Barber, Brad M.; George, Emmanuel T. De; Lehavy, Reuven; … - In: Journal of Financial Economics 108 (2013) 1, pp. 118-138
U.S. stocks have been shown to earn higher returns during earnings announcement months than during non-announcement months. We document that this earnings announcement premium exists across the globe. Moreover, it is not isolated to a few countries. Of the 20 countries with enough data to...
