... benefited some investors at the expense of others. Data Availability: Data are available from the public sources cited in the text. JEL Classifications: M21; M41; G00; G12; G18; O33. information asymmetry EDGAR trading volume I investigate the effect of the initial implementation...

...Adam Booker; Asher Curtis; Vernon J. Richardson ABSTRACT We use posts on the investor-focused StockTwits social media network to generate new insights regarding investor disagreement, disclosure processing costs, and trading volume around earnings announcements. Using social media-based measures...

... to market quality can help provide insights to securities regulators. JEL Classifications: G12; G14; D47; M41. dark venue earnings announcement trading volume quality of accounting information resolution of investor disagreement We thank four anonymous reviewers, Miguel Ferreira, Abby...

... funds earnings announcements management forecasts information processing price efficiency trading volume We thank Russell Jame for providing his list of hedge funds, Salman Arif and Azi Ben-Rephael for many helpful discussions and comments, Mark T. Bradshaw (editor), two anonymous...

..., the Social Sciences and Humanities Research Council of Canada, INSEAD, University of Toronto, and Yale University. October 2013 August 2014 analyst interest firm fundamentals analyst coverage institutional ownership trading volume stock...