Additional information is available for the following registered author(s):

• Charles M. C. Lee

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Elsevier in its journal Journal of Accounting and Economics.

Volume (Year): 15 (1992)
Issue (Month): 2-3 (August)
Pages: 265-302
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jaecon:v:15:y:1992:i:2-3:p:265-302

Contact details of provider:
Web page: http://www.elsevier.com/locate/jae

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Sugato Chakravarty, 2002. "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance 0201003, EconWPA. [Downloadable!]
   Other versions:
   • Chakravarty, Sugato, 2001. "Stealth-trading: Which traders' trades move stock prices?," Journal of Financial Economics, Elsevier, vol. 61(2), pages 289-307, August. [Downloadable!] (restricted)
2. Alexandre Benos & Michael Rockinger, 2000. "Market Response to Earnings Announcements and Interim Reports: An Analysis of SBF120 Companies," Annales d'Economie et de Statistique, ADRES, issue 60, pages 07, Octobre-D. [Downloadable!]
3. Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995. "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers 94-21, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
4. Yi-Tsung Lee & Yu-Jane Liu & Richard Roll & Avanidhar Subrahmanyam, 2001. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis," University of California at Los Angeles, Anderson Graduate School of Management 1021, Anderson Graduate School of Management, UCLA. [Downloadable!]
5. Maria Jose Arcas Pellicer, William Page Rees, 1999. "Regularities in the equity price response to earnings announcements in Spain," European Accounting Review, Taylor and Francis Journals, vol. 8(4), pages 585-607, December. [Downloadable!] (restricted)
6. Weber, Martin & Welfens, Frank, 2007. "The Repurchase Behavior of Individual Investors: An Experimental Investigation," Sonderforschungsbereich 504 Publications 07-44, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
7. Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam, 2000. "Order Imbalance, Liquidity, and Market Returns," University of California at Los Angeles, Anderson Graduate School of Management 1073, Anderson Graduate School of Management, UCLA. [Downloadable!]
8. Campbell, John Y & Ramadorai, Tarun & Schwartz, Allie, 2007. "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers 6390, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   Other versions:
   • Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April. [Downloadable!] (restricted)
9. Tarun Chordia & Avanidhar Subrahmanyam, 2000. "Order Imbalance and Individual Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management 1080, Anderson Graduate School of Management, UCLA. [Downloadable!]
10. David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh, 2004. "Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades," Finance 0412003, EconWPA. [Downloadable!]
11. Malmendier, Ulrike M. & Shanthikumar, Devin, 2004. "Are Investors Naive about Incentives?," Research Papers 1867, Stanford University, Graduate School of Business. [Downloadable!]
12. Ulrike Malmendier & Devin Shanthikumar, 2007. "Do Security Analysts Speak in Two Tongues?," NBER Working Papers 13124, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Did you know? You too can volunteer for RePEc, for example by editing a NEP report.

This page was last updated on 2009-12-3.