BENOS, Alexandros; ROCKINGER, Michael - In: Annales d'Economie et de Statistique (2000) 60, pp. 151-175
Starting in 1995, we follow for three years the 120 most important companies listed on the paris Bourse and examine the link between stock trading characteristics and different measures of earnings' surprises during annual and semi-annual public disclosures. After a short discussion of market...