An Analytical Measure of Market Underreaction to Earnings News
Year of publication: |
2020
|
---|---|
Authors: | Chung, Kee H. |
Other Persons: | Kim, Oliver (contributor) ; Lim, Steve C. (contributor) ; Yang, Sean (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Kapitaleinkommen | Capital income | Messung | Measurement |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2409124 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Understanding the variation in the information content of earnings : a return decomposition analysis
Hou, Kewei, (2015)
-
Psychological barriers, expectational errors, and underreaction to news
Birru, Justin, (2014)
-
Investor reaction to strategic emphasis on earnings numbers : an empirical study
Sadique, M. Shibley, (2013)
- More ...
-
A New Metric of Market Underreaction to Earnings Announcements : An Empirical Test
Chung, Kee H., (2020)
-
An analytical measure of market underreaction to earnings news
Chung, Kee H., (2019)
-
Reverse stock splits, institutional holdings, and share value
Chung, Kee H., (2015)
- More ...