Delayed informed trades and opinion divergence: Evidence from earnings releases

Tao CHEN*

*Corresponding author for this work

Research output: Journal PublicationsJournal Article (refereed)peer-review

3 Citations (Scopus)

Abstract

This study begins to verify whether delayed informed trades occur surrounding an earnings release. Next, we discover that post-event investor opinions tend to diverge when more informed trades are delayed after the earnings release. As additional empirical evidence indicates, investors are likely compelled to postpone their informed trades due to information complexity, stock illiquidity, and institutional competition. Finally, such a documented association between delayed informed trades and opinion divergence remains robust to the placebo test, endogeneity problem, and large-cap sample bias.

Original languageEnglish
Pages (from-to)4556-4574
Number of pages19
JournalInternational Journal of Finance and Economics
Volume27
Issue number4
Early online date16 Dec 2020
DOIs
Publication statusPublished - Oct 2022
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2020 John Wiley & Sons, Ltd.

Funding

Multi‐Year Research Grant, Grant/Award Number: MYRG2020‐00042‐FBA Funding information

Keywords

  • delayed informed trades
  • information complexity
  • institutional competition
  • opinion divergence
  • stock illiquidity

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