Do firm-specific stock price crashes lead to a stimulation or distortion of market information efficiency?
Jeong-Bon Kim, Edward Lee, Zhenmei (Judy) Zhu
| Year of publication: |
2022
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| Authors: | Kim, Jeong-bon ; Lee, Edward ; Zhu, Zhenmei |
| Published in: |
Contemporary accounting research : the journal of the Canadian Academic Accounting Association. - Malden, MA : Wiley Periodicals, Inc, ISSN 1911-3846, ZDB-ID 2068682-1. - Vol. 39.2022, 3, p. 2175-2211
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| Subject: | earnings response coefficient | market information efficiency | post-earnings announcement drift | stock price crashes | Börsenkurs | Share price | Theorie | Theory | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1911-3846.12777 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464895