Asymmetric post-announcement drift to good and bad news : evidence from voluntary trading disclosures in the Chinese stock market
Year of publication: |
July 2015
|
---|---|
Authors: | Chen, XiaoHua ; Solomon, Edna Maeyen ; Verousis, Thanos |
Published in: |
International journal of the economics of business. - Abingdon, Oxfordshire : Routledge, ISSN 1357-1516, ZDB-ID 1196953-2. - Vol. 23.2016, 2, p. 183-198
|
Subject: | Asymmetric Post-Announcement Drift | Voluntary Trading Disclosures | Disclosure Strategy | State Ownership | Chinese Stock Market | China | Aktienmarkt | Stock market | Unternehmenspublizität | Corporate disclosure | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Asymmetrische Information | Asymmetric information |
-
Does good news cover bad news?
Meng, Qingbin, (2024)
-
Short-term market reactions to ESG ratings disclosures : an event study in the Chinese stock market
Chen, Zhang-HangJian, (2024)
-
Information disclosure source, investors' searching and stock price crash risk
He, Feng, (2022)
- More ...
-
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos, (2016)
-
Detecting time-variation in corporate bond index returns : a smooth transition regression model
Chen, XiaoHua, (2011)
-
On the concentration of mutual fund portfolio holdings : evidence from Taiwan
Chen, XiaoHua, (2015)
- More ...