بررسی تأثیر ریسک اطلاعاتی و هزینه‌های معاملات بر واکنش بازار سهام به اخبار سود

Atiase, R.K. & Bamber, L.S. (1994). Trading Volume reactions to annual accounting earnings announcements: the incremental role of Predisclosure information asymmetry. Journal of Accounting and Economics, 17(3): 309-329.

Atiase, R.K. (1985). Predisclosure information, firm capitalization, and security price behavior around earnings announcements. Journal of Accounting Research, 23(1): 21–36.

Berkman, H., Dimitrov, V., Jain, P.C., Koch, P.D. & Tice, S. (2009). Sell on the news: differences of opinion, short-sales constraints, and returns around earnings announcements. Journal of Financial Economics, 92 (3): 376–399.

Garfinkel, J. & Sokobin, J. (2006). Volume, opinion divergence, and returns: a study of post-earnings announcement drift. Journal of Accounting Research, 44 (1): 85–112.

Ghaemi, M. & Rahimpoor, M. (2010). Quarterly earnings announcements and information asymmetry. Journal of Accounting Developments, 2 (2): 31-50. (in Persian)

Ghaemi, M., Bayat, A. & Eskandari, T. (2011). Studying factors affecting the information content of quarterly earnings announcements. The Iranian Accounting and Auditing Review, 18 (65): 115-130. (in Persian)

Ghiasvand, A. (2011). Statistics and SPSS application in data analysis. Tehran: Motafakkeran publication. (in Persian)

Glosten, L.R. & Milgrom, P. (1985). Bid, ask and transactions prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics, 14 (1): 71–100.

Hong, H., Lim, T. & Stein, J. (2000). Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies. Journal of Finance, 55 (1): 256-292.

Hooman, H. (2001). Analysing multivariable data in behavorial researches. Tehran: Parsa publication. (in Persian)

Kyle, A.S. (1985). Continuous auctions and insider trading. Econometrica, 53 (6): 1315–1335.

Mehrani, S. & Nonahal Nahr, A. (2008). The Evaluation Investor's Underreaction in the Tehran Stock Exchange. The Iranian Accounting and Auditing Review, 12 (2): 117 -136. (in Persian)

Mendenhall, R. (2004). Arbitrage risk and post-earnings-announcement drift. Journal of Business, 77 (4): 875–894.

Meshki Miavaghi, M. & Ashrafi, H. (2014). The impact of uncertainty level on the stock price reactions to the good news and the bad news over the business cycles. The Iranian Accounting and Auditing Review, 21 (1): 89-108.
(in Persian)

Nikbakht, M. & Moradi, M. (2005). The Evaluation Stockholders's overreaction in the Tehran Stock Exchange. The Iranian Accounting and Auditing Review, 16 (1): 97-122. (in Persian)

Stoll, R. (2000). Friction. Journal of Finance, 55 (4): 1478–1514.

Tetlock, P.C. (2010). Does public financial news resolve asymmetric information? Review of Financial Studies, 23 (9): 3520–3557.

Zhang, Q., Cai, X.Ch. & Keasey, K. (2013). Market reaction to earnings news: A unified test of information risk and transaction costs. Journal of Accounting and Economics, 56 (2): 251-266.

Zhang, X. (2006). Information uncertainty and analyst forecast behavior. Journal of Finance, 61 (1): 105–136.