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Characteristics Of Earnings News And Operational Efficiency In The Nasdaq Securities Market

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  • David L. Senteney

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  • David L. Senteney, 1991. "Characteristics Of Earnings News And Operational Efficiency In The Nasdaq Securities Market," Review of Financial Economics, John Wiley & Sons, vol. 1(1), pages 49-61, September.
    • Handle: RePEc:wly:revfec:v:1:y:1991:i:1:p:49-61
    DOI: 10.1002/j.1873-5924.1991.tb00541.x
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    References listed on IDEAS

    as
    1. 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.
    2. Glosten, Lawrence R. & Milgrom, Paul R., 1985. "Bid, ask and transaction prices in a specialist market with heterogeneously informed traders," Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March.
    3. Harold Demsetz, 1968. "The Cost of Transacting," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 82(1), pages 33-53.
    4. Venkatesh, P C & Chiang, R, 1986. "Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements," Journal of Finance, American Finance Association, vol. 41(5), pages 1089-1102, December.
    5. Easley, David & O'Hara, Maureen, 1987. "Price, trade size, and information in securities markets," Journal of Financial Economics, Elsevier, vol. 19(1), pages 69-90, September.
    6. Seha M. Tinic, 1972. "The Economics of Liquidity Services," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 86(1), pages 79-93.
    7. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
    8. Brown, Ld & Rozeff, Ms, 1979. "Univariate Time-Series Models Of Quarterly Accounting Earnings Per Share - Proposed Model," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 179-189.
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