Asset pricing on earnings announcement days
Year of publication: |
2022
|
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Authors: | Chan, Kam Fong ; Marsh, Terry Alan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 144.2022, 3, p. 1022-1042
|
Subject: | Capital asset pricing model | Earnings announcements | Market beta | Security market line | CAPM | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Gewinn | Profit | Betafaktor | Beta risk |
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