They thank Charles Lee and Linda Bamber for their helpful comments on a previous version of this paper. This paper originated from the second author's dissertation at the University of Michigan, Ann Arbor and a part of the work on the previous version was completed while the authors were on the faculty at Carlson School of Management, University of Minnesota. They also thank John McDermott and participants at the Eastern Finance Association Annual Meeting 2004 for their comments. They gratefully acknowledge several valuable comments made by an anonymous JBFA referee during the preparation of this draft. The views expressed herein are those of the authors and do not in any way represent the views of their organization or their assignees. Neither UBS, AG nor ITG Inc. and/or any of their affiliates, directors, employees or agents accepts any liability for any loss or damage arising out of the use of all or any part of this material. All remaining errors are the authors' responsibility. The information contained herein is for informational purposes only. Nothing herein is investment advice as defined by the Investment Advisers Act of 1940. ITG Inc. does not guarantee its accuracy or completeness and ITG Inc. does not make any warranties regarding results from its usage. This communication is neither an offer to sell nor a solicitation of an offer to buy any security or financial instrument in any jurisdiction where such offer or solicitation would be illegal.
Who Trades Around Earnings Announcements? Evidence from TORQ Data
Version of Record online: 6 NOV 2006
Journal of Business Finance & Accounting
Volume 34, Issue 1-2, pages 269–291, January/March 2007
How to Cite
Dey, M. K. and Radhakrishna (Radha), B. (2007), Who Trades Around Earnings Announcements? Evidence from TORQ Data. Journal of Business Finance & Accounting, 34: 269–291. doi: 10.1111/j.1468-5957.2006.00650.x
- Issue online: 6 NOV 2006
- Version of Record online: 6 NOV 2006
- (Paper received June 2004, revised version accepted May 2006)
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!