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The Effect Of After‐Hours Announcements On The Intraday U‐Shaped Volume Pattern

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  • Allen B. Atkins
  • Somnath Basu

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  • Allen B. Atkins & Somnath Basu, 1995. "The Effect Of After‐Hours Announcements On The Intraday U‐Shaped Volume Pattern," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(6), pages 789-809, September.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:6:p:789-809
    DOI: 10.1111/j.1468-5957.1995.tb00389.x
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    References listed on IDEAS

    as
    1. Foster, F Douglas & Viswanathan, S, 1990. "A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets," The Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 593-624.
    2. Tauchen, George E & Pitts, Mark, 1983. "The Price Variability-Volume Relationship on Speculative Markets," Econometrica, Econometric Society, vol. 51(2), pages 485-505, March.
    3. Morse, Dale, 1980. "Asymmetrical Information in Securities Markets and Trading Volume," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(5), pages 1129-1148, December.
    4. Brock, William A. & Kleidon, Allan W., 1992. "Periodic market closure and trading volume : A model of intraday bids and asks," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 451-489.
    5. Michael Smirlock & Laura Starks, 1985. "A Further Examination Of Stock Price Changes And Transaction Volume," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 217-226, September.
    6. Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 109-126, March.
    7. McConnell, John J. & Muscarella, Chris J., 1985. "Corporate capital expenditure decisions and the market value of the firm," Journal of Financial Economics, Elsevier, vol. 14(3), pages 399-422, September.
    8. Gerety, Mason S & Mulherin, J Harold, 1992. "Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close," Journal of Finance, American Finance Association, vol. 47(5), pages 1765-1784, December.
    9. Bamber, Ls, 1986. "The Information-Content Of Annual Earnings Releases - A Trading Volume Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 24(1), pages 40-56.
    10. Karpoff, Jonathan M, 1986. "A Theory of Trading Volume," Journal of Finance, American Finance Association, vol. 41(5), pages 1069-1087, December.
    11. Bollerslev, Tim & Domowitz, Ian, 1993. "Trading Patterns and Prices in the Interbank Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 48(4), pages 1421-1443, September.
    12. Pincus, M, 1983. "Information Characteristics Of Earnings Announcements And Stock-Market Behavior," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 21(1), pages 155-183.
    13. Latham, Mark, 1986. "Informational Efficiency and Information Subsets," Journal of Finance, American Finance Association, vol. 41(1), pages 39-52, March.
    14. Harris, Lawrence, 1986. "A transaction data study of weekly and intradaily patterns in stock returns," Journal of Financial Economics, Elsevier, vol. 16(1), pages 99-117, May.
    15. Verrecchia, Re, 1981. "On The Relationship Between Volume Reaction And Consensus Of Investors - Implications For Interpreting Tests Of Information-Content," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 19(1), pages 271-283.
    16. Masulis, Ronald W., 1980. "The effects of capital structure change on security prices : A study of exchange offers," Journal of Financial Economics, Elsevier, vol. 8(2), pages 139-178, June.
    17. Jain, Prem C. & Joh, Gun-Ho, 1988. "The Dependence between Hourly Prices and Trading Volume," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(3), pages 269-283, September.
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