The Association between Interim Information and Security Returns Surrounding Earnings Announcements

Nonparametric Statistics for the Behavioral Sciences

1958 • 36,277 citations

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

The theory and practice of econometrics

1986 • 4,551 citations

Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test

1976 • 1,761 citations

Errors in Variables

1954 • 1,201 citations

Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements

1985 • 1,086 citations

Differential Information and Security Market Equilibrium

1985 • 944 citations

Information and Competitive Price Systems

1976 • 902 citations

The information content of security prices

1980 • 777 citations

The association between accounting earnings and security returns for large and small firms

1987 • 565 citations

Firm size and the information content of prices with respect to earnings

1987 • 487 citations

An Information Interpretation of Financial Analyst Superiority in Forecasting Earnings

1987 • 310 citations

Market Implications of Differential Amounts of Interim Information

1980 • 227 citations

Implications of Microstructure Theory for Empirical Research on Stock Price Behavior

1980 • 172 citations

Market Implications of Predisclosure Information: Size and Exchange Effects

1987 • 137 citations

Market Makers and the Market Spread: A Review of Recent Literature

1979 • 58 citations

Market efficiency across securities exchanges

1982 • 16 citations

Cross-sectional differences in the information content of annual earnings announcements

1976 • 7 citations

Differential information and security returns surrounding earnings announcements on the over-the-counter market

1986 • 5 citations

Stock exchange listings, firm value, and market efficiency

1982 • 2 citations