Market efficiency in real time: evidence from low latency activity around earnings announcements

Chordia, Tarun and Miao, Bin 2020, Market efficiency in real time: evidence from low latency activity around earnings announcements, Journal of accounting and economics, vol. 70, no. 2-3, Nov-Dec, pp. 1-27, doi: 10.1016/j.jacceco.2020.101335.

Attached Files
Name Description MIMEType Size Downloads

Title Market efficiency in real time: evidence from low latency activity around earnings announcements
Author(s) Chordia, Tarun
Miao, Bin
Journal name Journal of accounting and economics
Volume number 70
Issue number 2-3
Season Nov-Dec
Article ID 101335
Start page 1
End page 27
Total pages 27
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2020-11
ISSN 0165-4101
Keyword(s) Low-latency trading
Market efficiency
Earnings announcement
Post-earnings announcement drift
Language eng
DOI 10.1016/j.jacceco.2020.101335
Indigenous content off
Field of Research 1402 Applied Economics
1501 Accounting, Auditing and Accountability
1502 Banking, Finance and Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30142581

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 1 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 53 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Mon, 11 Jan 2021, 10:52:44 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.