The Effect of Earnings Management on Bid-Ask Spread and Market Liquidity

dc.contributor.authorAymen AJina
dc.date.accessioned2025-06-15T07:21:49Z
dc.date.issued2017
dc.description.abstractRich informational environment is likely to enhance stock market liquidity and to reduce the firm’s cost of capital (Botosan & Plumlee 2002; Hail 2002). This theoretical finding shows a practical interest to managers to regularly disclose financial information quality. The purpose of this paper is to combine corporate governance research with market microstructure research. It investigates the impact of information quality measured by accruals on the liquidity of the French market. Indeed, there is a debate in the literature on this relationship. The results obtained in international contexts and in the United States do not all converge because of the specific institutional settings. Using a sample of French firms from 2008 to 2011, we find that firms that manage earnings have wider bid-ask spreads. Our results are robust for both of two well-established measures of market liquidity. Therefore, the empirical results indicate that firms that exhibit greater earnings management are associated with lower market liquidity. These findings are in line with adverse selection and shed light on the role corporate governance devices can play in the consideration of shareholder interest’s protection, which leads to improved stock market liquidity levels. The results of our study are specific to the French context. Therefore, subsequent studies should analyze other financial markets to confirm our findings.
dc.identifier.urihttps://research.arabeast.edu.sa/handle/123456789/48
dc.language.isoen
dc.publisherEuropean Journal of Business and Management
dc.titleThe Effect of Earnings Management on Bid-Ask Spread and Market Liquidity
dc.typeArticle

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