Institutional ownership, differential predisclosure precision and trading volume at announcement dates

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Firm characteristics and analyst following

Ravi Bhushan · Journal of Accounting and Economics · 1989 · 1.6K citations

Management, Finance, Corporate Finance +7

Trading Volume and Price Reactions to Public Announcements

Oliver Kim, Robert E. Verrecchia · Journal of Accounting Research · 1991 · 1.2K citations

Social Sciences, Economics, Finance +11

Information aggregation in a noisy rational expectations economy

Douglas W. Diamond, Robert E. Verrecchia · Journal of Financial Economics · 1981 · 1.1K citations

Social Sciences, Economics, Behavioral Economics +13

Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements

Rowland K. Atiase · Journal of Accounting Research · 1985 · 1.1K citations

Business, Accounting, Business Economics +14