Realized moments and the cross-sectional stock returns around earnings announcements
Year of publication: |
2022
|
---|---|
Authors: | Wang, Qingxia ; Faff, Robert W. ; Zhu, Min |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 408-427
|
Subject: | Cross-sectional stock returns | Earnings announcements | Realized measures | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Gewinn | Profit | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Gewinnprognose | Earnings announcement |
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