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Individual Investor Trading and Return Patterns around Earnings Announcements

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  • RON KANIEL
  • SHUMING LIU
  • GIDEON SAAR
  • SHERIDAN TITMAN
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    File URL: http://hdl.handle.net/10.1111/j.1540-6261.2012.01727.x
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    Bibliographic Info

    Article provided by American Finance Association in its journal Journal of Finance.

    Volume (Year): 67 (2012)
    Issue (Month): 2 (04)
    Pages: 639-680

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    Handle: RePEc:bla:jfinan:v:67:y:2012:i:2:p:639-680

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    Cited by:
    1. Lawrence, Alastair, 2013. "Individual investors and financial disclosure," Journal of Accounting and Economics, Elsevier, vol. 56(1), pages 130-147.
    2. Erdem, Orhan & Yüksel, Serkan & Arık, Evren, 2013. "Trading Puzzle, Puzzling Trade," MPRA Paper 46804, University Library of Munich, Germany, revised 21 Feb 2013.
    3. Berry, Thomas & Gamble, Keith Jacks, 2013. "Informed local trading prior to earnings announcements," Journal of Financial Markets, Elsevier, vol. 16(3), pages 505-525.
    4. Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014. "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 358-374.
    5. Sankaraguruswamy, Srinivasan & Shen, Jianfeng & Yamada, Takeshi, 2013. "The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4134-4143.
    6. Nimalendran, Mahendrarajah & Ray, Sugata, 2014. "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, vol. 17(C), pages 230-261.

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