Measuring portfolio gains : the case of earnings announcement trading signals
Year of publication: |
2024
|
---|---|
Authors: | Lyle, Matthew R. ; Yohn, Teri Lombardi |
Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 99.2024, 4, p. 315-338
|
Subject: | earnings announcements | portfolio formation | post-earnings announcement drift | earnings announcement premium | rescheduling of earnings announcements | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
-
Competing earnings announcements : which announcement do investors process first?
Frederickson, James R., (2016)
-
Michaely, Roni, (2016)
-
The puzzling behavior of short sellers around earnings announcements
Alexander, Gordon J., (2014)
- More ...
-
Fundamental Analysis and Mean-Variance Optimal Portfolios
Lyle, Matthew R., (2020)
-
The Speed of the Market Reaction to Pre-Open versus Post-Close Earnings Announcements
Lyle, Matthew R., (2020)
-
Fundamental analysis and mean-variance optimal portfolios
Lyle, Matthew R., (2021)
- More ...