Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation
Author:
Funder
University of Jeddah
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s13132-023-01648-4.pdf
Reference62 articles.
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3. Ali, A., Chen, X., Yao, T., & Yu, T. (2020). Can mutual funds profit from post-earnings announcement drift? The role of competition. Journal of Banking & Finance, 114, 105774.
4. Alves, P., & Carvalho, L. (2020). Recent evidence on international stock markets overreaction. The Journal of Economic Asymmetries, 22, e00179.
5. Ball, R., & Brown, P. (1968). An empirical evaluation of accounting income numbers. Journal of Accounting Research, 6(2), 159–178.
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