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...

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Bibliographic Details
Main Authors: Yai-Wei Huang, 黃雅瑋
Other Authors: Yu-Cheng Chen
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/06165307300881752917