✦ LIBER ✦

Who Trades Around Earnings Announcements? Evidence from TORQ Data

✍ Scribed by Malay K. Dey; B. Radhakrishna (Radha)

Book ID: 111105814
Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 385 KB
Volume: 34
Category: Article
ISSN: 0306-686X
DOI: 10.1111/j.1468-5957.2006.00650.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Investor Information Demand: Evidence fr

Investor Information Demand: Evidence from Google Searches Around Earnings Announcements

✍ MICHAEL S. DRAKE; DARREN T. ROULSTONE; JACOB R. THORNOCK 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 760 KB

Ownership structure and trading volume r

Ownership structure and trading volume reaction to earnings announcements: Evidence from Japan

✍ Dennis Y Chung; Jason Lee 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 97 KB

Trading Volume Around Earnings Announcem

Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research

✍ Linda Smith Bamber; Orie E. Barron; Douglas E. Stevens 📂 Article 📅 2011 🏛 Canadian Academic Accounting Association 🌐 English ⚖ 242 KB

Are corporate managers savvy about their

Are corporate managers savvy about their stock price? Evidence from insider trading after earnings announcements

✍ Adam Kolasinski; Xu Li 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 295 KB

Explanatory factors for trading volume r

Explanatory factors for trading volume responses to annual earnings announcements: Evidence from the Korean stock market

✍ Jong-Seo Choi; Chongwoo Choe 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 107 KB

Informed trading around merger and acqui

Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets

✍ Spyros Spyrou; Andrianos Tsekrekos; Georgia Siougle 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB 👁 1 views

## Abstract This paper offers new evidence on informed trading around merger and acquisition announcements from the UK equity and options market. The analysis suggests that in about 25–33% of events there is abnormal option trading volume during the month that precedes the announcement. Such eviden