Autocorrelation structure of forecast errors from time series models : alternative assessments of the causes of post-earnings announcement drift
Year of publication: |
1999
|
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Authors: | Jacob, John ; Lys, Thomas ; Sabino, Jowell S. |
Published in: |
Journal of accounting & economics. - Amsterdam [u.a.] : Elsevier, ISSN 0165-4101, ZDB-ID 441330-1. - Vol. 28.1999, 3, p. 329-358
|
Subject: | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Theorie | Theory | Autokorrelation | Autocorrelation |
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