Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news-Reference-Cited by-同舟云学术

Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news

Published:2019-11-25 Issue:2 Volume:55 Page:695-738
ISSN:0924-865X
Container-title:Review of Quantitative Finance and Accounting
language:en
Short-container-title:Rev Quant Finan Acc

Author:

Liang Claire Y. C.^ORCID,Zhang Rengong^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s11156-019-00857-w.pdf

Reference60 articles.

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3. Ball R, Brown P (1968) An empirical evaluation of accounting income numbers. J Account Res 6(2):159–178

4. Barinov A, Park SS, Yildizhan C (2019) Firm complexity and post-earnings announcement drift. In: Working paper, University of Georgia. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2360338

5. Bernard VL, Seyhun HN (1997) Does post-earnings-announcement drift in stock prices reflect a market inefficiency? A stochastic dominance approach. Rev Quant Financ Account 9(1):17–34

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