Zhang, Ying; Nguyen, Giao X.; Le, Steven V. - In: The Financial Review 45 (2010) 2, pp. 355-373
Beginning June 9, 2005, Value Line started announcing its "Timeliness" changes online at 10:00 a.m. on Thursday, one day earlier than Friday noon's post-delivery. We confirm that the Value Line effect still exists but shifts to Thursday in the Internet era. Unlike previous findings, the...
