Stock price reactivity to earnings announcements : the role of the Cammer/Krogman factors
Year of publication: |
2021
|
---|---|
Authors: | Villanueva, O. Miguel ; Feinstein, Steven Phillip |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 1, p. 203-234
|
Subject: | Earnings announcements | Cammer/Krogman factors | Securities litigation | Logit regression | Stock price reactivity | Market efficiency | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Effizienzmarkthypothese | Efficient market hypothesis | Gewinnprognose | Earnings announcement | Kapitaleinkommen | Capital income |
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