search query: @author Dietrich, J. R. / total: 8
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Author:Thompson, R. B. II
Olsen, C.
Dietrich, J. R.
Title:Attributes of news about firms : an analysis of firm-specific news reported in the Wall Street Journal Index.
Journal:Journal of Accounting Research
1987 : AUTUMN, VOL. 25:2, p. 245-274
Index terms:COMPANIES
NEWS REPORTING
SHARE PRICES
RATE OF RETURN
Language:eng
Abstract:The authors study the types of firm- specific news reported in the Wall Street Journal Index, their content and timing, and the institutional arrangements for their dissemination. Because of lack of full documentation, the authors apply an exhaustive enumeration of data for a single year. The paper presents distributional characteristics of news items by firms, by type, and by industry, firm size, day and month. The process of firm-specific disclosure is described and stock return statistics are presented.
SCIMA record nr: 59571
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