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Regulatory disclosure via the internet: does it make financial markets more efficient?

Author

Listed:
  • João Duque

    ()

  • Inês Pinto

    ()

Abstract

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Suggested Citation

  • João Duque & Inês Pinto, 2008. "Regulatory disclosure via the internet: does it make financial markets more efficient?," Journal of Regulatory Economics, Springer, vol. 33(1), pages 5-19, February.
  • Handle: RePEc:kap:regeco:v:33:y:2008:i:1:p:5-19
    DOI: 10.1007/s11149-007-9043-y
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    File URL: http://hdl.handle.net/10.1007/s11149-007-9043-y
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    References listed on IDEAS

    as
    1. Pritamani, Mahesh & Singal, Vijay, 2001. "Return predictability following large price changes and information releases," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 631-656, April.
    2. repec:bla:joares:v:6:y:1968:i::p:67-92 is not listed on IDEAS
    3. Bushee, Brian J. & Matsumoto, Dawn A. & Miller, Gregory S., 2003. "Open versus closed conference calls: the determinants and effects of broadening access to disclosure," Journal of Accounting and Economics, Elsevier, vol. 34(1-3), pages 149-180, January.
    4. Copeland, Thomas E & Galai, Dan, 1983. " Information Effects on the Bid-Ask Spread," Journal of Finance, American Finance Association, vol. 38(5), pages 1457-1469, December.
    5. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
    6. William G. Christie & Shane A. Corwin & Jeffrey H. Harris, 2002. "Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs," Journal of Finance, American Finance Association, vol. 57(3), pages 1443-1478, June.
    7. Ajinkya, Bipin B. & Jain, Prem C., 1989. "The behavior of daily stock market trading volume," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 331-359, November.
    8. Werner Antweiler & Murray Z. Frank, 2004. "Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards," Journal of Finance, American Finance Association, vol. 59(3), pages 1259-1294, June.
    9. repec:bla:joares:v:37:y:1999:i:1:p:119-132 is not listed on IDEAS
    10. J. Andrew Coutts & Terence Mills & Jennifer Roberts, 1995. "Misspecification of the market model: the implications for event studies," Applied Economics Letters, Taylor & Francis Journals, vol. 2(5), pages 163-165.
    11. repec:bla:joares:v:25:y:1987:i:2:p:245-274 is not listed on IDEAS
    12. A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
    13. Jennifer Conrad & Bradford Cornell & Wayne R. Landsman, 2002. "When Is Bad News Really Bad News?," Journal of Finance, American Finance Association, vol. 57(6), pages 2507-2532, December.
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    Citations

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    Cited by:

    1. Pinto, Inês & Ng Picoto, Winnie, 2016. "Configurational analysis of firms' performance: Understanding the role of Internet financial reporting," Journal of Business Research, Elsevier, vol. 69(11), pages 5360-5365.

    More about this item

    Keywords

    Price sensitive events; Financial regulation; Securities market commission; Internet; G14; G18;

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation

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