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Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

The post-earnings-announcement-drift is a long standing anomaly that is in conflict with market efficiency. This paper documents that the post-earnings-announcement drift occurs mainly in the highly illiquid stocks. A trading strategy that goes long the high earnings surprise stocks and short...

Persistent link: https://www.econbiz.de/10012714457

Earnings and price momentum

Chordia, Tarun; Shivakumar, Lakshmanan - In: Journal of Financial Economics 80 (2006) 3, pp. 627-656

Persistent link: https://www.econbiz.de/10005362763

Self-Selection of Auditors and Audit Pricing in Private Firms

Chaney, Paul K.; Jeter, Debra C.; Shivakumar, Lakshmanan - In: The accounting review : a journal of the American … 79 (2004) 1, pp. 51-72

Persistent link: https://www.econbiz.de/10006758157

Problems in measuring portfolio performance An application to contrarian investment strategies

Ball, Ray; Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 38 (1995) 1, pp. 79-107

Persistent link: https://www.econbiz.de/10005376570

Anomalies in relationships between securities' yields and yield-surrogates

Ball, Ray - In: Journal of Financial Economics 6 (1978) 2-3, pp. 103-126

Persistent link: https://www.econbiz.de/10005210484

On Estimating Conditional Conservatism

Ball, Ray; Kothari, S P; Nikolaev, Valeri V - In: The accounting review : a journal of the American … 88 (2013) 3, pp. 755-788

Persistent link: https://www.econbiz.de/10010131076

Nonstationary expected returns : Implications for tests of market efficiency and serial correlation in returns

Ball, Ray; Kothari, S. P. - In: Journal of Financial Economics 25 (1989) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10005477817