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The Determinants and Information Effects of Earnings Announcement Date Variability. (2024). Kang, Dongchang ; Roland, Kristin C ; Byun, Sanghyuk.
In: JRFM.
RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:462-:d:1496347.

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  7. Bhushan, Ravi. 1994. An informational efficiency perspective on the post-earnings announcement drift. Journal of Accounting and Economics 18: 45–65. [CrossRef] Boulland, Romain, and Olivier Dessaint. 2017. Announcing the announcement. Journal of Banking & Finance 82: 59–79.
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  8. Bowen, Robert M., Marilyn F. Johnson, Terry Shevlin, and D. Shores. 1992. Determinants of the timing of quarterly earnings announcements. Journal of Accounting, Auditing and Finance 7: 395–422. [CrossRef] Chambers, Anne E., and Stephen H. Penman. 1984. Timeliness of reporting and the stock price reaction to earnings announcements.
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  13. Lopez, Thomas J., and Lynn Rees. 2002. The effect of beating and missing analysts’ forecasts on the information content of unexpected earnings. Journal of Accounting, Auditing and Finance 17: 155–84. [CrossRef] Michaely, Roni, Amir Rubin, and Alexander Vedrashko. 2016. Are Friday announcements special? Overcoming selection bias. Journal of Financial Economics 122: 65–85. [CrossRef] Miller, Gregory S. 2006. The press as a watchdog for accounting fraud. Journal of Accounting Research 44: 1001–33. [CrossRef] Patell, James M., and Mark A. Wolfson. 1982. Good news, bad news, and the intraday timing of corporate disclosures. The Accounting Review 57: 509–27.
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  14. Pawlewicz, Robert. 2018. The Effect of Regulation on the Timeliness and Informational Role of Earnings Announcements. Contemporary Accounting Research 35: 1675–701. [CrossRef] Penman, Stephen H. 1987. The distribution of earnings news over time and seasonalities in aggregate stock returns. Journal of Financial Economics 18: 199–228. [CrossRef] Petersen, Mitchell A. 2009. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches. The Review of Financial Studies 22: 435–80. [CrossRef] Richardson, Vernon J. 2000. Information asymmetry and earnings management: Some evidence. Review of Quantitative Finance and Accounting 15: 325–47. [CrossRef] Rong, Xin, and Shan-Cun Liu. 2013. Institutional ownership and earnings announcement timing of manager. Paper presented at 2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings, Harbin, China, July 17–19; pp. 1572–78.

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  16. Segal, Benjamin, and Dan Segal. 2016. Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling.

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  1. The Determinants and Information Effects of Earnings Announcement Date Variability. (2024). Kang, Dongchang ; Roland, Kristin C ; Byun, Sanghyuk.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:462-:d:1496347.

    Full description at Econpapers || Download paper

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    RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:819-845.

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  4. Strategic Earnings Announcement Timing and Fraud Detection. (2023). Yang, Yinan ; Cheng, Xin ; Palmon, Dan ; Yin, Cheng.
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    RePEc:kap:jbuset:v:182:y:2023:i:3:d:10.1007_s10551-021-05029-2.

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  7. Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach. (2018). Miralles Quirós, José ; Manso, Jose Ramos ; Miralles-Quiros, Jose Luis ; Monteiro, Joao Dionisio.
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  8. Short- and Long-Horizon Behavioral Factors. (2017). Hirshleifer, David ; Daniel, Kent ; Sun, Lin.
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  9. A Tough Act to Follow: Contrast Effects In Financial Markets. (2017). Hartzmark, Samuel M ; Shue, Kelly.
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  10. Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79.

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  11. Run EDGAR Run: SEC Dissemination in a High‐Frequency World. (2017). , Sarah ; Rogers, Jonathan L ; Skinner, Douglas J.
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  12. Can an unglamorous non-event affect prices? The role of newspapers. (2016). Ferretti, Riccardo ; cipollini, andrea ; Pattarin, Francesco ; McMillan, David.
    In: Cogent Economics & Finance.
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  13. Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling. (2016). Segal, Dan.
    In: Review of Accounting Studies.
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  14. Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News. (2016). Scaillet, Olivier ; Bajgrowicz, Pierre ; Treccani, Adrien.
    In: Management Science.
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  15. Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Rubin, Amir ; Vedrashko, Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:1:p:65-85.

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  16. The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors. (2014). Schurg, Carolin ; Walter, Andreas ; Kerl, Alexander.
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  18. Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Teoh, Siew Hong ; Hirshleifer, David ; Lim, Sonya S.
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  19. Investor Inattention and the Market Reaction to Merger Announcements. (2010). Louis, Henock ; Sun, Amy .
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  20. Does beta move with news? Systematic risk and firm-specific information flows. (2009). Patton, Andrew ; Verardo, Michela.
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  21. Investor Inattention and Friday Earnings Announcements. (2009). DellaVigna, Stefano ; Pollet, Joshua M..
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  22. Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements. (2008). Shaw, Kenneth W ; Chakrabarty, Bidisha.
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  23. Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements. (2008). Shaw, Kenneth W. ; Chakrabarty, Bidisha.
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  24. Driven to distraction: Extraneous events and underreaction to earnings news. (2007). Teoh, Siew Hong ; Lim, Sonya ; Hirshleifer, David.
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