Financial reporting complexity and investor underreaction to 10-K information
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11142-008-9083-2.pdf
Reference37 articles.
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3. Barber, B., & Lyon, J. D. (1997). Detecting long-run abnormal returns: The empirical power and specification of test statistics. Journal of Financial Economics, 43, 341–372.
4. Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of Financial Economics, 49, 307–343.
5. Bernard, V., & Thomas, J. (1989). Post-earnings announcement drift: Delayed price response or risk premium. Journal of Accounting Research, 27, 1–36.
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