Matches in SemOpenAlex for { <https://semopenalex.org/work/W1544745296> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W1544745296 abstract "Libby, Mathieu and Robb (2002) investigate, among other things, the impact of intraday timing of earnings announcements on the bid-ask spread and depth for a sample of firms listed on the Toronto Stock Exchange. They document, in a univariate setting, that the spread is relatively wider and the depth lower after announcements declared during non-trading hours than after announcements released during trading hours. This study extends their research by (a) investigating earnings announcements declared by firms traded on the NYSE or AMEX, (b) addressing this issue in a multivariate setting, (c) exploring before-open and after-close announcements separately, and (d) analyzing the impact by half-hour interval. Interestingly, my results indicate, opposite to the findings by Libby et al (2002), that the spread is relatively smaller and the depth higher after overnight announcements than after daytime announcements. These findings are robust to firm-specific factors, cross-listings, differences in the content of daytime and overnight releases, and intraday timing consistency. In addition, this effect occurs after before-open and after after-close announcements, and the analysis by half-hour interval reveals that the impact on the spread (depth) lasts for four (seven) trading half-hours." @default.
- W1544745296 created "2016-06-24" @default.
- W1544745296 creator A5075273795 @default.
- W1544745296 date "2004-01-01" @default.
- W1544745296 modified "2023-10-14" @default.
- W1544745296 title "The Impact of Intraday Timing of Earnings Announcements on the Bid-Ask Spread and Depth" @default.
- W1544745296 cites W1530421323 @default.
- W1544745296 cites W1966977762 @default.
- W1544745296 cites W1985808284 @default.
- W1544745296 cites W2010997253 @default.
- W1544745296 cites W2025268472 @default.
- W1544745296 cites W2025881436 @default.
- W1544745296 cites W2032712062 @default.
- W1544745296 cites W2044473084 @default.
- W1544745296 cites W2077554020 @default.
- W1544745296 cites W2078811621 @default.
- W1544745296 cites W2085538322 @default.
- W1544745296 cites W2086796026 @default.
- W1544745296 cites W2093362178 @default.
- W1544745296 cites W2100693421 @default.
- W1544745296 cites W2117338101 @default.
- W1544745296 cites W2125531201 @default.
- W1544745296 cites W2151915149 @default.
- W1544745296 cites W2158615992 @default.
- W1544745296 cites W2248803044 @default.
- W1544745296 cites W3124710195 @default.
- W1544745296 cites W3125052210 @default.
- W1544745296 doi "https://doi.org/10.2139/ssrn.570021" @default.
- W1544745296 hasPublicationYear "2004" @default.
- W1544745296 type Work @default.
- W1544745296 sameAs 1544745296 @default.
- W1544745296 citedByCount "2" @default.
- W1544745296 countsByYear W15447452962015 @default.
- W1544745296 crossrefType "journal-article" @default.
- W1544745296 hasAuthorship W1544745296A5075273795 @default.
- W1544745296 hasConcept C105795698 @default.
- W1544745296 hasConcept C121955636 @default.
- W1544745296 hasConcept C143724316 @default.
- W1544745296 hasConcept C144133560 @default.
- W1544745296 hasConcept C151730666 @default.
- W1544745296 hasConcept C161584116 @default.
- W1544745296 hasConcept C162324750 @default.
- W1544745296 hasConcept C166957645 @default.
- W1544745296 hasConcept C199163554 @default.
- W1544745296 hasConcept C204036174 @default.
- W1544745296 hasConcept C205649164 @default.
- W1544745296 hasConcept C2524010 @default.
- W1544745296 hasConcept C2776436953 @default.
- W1544745296 hasConcept C2781426361 @default.
- W1544745296 hasConcept C2988984586 @default.
- W1544745296 hasConcept C33923547 @default.
- W1544745296 hasConcept C556758197 @default.
- W1544745296 hasConcept C86803240 @default.
- W1544745296 hasConceptScore W1544745296C105795698 @default.
- W1544745296 hasConceptScore W1544745296C121955636 @default.
- W1544745296 hasConceptScore W1544745296C143724316 @default.
- W1544745296 hasConceptScore W1544745296C144133560 @default.
- W1544745296 hasConceptScore W1544745296C151730666 @default.
- W1544745296 hasConceptScore W1544745296C161584116 @default.
- W1544745296 hasConceptScore W1544745296C162324750 @default.
- W1544745296 hasConceptScore W1544745296C166957645 @default.
- W1544745296 hasConceptScore W1544745296C199163554 @default.
- W1544745296 hasConceptScore W1544745296C204036174 @default.
- W1544745296 hasConceptScore W1544745296C205649164 @default.
- W1544745296 hasConceptScore W1544745296C2524010 @default.
- W1544745296 hasConceptScore W1544745296C2776436953 @default.
- W1544745296 hasConceptScore W1544745296C2781426361 @default.
- W1544745296 hasConceptScore W1544745296C2988984586 @default.
- W1544745296 hasConceptScore W1544745296C33923547 @default.
- W1544745296 hasConceptScore W1544745296C556758197 @default.
- W1544745296 hasConceptScore W1544745296C86803240 @default.
- W1544745296 hasLocation W15447452961 @default.
- W1544745296 hasOpenAccess W1544745296 @default.
- W1544745296 hasPrimaryLocation W15447452961 @default.
- W1544745296 hasRelatedWork W140861965 @default.
- W1544745296 hasRelatedWork W1539829981 @default.
- W1544745296 hasRelatedWork W1557203751 @default.
- W1544745296 hasRelatedWork W2017415535 @default.
- W1544745296 hasRelatedWork W2090857700 @default.
- W1544745296 hasRelatedWork W2137917724 @default.
- W1544745296 hasRelatedWork W2358610483 @default.
- W1544745296 hasRelatedWork W2373587949 @default.
- W1544745296 hasRelatedWork W3125655789 @default.
- W1544745296 hasRelatedWork W88678746 @default.
- W1544745296 isParatext "false" @default.
- W1544745296 isRetracted "false" @default.
- W1544745296 magId "1544745296" @default.
- W1544745296 workType "article" @default.