Work

Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium

Year: 2015

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2015.08.003

Authors: Shai Levi, Xiao-Jun Zhang

Institutions: Tel Aviv University, University of California, Berkeley

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1187945127

FWCI: 5.106

Cites: 48

Cited by: 43

Related to: 10