Price, Trading Volume and Bid-Ask Spreads around Earnings Announcements
碩士 === 東海大學 === 會計學系 === 92 === Under the assumption of information asymmetry, we use simultaneous -equation approach, event study analysis and Hausman Test for endogenity to examine the interactions of price, trading volume and bid-ask spreads on the earnings announcement? Prior studies have im...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2004
|
Online Access: | http://ndltd.ncl.edu.tw/handle/06165307300881752917 |