You, Haifeng; Zhang, Xiao-Jun - In: China Finance Review International 1 (2011) August, pp. 358-387
Purpose –This study aims to examine whether limited attention leads to the market underreaction to earnings announcement and 10-K filings. Design/methodology/approach–This is an empirical study involving statistical analysis of a large sample of data, obtained from Compustat, CRSP and...
