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[PDF File]Bond and Stock Market Response to Unexpected Earnings ...
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earnings decreases. Next, firms with no earnings or dividend announcement in the Wall Street Journal or with announcements within five days of each other are eliminated from the sample to isolate the two events. The mean interval between dividend and earnings announcements is 26 …

Media Coverage and Investors’ Attention to Earnings ...
and measure it as the number of articles published about the announcing firm in the Wall Street Journal (WSJ) at the time of the announcement. Media coverage is naturally correlated with investors’ attention 1 For dividend initiations and omissions, see Michaely (1995); for stock splits, see Ikenberry and Ramnath

[PDF File]New Evidence on the Valuation Effects of Convertible Bond ...
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Wall Street Journal Index (WSJI), Common stock returns data must be available from the CRSP master tapes and financial variables must be available from the Compustat tapes. The final stock sample that meets the above criteria consists of 173 in-the-money convertible call announcements. In …

[PDF File]When Are Dividend Omissions Good News?
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An observation is labeled an omission when either the Wall Street Journal Index or a news article found on Lexis-Nexis states that the firm will suspend payment of its regular cash dividend. This gives us a sample of 558 omissions3. We keep firms that have at least a 10-year history of regular dividend payments prior to the omission to ensure our

[PDF File]CORPORATE CAPITAL EXPENDITURE DECISIONS AND THE …
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expenditure announcements are a good proxy for changes in the total market value of the firm. 6The ISL data base is available from Interactive Data Service, Inc. ‘There is one other virtue in using PFSI.

Efficient Market Tests of the Informational Content of ...
the Wall Street Journal (WSJ) and summarized in the Wall Street Journal Index (WSJI). Using the WSJI as the reference, one Can identify those dividend an-nouncements which are separable from other sources of information. More speci-fically, the announcements are constrained to follow the sequential pattern below. Nx E_*_D *_N2

Informed Trading in Options Markets Surrounding Data …
porate data-breach announcements, which are supported by evidence of higher trading ... WSJ reported that \it is a refrain that can often be heard from consumers who learn ... unpredictable or periodic, unlike earning announcements, dividend announcements, analyst

[PDF File]Lecture 6 - Bauer College of Business
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Lecture 6 Event Studies Event Study Analysis • Definition: An event study attempts to measure the valuation effects of a corporate event, such as a merger or earnings announcement, by examining the response of the st ock price around the announcement of the event. • One underlying assumption is that the market processes information

[PDF File]Do Quarterly Numbers Impact The Share Price on the Date of ...
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the announcement of quarterly and annual earnings in the Wall Street Journal (WSJ). The most significant price changes and excess trading volume was found the day prior to and the day of the announcement. (Cornell & Landsman, 1989) the fourth quarter announcement provides more information to investors and analysts than interim announcements.

The Effect of Dividend Changes on Stock and Bond Prices
Effect of Dividend Changes on Stock and Bond Prices 283 Table I Sample Sizes Before and After Filtering firms with contaminating announcements such as earnings, and after omitting firms with missing bond data, respectively. events.

Wsj market data dividend announcements