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There are 8911 results for: content related to: The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information

  1. THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES

    Journal of Financial Research

    Volume 19, Issue 4, Winter 1996, Pages: 515–539, Bruce D. Niendorf and David R. Peterson

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00228.x

  2. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  3. Trade Timing, Price Volatility and Serial Correlation

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 911–934, Ming-Chang Wang and Lon-Ping Zu

    Version of Record online : 3 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00614.x

  4. Trading Activity in Options and Stock Around Price-Sensitive News Announcements

    Journal of Futures Markets

    Volume 35, Issue 12, December 2015, Pages: 1173–1194, Khelifa Mazouz, Yuliang Wu and Shuxing Yin

    Version of Record online : 29 AUG 2014, DOI: 10.1002/fut.21691

  5. Informed trading on debt covenant violations: the long and short of it

    Accounting & Finance

    Yushu Zhu and Jennifer Gippel

    Version of Record online : 22 APR 2015, DOI: 10.1111/acfi.12126

  6. Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?

    Journal of Accounting Research

    Volume 50, Issue 2, May 2012, Pages: 401–432, WEN JIN, JOSHUA LIVNAT and YUAN ZHANG

    Version of Record online : 24 FEB 2012, DOI: 10.1111/j.1475-679X.2012.00439.x

  7. CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE-INFORMATION COMPONENT OF THE BID-ASK SPREAD

    Journal of Financial Research

    Volume 21, Issue 2, Summer 1998, Pages: 159–183, Anand S. Desai, M. Nimalendran and S. Venkataraman

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00678.x

  8. Informed and Uninformed Trading in an Electronic, Order-Driven Environment

    Financial Review

    Volume 35, Issue 2, May 2000, Pages: 125–146, Paul Brockman and Dennis Y. Chung

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2000.tb01417.x

  9. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 169–204, TORBEN G. ANDERSEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  10. Are Short Sellers Informed? Evidence from REITs

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 145–170, Dan W. French, Andrew A. Lynch and Xuemin (Sterling) Yan

    Version of Record online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00324.x

  11. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT

    Journal of Financial Research

    Volume 22, Issue 2, Summer 1999, Pages: 227–246, Paul Brockman and Dennis Y. Chung

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00724.x

  12. Information Content in Small and Large Trades

    Economic Notes

    Volume 40, Issue 1-2, February / July 2011, Pages: 45–74, Malay K. Dey, Hal Stern and Hongmei Zhang

    Version of Record online : 7 JUL 2011, DOI: 10.1111/j.1468-0300.2011.00232.x

  13. A servo design for slave clock in IEEE 1588 synchronization networks

    International Journal of Communication Systems

    Volume 28, Issue 4, 10 March 2015, Pages: 615–624, Zhiyu Fan, Yuan'an Liu, Hu Li, Dongming Yuan and Hefei Hu

    Version of Record online : 4 NOV 2013, DOI: 10.1002/dac.2691

  14. Informed Trading around Merger Announcements: An Empirical Test Using Transaction Volume and Open Interest in Options Market

    Financial Review

    Volume 36, Issue 2, May 2001, Pages: 45–74, Narayanan Jayaraman, Melissa B. Frye and Sanjiv Sabherwal

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00010.x

  15. THE SPEED OF ADJUSTMENT OF PRICES TO PRIVATE INFORMATION: EMPIRICAL TESTS

    Journal of Financial Research

    Volume 18, Issue 2, Summer 1995, Pages: 143–156, Ji-Chai Lin and Michael S. Rozeff

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00558.x

  16. Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets

    Contemporary Accounting Research

    Volume 11, Issue 2, Spring 1995, Pages: 801–827, MICHAEL WELKER

    Version of Record online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1995.tb00467.x

  17. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 431–465, David Easley, Maureen O'Hara and P.S. Srinivas

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.194060

  18. The Reaction of Investors and Stock Prices to Insider Trading

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 1031–1059, BRADFORD CORNELL and ERIK R. SIRRI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04004.x

  19. Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 539–564, Yang Sun, Huu Nhan Duong and Harminder Singh

    Version of Record online : 16 JUL 2014, DOI: 10.1111/fire.12048

  20. Cross-listing and Trading on the Domestic Market: Evidence from Canada–US Partial Holidays

    Journal of Business Finance & Accounting

    Volume 35, Issue 9-10, November/December 2008, Pages: 1245–1275, George F. Tannous and Ying Zhang

    Version of Record online : 19 AUG 2008, DOI: 10.1111/j.1468-5957.2008.02105.x