The persistence of the small firm/January effect: Is it consistent with investors’ learning and arbitrage efforts?

Author:

Easterday Kathryn E.,Sen Pradyot K.,Stephan Jens A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. Volume of trading and the dispersion of analysts’ earnings forecasts;Ajinkya;The Accounting Review,1991

2. Yes, Wall Street, there is a January effect! Evidence from laboratory auctions;Anderson;The Journal of Behavioral Finance,2007

3. Trading volume reactions to annual accounting earnings announcements;Atiase;Journal of Accounting and Economics,1994

4. The information content of annual earnings releases: A trading volume approach;Bamber;Journal of Accounting Research,1986

5. Trading volume and different aspects of disagreement coincident with earnings announcments;Bamber;The Accounting Review,1997

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