Local investor attention and post-earnings announcement drift
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/article/10.1007/s11156-017-0669-2/fulltext.html
Reference73 articles.
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3. Barber B, Lyon J (1997) Detecting long-run abnormal stock returns: the empirical power and specification of test statistics. J Financ Econ 43:341–372
4. Barber B, Odean T (2008) All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors. Rev Financ Stud 21:785–818
5. Bartov E, Radhakrishnan S, Krinsky I (2000) Investor sophistication and patterns in stock returns after earnings announcements. Acc Rev 75:43–63
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