Measuring abnormal performance

Author:

Chopra Navin,Lakonishok Josef,Ritter Jay R.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference44 articles.

1. The effects of beta, bid-ask spread, residual risk, and size on stock returns;Amihud;Journal of Finance,1989

2. Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns;Ball;Journal of Financial Economics,1989

3. Security returns around earnings announcements;Ball;The Accounting Review,1991

4. Post-earnings-announcement drift: Delayed price response or risk premium?;Bernard;Journal of Accounting Research,1989

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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