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Trading volume in options and common stock around quarterly earnings announcements
Philbrick, Donna R., (1993)
How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen, (1988)
Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Wahab, Mamoud S., (1993)
Firm size, capital structure and earnings announcement price response
Anthony, Joseph H., (2008)
Association between accounting performance measures and stock prices : A test of the life cycle hypothesis
Anthony, Joseph H., (1992)