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Keywords: price discovery
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Journal Articles
The Accounting Review (2024) 99 (2): 249–277.
Published: 01 March 2024
.... 07 06 2021 07 09 2023 14 09 2023 2024 daylight saving time disclosure processing earnings announcements price discovery Each year, more than 97 percent of Americans, and over 1.6 billion people worldwide, advance their clocks forward one hour in the spring...
Journal Articles
The Accounting Review (2022) 97 (5): 59–88.
Published: 01 September 2022
..., 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...
Journal Articles
The Accounting Review (2021) 96 (3): 373–401.
Published: 01 May 2021
...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...
Journal Articles