When are extreme daily returns not lottery? : at earnings announcements!
Year of publication: |
2018
|
---|---|
Authors: | Nguyen, Hung T. ; Truong, Cameron |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 41.2018, p. 92-116
|
Subject: | Cross-sectional return predictability | Earnings announcements | Extreme returns | Lottery-like payoffs | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Gewinn | Profit | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Schätzung | Estimation | Glücksspiel | Gambling | Prognoseverfahren | Forecasting model |
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