Differential Response of Small Versus Large Investors to 10-K Filings on Edgar

120 citations recorded by the source corpus.

Citations in the corpus

The Effects of Reporting Complexity on Small and Large Investor Trading (2010, unknown): “Further, although the SEC has made progress in assisting small investors in aining electronic access to financial information Asthana et al. 2004 , simply making more data ublicly available may not necessarily aid small investors, as the increased cost of processing the dditional data makes the 10-”
Do Investors Benefit from Selective Access to Management? (2017, unknown): “We report the measure using the indicator because the coefficient is easier to interpret and because not every investor trading during the period has selective access, making the Asthana et al. (2004) measure not appropriate for our setting.”
Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research (2010, unknown): “After EDGAR, investors, especially small investors, appear to be using the SEC filings, and this has improved their trading outcomes (Asthana and Balsam 2001; Asthana et al. 2004).”
Do Individual Investors Cause Post-Earnings Announcement Drift? Direct Evidence from Personal Trades (2008, unknown): “1 Several studies suggest that institutional investors are more sophisticated traders than are individual investors (Hand 1990; Lee et al. 1991; Walther 1997; Grinblatt and Keloharju 2000; Balsam et al. 2002; Bonner et al. 2003; Asthana et al. 2004; De Franco et al. 2006; Mikhail et al. 2007), and s”