Earnings Announcement Beta and Accrual of Risk Premium
Year of publication: |
[2021]
|
---|---|
Authors: | Chen, Jingjing ; Chen, Linda H. ; Jiang, George J. |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Ankündigungseffekt | Announcement effect | Betafaktor | Beta risk | CAPM | Gewinn | Profit | Gewinnprognose | Earnings announcement | Rückstellung | Accrual | Rechnungsabgrenzung | Accruals and deferrals | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3804562 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Earnings Notifications, Investor Attention, and the Earnings Announcement Premium
Chapman, Kimball, (2018)
-
The Disappearing Earnings Announcement Premium
Heitz, Amanda, (2020)
-
Earnings Announcements : Ex-Ante Risk Premia
Liu, Hong, (2023)
- More ...
-
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing, (2021)
-
Market reaction to information shocks : does the Bloomberg and Briefing.com survey matter?
Chen, Linda H., (2013)
-
Risk, illiquidity or marketability : what matters for the discounts on private equity placements?
Chen, Linda H., (2015)
- More ...