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Earnings expectations, investor trade size, and anomalous returns around earnings announcements

Battalio, Robert H.; Mendenhall, Richard R. - In: Journal of financial economics 77 (2005) 2, pp. 289-319

Persistent link: https://www.econbiz.de/10003052530

Post-earnings announcement drift : bounds on profitability for the marginal investor

Battalio, Robert H.; Mendenhall, Richard R. - In: The financial review : the official publication of the … 46 (2011) 4, pp. 513-539

Persistent link: https://www.econbiz.de/10009384063

Arbitrage risk and post-earnings-announcement drift

Mendenhall, Richard R. - In: The journal of business : B 77 (2004) 4, pp. 875-894

Persistent link: https://www.econbiz.de/10002618327

Third market broker-dealers : cost competitors or cream skimmers?

Battalio, Robert H. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 341-352

Persistent link: https://www.econbiz.de/10001217790

Rethinking Determinants of Trading Volume at Earnings Announcements

Lerman, Alina - 2019

Theory offers three main determinants of informationally driven trading volume at earnings announcements: pre-announcement difference in private information precision, belief divergence or differential interpretation, and signal strength. In this paper, we empirically test which theoretical...

Persistent link: https://www.econbiz.de/10012895535