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Earnings and dividend announcements : is there a corroboration effect?
Kane, Alex; Lee, Young Ki; Marcus, Alan J. - 1983
Persistent link: https://www.econbiz.de/10003094596
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Fundamentally, momentum is fundamental momentum
Novy-Marx, Robert - 2015
Persistent link: https://www.econbiz.de/10010500690
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Social trust and differential reactions of local and foreign investors to public news
Jia, Chunxin; Wang, Yaping; Xiong, Wei - 2015
Persistent link: https://www.econbiz.de/10010519888
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Capital gains taxes and stock reactions to quarterly earnings announcements
Blouin, Jennifer L.; Raedy, Jana Smith; Shackelford, … - 2000
Persistent link: https://www.econbiz.de/10001468183
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The earnings announcement premium and trading volume
Lamont, Owen A.; Frazzini, Andrea - 2007
On average, stock prices rise around scheduled earnings announcement dates. We show that this earnings announcement premium is large, robust, and strongly related to the fact that volume surges around announcement dates. Stocks with high past announcement period volume earn the highest...
Persistent link: https://www.econbiz.de/10003464352
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
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Market reactions to tangible and intangible information
Daniel, Kent; Titman, Sheridan - 2003
Persistent link: https://www.econbiz.de/10001762987
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Estimating the equity premium
Campbell, John Y. - 2007
Persistent link: https://www.econbiz.de/10003548934
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377