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The Impact Of Earnings Announcements On The Permanent Price Effects Of Block Trades

Author

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  • DALEY, LA
  • HUGHES, JS
  • RAYBURN, JD

Abstract

No abstract is available for this item.

Suggested Citation

  • Daley, La & Hughes, Js & Rayburn, Jd, 1995. "The Impact Of Earnings Announcements On The Permanent Price Effects Of Block Trades," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 317-334.
    • Handle: RePEc:bla:joares:v:33:y:1995:i:2:p:317-334
    DOI: http://hdl.handle.net/10.2307/2491490
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    Citations

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    Cited by:

    1. Monaco, Eleonora & Ibikunle, Gbenga & Palumbo, Riccardo & Zhang, Zeyu, 2022. "The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions," International Review of Financial Analysis, Elsevier, vol. 82(C).
    2. Sun, Yuxin & Ibikunle, Gbenga, 2017. "Informed trading and the price impact of block trades: A high frequency trading analysis," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 114-129.
    3. Markku Vieru & Jukka Perttunen & Hannu Schadewitz, 2006. "How Investors Trade Around Interim Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 145-178, January.
    4. Alex Frino & Riccardo Palumbo & Francesco Capalbo & Dionigi Gerace & Vito Mollica, 2013. "Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana," Abacus, Accounting Foundation, University of Sydney, vol. 49(4), pages 423-440, December.
    5. Martínez, Miguel Ángel & Yzaguirre, J. & Tapia, Mikel, 1998. "Information transmission around block trades on the Spanish stock market," DEE - Working Papers. Business Economics. WB 6531, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    6. Michael Welker & H. Charles Sparks, 2001. "Individual, Institutional, And Specialist Trade Patterns Before And After Disclosure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 261-287, June.
    7. M. A. Martinez & M. Tapia & J. Yzaguirre, 2005. "Information transmission around block trades on the Spanish stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 15(3), pages 173-186.
    8. Dang, Man & Puwanenthiren, Premkanth & Thai, Hong An & Mazur, Mieszko & Jones, Edward & Vo, Xuan Vinh, 2021. "Policy uncertainty and seasoned equity offerings methods," International Review of Financial Analysis, Elsevier, vol. 77(C).

    More about this item

    Keywords

    Earnings announcements; Block trades; Information asymmetry; Permanent price effects;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design

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