Journal of Asset Management · 2008 · 12 citations · 23 references
Social SciencesEconomicsFinanceCorporate ReportingEconometricsFinancial EconomicsAsymmetric InformationEarnings AnnouncementsEarnings ReportingFinancial ReportingInformation AsymmetryInformation EconomicsAnnouncement ReturnsCorporate Earnings AnnouncementsEarnings Announcement ContagionEarnings Announcement ProcessingInsider Trading Around Earnings Announcements
23
A Theory of Intraday Patterns: Volume and Price Variability
Anat R. Admati, Paul Pfleiderer · Review of Financial Studies · 1988 · 3.3K citations
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Business, Data Science, Data Mining +11