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The behavior of daily stock market trading volume

Ajinkya, Bipin B.; Jain, Prem C. - In: Journal of Accounting and Economics 11 (1989) 4, pp. 331-359

Persistent link: https://www.econbiz.de/10005492302

Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements

Berkman, Henk; Dimitrov, Valentin; Jain, Prem C.; Koch, … - In: Journal of Financial Economics 92 (2009) 3, pp. 376-399

Miller [1977. Risk, uncertainty, and divergence of opinion. Journal of Finance 32, 1151-1168] hypothesizes that prices of stocks subject to high differences of opinion and short-sales constraints are biased upward. We expect earnings announcements to reduce differences of opinion among...

Persistent link: https://www.econbiz.de/10005067214

The behavior of daily stock market trading volume

Ajinkya, Bipin B. - In: Journal of accounting & economics 11 (1989) 4, pp. 331-359

Persistent link: https://www.econbiz.de/10001083411

Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements

Berkman, Henk; Dimitrov, Valentin; Jain, Prem C.; Koch, … - In: Journal of financial economics 92 (2009) 3, pp. 376-399

Persistent link: https://www.econbiz.de/10008262401

Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements

Berkman, Henk; Dimitrov, Valentin; Jain, Prem C.; Koch, … - In: Journal of financial economics 92 (2009) 3, pp. 376-400

Persistent link: https://www.econbiz.de/10008896757