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subject:"Announcement effect"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The accounting review : a publication of the American Accounting Association"
~subject:"CAPM"
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Announcement effect
CAPM
Capital income
351
Kapitaleinkommen
351
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177
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177
Estimation
104
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104
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Zaremba, Adam
4
Atilgan, Yigit
3
Demirtas, K. Ozgur
2
Grobys, Klaus
2
Gunaydin, A. Doruk
2
Kolari, James W.
2
Lyle, Matthew R.
2
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Zhou, Hang
2
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1
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1
Akdogu, Evrim
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Alireza Zarei
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1
Anh Pham Huy Nguyen
1
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1
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1
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1
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1
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1
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Bilal
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1
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1
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1
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1
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1
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Applied economics
The European journal of finance
The accounting review : a publication of the American Accounting Association
Finance research letters
136
Journal of financial economics
99
International review of financial analysis
81
Journal of banking & finance
78
Journal of empirical finance
67
Pacific-Basin finance journal
63
Management science : journal of the Institute for Operations Research and the Management Sciences
51
The North American journal of economics and finance : a journal of financial economics studies
48
International review of economics & finance : IREF
44
Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Journal of economic dynamics & control
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Journal of econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Investment management and financial innovations
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of real estate finance and economics
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Investor sentiment and skewness risk premium
Yaakoubi, Soumaya
- In:
Applied economics
56
(
2024
)
35
,
pp. 4194-4208
Persistent link: https://www.econbiz.de/10014559279
Saved in:
2
Stock price reactions to the information and bias in analyst-expected returns
Loudis, Johnathan A.
- In:
The accounting review : a publication of the American …
99
(
2024
)
4
,
pp. 281-313
Persistent link: https://www.econbiz.de/10014632056
Saved in:
3
Measuring portfolio gains : the case of earnings announcement trading signals
Lyle, Matthew R.
;
Yohn, Teri Lombardi
- In:
The accounting review : a publication of the American …
99
(
2024
)
4
,
pp. 315-338
Persistent link: https://www.econbiz.de/10014632060
Saved in:
4
Operating leverage and stock returns under different aggregate funding conditions
García-Feijóo, Luis
;
Jensen, Tyler K.
;
Koch, Paul
- In:
The accounting review : a publication of the American …
99
(
2024
)
3
,
pp. 169-199
Persistent link: https://www.econbiz.de/10014536454
Saved in:
5
Crowdsourced forecasts and the market reaction to earnings announcement news
Schafhäutle, Sandra G.
;
Veenman, David
- In:
The accounting review : a publication of the American …
99
(
2024
)
2
,
pp. 421-456
Persistent link: https://www.econbiz.de/10014496176
Saved in:
6
Dynamic risk adjustment in long-run event study tests
Han, Yao
;
Kolari, James W.
;
Pynnönen, Seppo
- In:
Applied economics
56
(
2024
)
6
,
pp. 744-764
Persistent link: https://www.econbiz.de/10014440123
Saved in:
7
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
8
Analysts' forecast anchoring and discontinuous market reaction : evidence from China
Fan, Ruixin
;
Xiong, Xiong
;
Li, Youwei
;
Gao, Ya
- In:
The European journal of finance
30
(
2024
)
14
,
pp. 1676-1701
Persistent link: https://www.econbiz.de/10014636600
Saved in:
9
Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu
;
Jiang, Xiaoquan
- In:
Applied economics
56
(
2024
)
46
,
pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
Saved in:
10
Can COVID-19 solve the equity premium puzzle?
Chibane, Messaoud
- In:
Applied economics
55
(
2023
)
6
,
pp. 603-616
Persistent link: https://www.econbiz.de/10013494443
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