Information asymmetry surrounding earnings and dividend announcements: an intra-day analysis

DOI10.1016/J.MATCOM.2005.02.015MaRDI QIDQ2486192zbMATH OpenOpenAlexFDO

Authors Janice C. Y. How, Peter Verhoeven, Caro X. Huang

Publication date 5 August 2005

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2005.02.015

zbMATH Keywords

Earnings and dividend announcementsHigh frequency dataInformation asymmetry

Mathematics Subject Classification ID

Mathematical economics (91B99)

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• Information asymmetry, liquidity and the dynamic volume-return relation in panel data analysis
• Capital market efficiency -- an empirical analysis of the dividend announcement effect for the Austrian stock market
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