Are Economically Significant Stock Returns and Trading Volumes Driven by Firm-specific News Releases?

By P. Ryan, Richard J. Taffler. 2004

130 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b99f4ec2c8193a157bbbbfa2ab591b53723a0ba9

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Citations in the corpus

Aggregated, Voluntary and Mandatory Risk Disclosure Incentives: Evidence from UK FTSE All Share Companies (2013, background): “First, within a UK context, an opportunity exists to explore issues regarding investors’ perceived risk (e.g., Linsmeier et al., 2002) or the information content of risk disclosures (e.g., Ryan and Taffler, 2004; Bajo, 2010; Li, 2010).”
How Do Analyst Recommendations Respond to Major News? (2004, unknown): “The linkage that we presume between large stock price movements and information events is supported by evidence presented in Ryan and Taffler (2004) which finds that 65% of price changes can be accounted for by the release of public information.”
Information Demand and Stock Market Volatility (2012, background): “Ryan and Taffler (2004) first identify major market reactions and then study the news behind these reactions.”
Empirical evaluation of an automated intraday stock recommendation system incorporating both market data and textual news (2014, background): “While historical market information is relatively simple to obtain and process, the downside is that it practically ignores news concerning real-world events such as: mergers and acquisitions, dividends, interim results, analyst upgrades or downgrades, changes in management, and others—whichhave bee”
Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research (2010, unknown): “…to violations of assumptions underlying the statistical tests, for example, by reporting results based on rank transformations or nonparametric statistical tests (e.g., Sivakumar and Waymire 1994; Landsman and Maydew 2002; Ryan and Taffler 2004; Bailey et al. 2006; Garfinkel and Sokobin 2006).”