𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Information processing in the stock market around anticipated accounting information: earnings release

✍ Scribed by García, C. José; Herrero, Begoña; Ibáñez, Ana M.

Book ID
115486165
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
161 KB
Volume
18
Category
Article
ISSN
1351-847X

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to trade in underlying stocks. A small weakening in the contemporaneous relationship between stock index futures returns and stock index returns around both types of releases is also documented. This is consistent with disintegration in the relationship between the two markets associated with noise