The DOI matches its Crossref record; 21 of the 21 references it cites were found in a registry or an index.
Earnings expectations, investor trade size, and anomalous returns around earnings announcements
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Citations
Cites
Risk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
Inferring Trade Direction from Intraday Data
LEE, C. M. C., & READY, M. J. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb02683.x · Cited by 3,147
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
Bernard, V. L., & Thomas, J. K. (1989) · Journal of Accounting Research · doi:10.2307/2491062 · Cited by 2,313
Price, trade size, and information in securities markets
Easley, D., & O'Hara, M. (1987) · Journal of Financial Economics · doi:10.1016/0304-405x(87)90029-8 · Cited by 2,168
Bernard, V. L., & Thomas, J. K. (1990) · Journal of Accounting and Economics · doi:10.1016/0165-4101(90)90008-r · Cited by 2,008
ABARBANELL, J. S., & BERNARD, V. L. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04010.x · Cited by 1,003
Brown, L. D., Hagerman, R. L., Griffin, P. A., & Zmijewski, M. E. (1987) · Journal of Accounting and Economics · doi:10.1016/0165-4101(87)90017-6 · Cited by 491
Inferring investor behavior: Evidence from TORQ data
Lee, C. M. C., & Radhakrishna, B. (2000) · Journal of Financial Markets · doi:10.1016/s1386-4181(00)00002-1 · Cited by 490
Earnings news and small traders
Lee, C. M. C. (1992) · Journal of Accounting and Economics · doi:10.1016/0165-4101(92)90021-s · Cited by 480
The Accuracy of Trade Classification Rules: Evidence from Nasdaq
Ellis, K., Michaely, R., & O'Hara, M. (2000) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2676254 · Cited by 454
Cited by
Disclosure processing costs, investors’ information choice, and equity market outcomes: A review
Blankespoor, E., deHaan, E., & Marinovic, I. (2020) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2020.101344 · Cited by 1,076
Individual investors and financial disclosure
Lawrence, A. (2013) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2013.05.001 · Cited by 600
Griffin, J. M., Kelly, P. J., & Nardari, F. (2010) · Review of Financial Studies · doi:10.1093/rfs/hhq044 · Cited by 556
Are small investors naive about incentives?
Malmendier, U., & Shanthikumar, D. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2007.02.001 · Cited by 544
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Brandt, M. W., Brav, A., Graham, J. R., & Kumar, A. (2010) · Review of Financial Studies · doi:10.1093/rfs/hhp087 · Cited by 517
Metadata
- Authors
- BATTALIO, R., & MENDENHALL, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2005-08
- Volume
- 77
- Issue
- 2
- Pages
- 289-319
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2048610700
- Cited by
- 269
- References
- 21
- FWCI
- 19.88
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- CoChat. (2026). Citation check: Earnings expectations, investor trade size, and anomalous returns around earnings announcements. https://app.cochat.ai/papers/10.1016/j.jfineco.2004.08.002
- The paper
- BATTALIO, R., & MENDENHALL, R. (2005). Earnings expectations, investor trade size, and anomalous returns around earnings announcements. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2004.08.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
