File(s) under permanent embargo
Market efficiency in real time: Evidence from low latency activity around earnings announcements
Version 2 2024-05-30, 13:20
Version 1 2020-09-21, 16:31
journal contribution
posted on 2024-05-30, 13:20 authored by Tarun ChordiaTarun Chordia, B MiaoMarket efficiency in real time: Evidence from low latency activity around earnings announcements
History
Journal
Journal of Accounting and EconomicsVolume
70Season
Nov-DecArticle number
ARTN 101335Pagination
1-27Location
Amsterdam, The NetherlandsPublisher DOI
ISSN
0165-4101eISSN
1879-1980Language
EnglishPublication classification
C1.1 Refereed article in a scholarly journal, C Journal articleIssue
2-3Publisher
ELSEVIERUsage metrics
Categories
Keywords
Social SciencesBusiness, FinanceEconomicsBusiness & EconomicsLow-latency tradingMarket efficiencyEarnings announcementPost-earnings announcement driftINFORMATION-CONTENTSTOCK RETURNSINVESTOR INATTENTIONLIQUIDITYUNDERREACTIONDETERMINANTSPAYMENTearnings announcementlow-latency tradingmarket efficiencypost-earnings announcement driftDepartment of Finance3501 Accounting, auditing and accountability3502 Banking, finance and investment3801 Applied economics
Licence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC