Seasonalities in security returns
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference24 articles.
1. Predisclosure information, firm capitalization and security price behavior around earnings announcements;Atiase;Journal of Accounting Research,1985
2. The information content of annual earnings announcements;Beaver;Journal of Accounting Research,1968
3. The association between unsystematic security returns and the magnitude of earnings forecast errors;Beaver;Journal of Accounting Research,1979
4. Using daily stock returns: The case of event studies;Brown;Journal of Financial Economics,1985
5. On information arrival and hypothesis testing in event studies;Christie,1983
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