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Changes In Asymmetric Information At Earnings And Dividend Announcements

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  • Raymond M. Brooks

Abstract

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Suggested Citation

  • Raymond M. Brooks, 1996. "Changes In Asymmetric Information At Earnings And Dividend Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(3), pages 359-378, April.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:3:p:359-378
    DOI: 10.1111/j.1468-5957.1996.tb01127.x
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    References listed on IDEAS

    as
    1. Hasbrouck, Joel, 1991. "Measuring the Information Content of Stock Trades," Journal of Finance, American Finance Association, vol. 46(1), pages 179-207, March.
    2. 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.
    3. Lee, Charles M C & Mucklow, Belinda & Ready, Mark J, 1993. "Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 345-374.
    4. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 6, pages 67-92.
    5. Foster, F Douglas & Viswanathan, S, 1993. "Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models," Journal of Finance, American Finance Association, vol. 48(1), pages 187-211, March.
    6. 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.
    7. Bushman, Rm, 1991. "Public Disclosure And The Structure Of Private Information Markets," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 29(2), pages 261-276.
    8. Pettit, R Richardson, 1972. "Dividend Announcements, Security Performance, and Capital Market Efficiency," Journal of Finance, American Finance Association, vol. 27(5), pages 993-1007, December.
    9. Watts, Ross, 1973. "The Information Content of Dividends," The Journal of Business, University of Chicago Press, vol. 46(2), pages 191-211, April.
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