Transaction responses to analysts' earnings forecasts, news type and trader type

Article Abstract:

The transactional responses to analyst earnings predictions, news type and trader type are investigated. Results indicate that the number of transactions around revisions in earnings forecasts increases with the degree of revisions and decreases with the consensus on the information content of revisions. Results also show that the impact of forecast revision on transaction quantity significantly digresses between upward and downward revisions, while the consensus impact does not.

Analysis, Information theory, Business forecasting

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Integration vs segmentation in the Korean stock market

Article Abstract:

The Korean stock market is known for the barriers it imposes against foreign participation in the market. Such a condition makes it ideal for studying the effects of complete segmentation on financial markets. Earlier studies had previously shown the effects of mild segmentation on financial markets. Evidence shows that compete segmentation hypothesis is applicable in explaining the Korean stock market.

Security and commodity exchanges, Models, South Korea, Stock-exchange, Stock exchanges, Securities, Financial markets, Market segmentation, Korea, South

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Intraday stock price reactions to interim-quarter versus fourth-quarter earnings announcements

Article Abstract:

Intraday returns and precise earnings were used to study speed of adjustment for interim and fourth quarter earnings announcements.

Stocks & Other Equity Securities, Stocks

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