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The Information Content Of Interim Financial Reports: Uk Evidence

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  • Kwaku K. Opong

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  • Kwaku K. Opong, 1995. "The Information Content Of Interim Financial Reports: Uk Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(2), pages 269-279, March.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:2:p:269-279
    DOI: 10.1111/j.1468-5957.1995.tb00683.x
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    References listed on IDEAS

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    1. Atiase, Rk, 1985. "Predisclosure Information, Firm Capitalization, And Security Price Behavior Around Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 23(1), pages 21-36.
    2. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    3. Morse, D, 1981. "Price And Trading Volume Reaction Surrounding Earnings Announcements - A Closer Examination," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 19(2), pages 374-383.
    4. Grant, Eb, 1980. "Market Implications Of Differential Amounts Of Interim Information," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 18(1), pages 255-268.
    5. Patell, Jm, 1976. "Corporate Forecasts Of Earnings Per Share And Stock-Price Behavior - Empirical Tests," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 14(2), pages 246-276.
    6. Jordan, Ronald J., 1973. "An Empirical Investigation of the Adjustment of Stock Prices to New Quarterly Earnings Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(4), pages 609-620, September.
    7. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 6, pages 67-92.
    8. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    9. Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 6(2), pages 159-178.
    10. Kiger, Je, 1972. "Empirical Investigation Of Nyse Volume And Price Reactions To Announcement Of Quarterly Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 10(1), pages 113-128.
    11. Dimson, Elroy, 1979. "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, vol. 7(2), pages 197-226, June.
    12. Firth, M, 1981. "The Relative Information-Content Of The Release Of Financial Results Data By Firms," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 19(2), pages 521-529.
    13. Hagerman, Robert L, 1973. "The Efficiency of the Market for Bank Stocks: An Empirical Test: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(3), pages 846-855, August.
    14. Marais, Ml, 1984. "An Application Of The Bootstrap Method To The Analysis Of Squared, Standardized Market Model Prediction Errors," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 22, pages 33-54.
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