Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns-Reference-Cited by-同舟云学术

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Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns

Published:2024-07 Issue: Volume:94 Page:103316
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Zhang Sijia,Gregoriou Andros,Wu He

Publisher

Elsevier BV

Reference61 articles.

1. Investor sentiment and the cross section of stock returns;Baker;Journal of Finance,2006

2. An empirical evaluation of accounting income numbers;Ball;Journal of Accounting Research,1968

3. Patterns in unexpected earnings as an explanation for post-announcement- drift;Bartov;Accounting Review,1992

4. Event day 0? After-hours earnings announcements;Berkman;Journal of Accounting Research,2009

5. Evidence that stock prices do not fully reflect the implications of current earnings for future earnings;Bernard;Journal of Accounting and Economics,1990

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