Ammer, John; Clinton, Nathanael; Nini, Gregory P. - Federal Reserve Board (Board of Governors of the … - 2005
happens well prior to cross-listing as the actual event simply represents a commitment to future
disclosure. Bradshaw and …
effect on forecast errors, which is different than typically found in other studies of forecast errors
(e.g. Lang, Lins, and … event. We choose a relatively
long window to compute averages to ensure that much of the sample is under each regime. As …