming Mo and Zhouling Xu
The existing literature shows that, due to locality and familiarity, spatial investor?firm adjacency plays a key role in determining stock investor attention, as proxied by the location where investors initiate an Internet search of the ticker symbol. Th...
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Qian Chen,Xiang Gao,Gangchen Liu
Pág. 1 - 17
This paper utilizes Chinese stock data to provide further evidence on the power of limited attention theory in explaining post-earnings announcement drift. As retail investors prevail in China and they are easily distracted by market swings, we should ex...
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Robin N. Romanus
Pág. 46 - 63
The purpose of this research is to help clarify the ambiguity surrounding market participants? pricing of earnings quality using one clearly observable indicator of low-quality earnings, accounting restatements. This study examines the effect pre-restate...
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Fernando Caio Galdi,Vinícius Souto-Maior Lima
Pág. 551 - 577
This paper investigates whether stock picking considering post-earnings announcement drift (PEAD) together with financial statement analysis improve portfolio returns in the Brazilian market. The strategy implemented explores the PEAD anomaly (using SUE ...
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Mondher Kouki
Pág. 387 - 393
In this study, we examine abnormal stock returns surrounding contemporaneous earnings and dividend announcements in order to shed more light on the substantive relationship between these two financial signals. Our focus is to investigate the possible com...
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Xiangdong Chen, Fei Wang, Wei Wang and Valerie Hunstock
The Second Board Market is typical stock market for high tech companies in China. This paper discusses the relationship between trading volume and price changes in the case of high-tech listed companies in the Chinese Second-Board Stock Market. By using ...
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Tuan Bach Le
Pág. 158 - 161
The aim of this paper is to test the impact of financial statement disclosure on conservatism in Vietnamese financial statements. I use inter-earning announcement period returns and fiscal year returns to serve as economic news reflected in earnings duri...
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Dedhy Sulistiawan
Pág. 179 - 188
This study discusses technical analysis signal and earnings-announcements timing. Technical analysis signal is used to capture price reaction around earnings announcement dates. Technical analysis is selected because it is potential for competing in...
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Mingjun Zhou, Miguel Aguirre-Urreta
Financial closing time is the time lag between a firms fiscal year end and earnings announcement. In this study, we first find an association between longer financial closing time and higher implied cost of equity. Improving financial closing time can he...
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