Firm complexity and post-earnings announcement drift
Author:
Funder
Yonsei University
Publisher
Springer Science and Business Media LLC
Subject
General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11142-022-09727-8.pdf
Reference59 articles.
1. Amihud, Y. 2002. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects. Journal of Financial Markets 5: 31–56.
2. Barinov, A. 2019. Firm Complexity and Conglomerates Expected Returns. Working paper, University of California Riverside.
3. Barinov, A., and J. Wu. 2014. High Short Interest Effect and Aggregate Volatility Risk. Journal of Financial Markets 21: 98–122.
4. Bartov, E., S. Radhakrishnan, and I. Krinsky. 2000. Investor Sophistication and Patterns in Stock Returns after Earnings Announcements. The Accounting Review 75: 43–63.
5. Berger, P.G., and E. Ofek. 1995. Diversification's Effect on Firm Value. Journal of Financial Economics 37: 39–65.
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