Concepedia

Bid-Ask Spreads Around Earnings Announcements

Daniella Acker, Mathew Stalker, Ian Tonks

SSRN Electronic Journal · 2001 · 11 citations · 36 references

Open access

Concepts

BusinessBusiness EconomicsFinanceCorporate FinanceFinancial AccountingFinancial Statement AnalysisAsymmetric InformationCapital MarketsEarnings AnnouncementsEarnings ManagementEarnings ReportingInformation AsymmetryBid-ask DynamicsBid-ask Spread AnalysisBid-ask Spread EffectsBid-ask Spread ReactionCorporate Earnings AnnouncementsEarnings Announcement Timing

References

36

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

An Empirical Evaluation of Accounting Income Numbers

Ray Ball, Philip Brown · Journal of Accounting Research · 1968 · 6.6K citations

Business, Accountancy, Accounting +11

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.4K citations

Social Sciences, Economics, Auction Theory +7

The Information Content of Annual Earnings Announcements

William H. Beaver · Journal of Accounting Research · 1968 · 2.8K citations

Business, Accountancy, Accounting +14

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

Richard Roll · The Journal of Finance · 1984 · 2.8K citations

Social Sciences, Economics, Finance +13