Publications

Earnings News and Over-the-Counter Markets
with Chongho Kim and Edward Watts
Journal of Accounting Research, 2024

Using a comprehensive sample of corporate bond transactions, we document significant improvements in execution prices (i.e., liquidity) for investors during earnings \linebreak announcements relative to non-earnings announcement days. Our evidence shows that, despite concurrent increases in information asymmetry during these periods, these improvements derive from two primary sources: (i) better access to dealers and reduced search costs and (ii) increased participation from well-connected investors.  We also show that these improvements are primarily driven by information-based trade, contrast with a concurrent deterioration of liquidity in equity markets, and generalize to other firm-specific information events. Overall, our findings highlight new channels through which firm-specific information impacts asset prices and the importance of market structure in understanding the capital market effects of earnings news.