1. Limited attention and the earnings announcement returns of past stock market winners;Aboody;Review of Accounting Studies,2010
2. The cross-section of volatility and expected returns;Ang;Journal of Finance,2006
3. Security returns around earnings announcements;Ball;The Accounting Review,1991
4. Event day 0? After-hours earnings announcements;Berkman;Journal of Accounting Research,2009
5. Bushman, R., McDermott, K., Williams, C., 2012. The earnings announcement premium and volume concentration. Unpublished Working Paper. University of North Carolina at Chapel Hill and University of Michigan.