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Stock Price Response to News of Securities Fraud Litigation: An Analysis of Sequential and Conditional Information


  • Paul A. Griffin
  • Joseph A. Grundfest
  • Michael A. Perino


No abstract is available for this item.

Suggested Citation

  • Paul A. Griffin & Joseph A. Grundfest & Michael A. Perino, 2004. "Stock Price Response to News of Securities Fraud Litigation: An Analysis of Sequential and Conditional Information," Abacus, Accounting Foundation, University of Sydney, vol. 40(1), pages 21-48.
  • Handle: RePEc:bla:abacus:v:40:y:2004:i:1:p:21-48

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    References listed on IDEAS

    1. Gibbons, Michael R & Hess, Patrick, 1981. "Day of the Week Effects and Asset Returns," The Journal of Business, University of Chicago Press, vol. 54(4), pages 579-596, October.
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    Cited by:

    1. Nana Y. Amoah, 2012. "Option grants and investor reaction to restatement-induced litigation," Review of Accounting and Finance, Emerald Group Publishing, vol. 11(1), pages 40-52, February.
    2. Ogneva, Maria & Subramanyam, K.R., 2007. "Does the stock market underreact to going concern opinions? Evidence from the U.S. and Australia," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 439-452, July.
    3. Lucia Dalla Pellegrina & Margherita Saraceno, 2016. "Can Shareholder Litigation Discipline CEO Bonuses in the Financial Sector? The Role of Securities Class Actions," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(1), pages 3-36, February.
    4. repec:eee:jbrese:v:76:y:2017:i:c:p:145-158 is not listed on IDEAS
    5. Li Dang & Kevin F. Brown & B.D. McCullough, 2011. "Apparent audit failures and value relevance of earnings and book value," Review of Accounting and Finance, Emerald Group Publishing, vol. 10(2), pages 134-154, May.
    6. Bruce Mizrach & Susan Zhang Weerts, 2006. "Does The Stock Market Punish Corporate Malfeasance? A Case Study of Citigroup," Departmental Working Papers 200601, Rutgers University, Department of Economics.
    7. Sergius Koku, Paul, 2006. "An analysis and the effects of class-action lawsuits," Journal of Business Research, Elsevier, vol. 59(4), pages 508-515, April.
    8. McTier, Brian C. & Wald, John K., 2011. "The causes and consequences of securities class action litigation," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 649-665, June.
    9. repec:eee:jbfina:v:79:y:2017:i:c:p:57-73 is not listed on IDEAS

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