Market reactions to announcements to expense options
No abstract is available for this item.
Volume (Year): 33 (2009)
Issue (Month): 3 (July)
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References listed on IDEAS
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- Harrison Hong & Terence Lim & Jeremy C. Stein, 2000.
"Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies,"
Journal of Finance,
American Finance Association, vol. 55(1), pages 265-295, February.
- Harrison Hong & Terence Lim & Jeremy C. Stein, 1998. "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies," NBER Working Papers 6553, National Bureau of Economic Research, Inc.
- Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
- Harrison, Walter Jr. & Grudnitski, Gary, 1987. "Bondholder and stockholder reactions to discretionary accounting changes," Journal of Accounting and Public Policy, Elsevier, vol. 6(2), pages 87-113.
- David Aboody & Mary E. Barth & Ron Kasznik, 2004. "Firms' Voluntary Recognition of Stock-Based Compensation Expense," Journal of Accounting Research, Wiley Blackwell, vol. 42(2), pages 123-150, May.
- Grossman, Sanford J & Miller, Merton H, 1988. " Liquidity and Market Structure," Journal of Finance, American Finance Association, vol. 43(3), pages 617-637, July.
- Grossman, S.J. & Miller, M.H., 1988. "Liquidity And Market Structure," Papers 88, Princeton, Department of Economics - Financial Research Center.
- Sanford J. Grossman & Merton H. Miller, 1988. "Liquidity and Market Structure," NBER Working Papers 2641, National Bureau of Economic Research, Inc.
- Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June.
- Michael J. Brennan, 1995. "A Perspective On Accounting And Stock Prices," Journal of Applied Corporate Finance, Morgan Stanley, vol. 8(1), pages 43-53.
- Hirshleifer, David & Teoh, Siew Hong, 2003. "Limited attention, information disclosure, and financial reporting," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 337-386, December.
- Boehmer, Ekkehart & Masumeci, Jim & Poulsen, Annette B., 1991. "Event-study methodology under conditions of event-induced variance," Journal of Financial Economics, Elsevier, vol. 30(2), pages 253-272, December.
- repec:bla:joares:v:35:y:1997:i:2:p:157-179 is not listed on IDEAS
- Dimson, Elroy & Marsh, Paul, 1986. "Event study methodologies and the size effect : The case of UK press recommendations," Journal of Financial Economics, Elsevier, vol. 17(1), pages 113-142, September.
- Giaccotto, Carmelo & Sfiridis, James M., 1996. "Hypothesis testing in event studies: The case of variance changes," Journal of Economics and Business, Elsevier, vol. 48(4), pages 349-370, October. Full references (including those not matched with items on IDEAS)
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