... in sleep quality, improvements in mood, and heightened attentiveness following DST delays, whereas others provide evidence of similar detrimental effects to those observed following DST advances. ⁶ daylight saving time disclosure processing earnings announcements price discovery...

..., which are a source of information for institutional investors, while traditional media attention tends to be higher on filing days. Significant price discovery occurs on the event date and on the days between that day and the filing date. The traditional media coverage on the filing day appears...

...Charles M. C. Lee; Edward M. Watts ABSTRACT This study examines how an increase in tick size affects algorithmic trading (AT), fundamental information acquisition (FIA), and the price discovery process around earnings announcements (EAs). Leveraging the SEC's randomized Tick Size Pilot experiment...

...Brady Twedt ABSTRACT This study investigates the impact of dissemination on the efficiency of the price discovery process with respect to management earnings guidance disclosures. I first identify firm and guidance characteristics associated with the likelihood that guidance receives coverage...