Explanatory Factors for Trading Volume Responses to Annual Earnings Announcements: Evidence from the Korean Stock Market
This study provides empirical evidence regarding the effect of annual accounting earnings announcements on investors' trading behaviour in the Korean Stock Market.
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|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.latrobe.edu.au/economics|
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- Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
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- Fried, Dov & Givoly, Dan, 1982. "Financial analysts' forecasts of earnings : A better surrogate for market expectations," Journal of Accounting and Economics, Elsevier, vol. 4(2), pages 85-107, October.
- Jong-Seo Choi & Chongwoo Choe, 1996.
"Explanatory Factors for Trading Volume Responses to Annual Earnings Announcements: Evidence from the Korean Stock Market,"
1996.07, School of Economics, La Trobe University.
- Choi, Jong-Seo & Choe, Chongwoo, 1998. "Explanatory factors for trading volume responses to annual earnings announcements: Evidence from the Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 193-212, May.
- Hakansson, Nils H & Kunkel, J Gregory & Ohlson, James A, 1982.
" Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange,"
Journal of Finance,
American Finance Association, vol. 37(5), pages 1169-81, December.
- Nils H. Hakansson & J. Gregory Kunkel & James A. Ohlson., 1981. "Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange," Research Program in Finance Working Papers 122, University of California at Berkeley.
- Bae, Kee-Hong, 1995. "Market segmentation and time variation in the price of risk: Evidence on the Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 1-29, May.
- Bowman, Robert G, 1979. "The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables," Journal of Finance, American Finance Association, vol. 34(3), pages 617-30, June.
- Lang, Larry H P & Litzenberger, Robert H & Madrigal, Vicente, 1992. "Testing Financial Market Equilibrium under Asymmetric Information," Journal of Political Economy, University of Chicago Press, vol. 100(2), pages 317-48, April.
- Choe, Chongwoo & Moosa, Imad A., 1999.
"Financial System and Economic Growth: The Korean Experience,"
Elsevier, vol. 27(6), pages 1069-1082, June.
- Chongwoo Choe & Imad A Moosa, 1996. "Financial System and Economic Growth: the Korean Experience," Working Papers 1996.08, School of Economics, La Trobe University.
- Karpoff, Jonathan M, 1986. " A Theory of Trading Volume," Journal of Finance, American Finance Association, vol. 41(5), pages 1069-87, December.
- Kandel, Eugene & Pearson, Neil D, 1995. "Differential Interpretation of Public Signals and Trade in Speculative Markets," Journal of Political Economy, University of Chicago Press, vol. 103(4), pages 831-72, August.
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