The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-013-0386-4.pdf
Reference33 articles.
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3. Battalio RH, Mendenhall RR (2007) Post earnings announcement drift: timing and liquidity costs. Working paper. University of Notre Dame
4. Bernard V, Seyhun HN (1997) Does post-earnings-announcement drift in stock prices reflect a market inefficiency? A stochastic dominance approach. Rev Quant Financ Acc 9:17–34
5. Bernard VL, Thomas JK (1989) Post earnings announcement drift: delayed price response or risk premium. J Acc Res 27:1–36
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