How to cite this paper
Hassani, M & Taheri, F. (2012). The role of earnings management and dividend announcement in explanation of information asymmetry: Evidence from Tehran Stock Exchange.Management Science Letters , 2(7), 2537-2544.
Refrences
Acker, D., Stalker, M., & Tonks, I. (2002). Daily closing inside spreads and trading volumes around earnings announcements. Journal of Business Finance and Accounting, 29(10), 1149-1179.
Ahmadpour, A., & Rasa & apos; ian, A. (2006). Relationship between risk criteria and the bid-ask spread in Tehran Stock Exchange. Journal of Accounting and Auditing Review, 46, 37-60.
Ahmadpour Kasegary, A., & A & apos; jam, M. (2010). Relationship between accrual quality and information asymmetry. Journal of Securities Exchange, 11, 107-124.
Copeland, T., & Galai, D. (1983). Information effects on the bidask spread. The Journal of Finance, 38(5), 1457–1469.
Dechow, P., & Dichev, I. (2002). The quality of accruals and earnings: The role of accrual estimation errors. The Accounting Review, 77, 35-59.
Demski, J., & Feltman, G. A. (1994). Market response to financial reports. Journal of Accounting and Economics, 17(2), 3–40.
Easley, D., & O’Hara, M. (1992). Time and the process of security price adjustment. The Journal of Finance, 47(2), 577-605.
Ghaemi, M.H., Rahimpour, M., Nouzari, R. and Rouhi, B. (2010). Seasonal dividend announcement and information asymmetry. Journal of Accounting Advances, 2, 31-50.
Glosten, L., & Milgrom, P. (1985). Bid-ask spread and transactions prices in a specialist market. Journal of Financial Economics,14(1), 70-100.
Ho, T., & Stoll, H. R. (1981). Optimal dealer pricing under transactions and return uncertainty. Journal of Financial, 45, 579-590.
Khodamipour, A., & Ghadiri, M. (2010). To study the relationship between accruals and information asymmetry. Journal of Accounting Advances, 2, 1-29.
Kim, O., & Verrecchia, R.E. (1994). Market liquidity and volume around earning announcement. Journal of Accounting and Economics, 17, 41-67.
Krinsky, I., & Lee, J. (1996). Earnings announcements and the components of the bid- ask spread. Journal of Finance, 51, 23-35.
Kyle, A. S. (1985). Continuous auctions and insider trading. Econometrica, 53(6), 1315-1335.
Lee, C. M. C., Mucklow, B., & Ready, M. J. (1993). Spreads, depths, and the impact of earnings information: An intraday analysis. The Review of Financial Studies, 6(2), 345-374.
Libby, T., Mathew, R., & Robb, S. (2002). Earning announcement and information asymmetry: An intra-data analysis. Contemporary Accounting Research, 449-472.
Mc Nichols, M., & Trueman, B. (1994). Public disclosure, private information collection and short term trading. Journal of Accounting And Economics, 17(2), 69-94.
Morse, D., & Ushman, N. (1983). The effect of information announcements on the market microstructure. The Accounting Review, 58, 111-118.
Patell, J. M., & Wolfson, M. A. (1991). The intraday speed of adjustment of stock prices to earnings and dividend announcements. Journal of Financial Economics, 13(2), 223-252.
Skinner, D. J. (1991). Stock returns, trading volume, and bid-ask spreads around earnings announcements: Evidence from the NASDAQ national market system. University of Michigan.
Venkatesh, P. C., & Chiang, R. (1986). Information asymmetry and the dealer’s bid-ask spread: a case study of earnings and dividend announcements. The Journal of Finance, 41(5), 1089-11020.
Yohn, T. L. (1998). Information asymmetry around earnings announcements. Review of Quantitative Finance and Accounting, 11 (2), 165-182.
Ahmadpour, A., & Rasa & apos; ian, A. (2006). Relationship between risk criteria and the bid-ask spread in Tehran Stock Exchange. Journal of Accounting and Auditing Review, 46, 37-60.
Ahmadpour Kasegary, A., & A & apos; jam, M. (2010). Relationship between accrual quality and information asymmetry. Journal of Securities Exchange, 11, 107-124.
Copeland, T., & Galai, D. (1983). Information effects on the bidask spread. The Journal of Finance, 38(5), 1457–1469.
Dechow, P., & Dichev, I. (2002). The quality of accruals and earnings: The role of accrual estimation errors. The Accounting Review, 77, 35-59.
Demski, J., & Feltman, G. A. (1994). Market response to financial reports. Journal of Accounting and Economics, 17(2), 3–40.
Easley, D., & O’Hara, M. (1992). Time and the process of security price adjustment. The Journal of Finance, 47(2), 577-605.
Ghaemi, M.H., Rahimpour, M., Nouzari, R. and Rouhi, B. (2010). Seasonal dividend announcement and information asymmetry. Journal of Accounting Advances, 2, 31-50.
Glosten, L., & Milgrom, P. (1985). Bid-ask spread and transactions prices in a specialist market. Journal of Financial Economics,14(1), 70-100.
Ho, T., & Stoll, H. R. (1981). Optimal dealer pricing under transactions and return uncertainty. Journal of Financial, 45, 579-590.
Khodamipour, A., & Ghadiri, M. (2010). To study the relationship between accruals and information asymmetry. Journal of Accounting Advances, 2, 1-29.
Kim, O., & Verrecchia, R.E. (1994). Market liquidity and volume around earning announcement. Journal of Accounting and Economics, 17, 41-67.
Krinsky, I., & Lee, J. (1996). Earnings announcements and the components of the bid- ask spread. Journal of Finance, 51, 23-35.
Kyle, A. S. (1985). Continuous auctions and insider trading. Econometrica, 53(6), 1315-1335.
Lee, C. M. C., Mucklow, B., & Ready, M. J. (1993). Spreads, depths, and the impact of earnings information: An intraday analysis. The Review of Financial Studies, 6(2), 345-374.
Libby, T., Mathew, R., & Robb, S. (2002). Earning announcement and information asymmetry: An intra-data analysis. Contemporary Accounting Research, 449-472.
Mc Nichols, M., & Trueman, B. (1994). Public disclosure, private information collection and short term trading. Journal of Accounting And Economics, 17(2), 69-94.
Morse, D., & Ushman, N. (1983). The effect of information announcements on the market microstructure. The Accounting Review, 58, 111-118.
Patell, J. M., & Wolfson, M. A. (1991). The intraday speed of adjustment of stock prices to earnings and dividend announcements. Journal of Financial Economics, 13(2), 223-252.
Skinner, D. J. (1991). Stock returns, trading volume, and bid-ask spreads around earnings announcements: Evidence from the NASDAQ national market system. University of Michigan.
Venkatesh, P. C., & Chiang, R. (1986). Information asymmetry and the dealer’s bid-ask spread: a case study of earnings and dividend announcements. The Journal of Finance, 41(5), 1089-11020.
Yohn, T. L. (1998). Information asymmetry around earnings announcements. Review of Quantitative Finance and Accounting, 11 (2), 165-182.