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Earnings smoothing, momentum a...
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1
Earnings smoothing,
momentum
and statistical
arbitrage
: global evidence
Booth, G. Geoffrey
;
Gurun, Ayfer
- In:
Inventi impact: international trade
(
2015
)
4
,
pp. 249-266
Persistent link: https://www.econbiz.de/10011456077
Saved in:
2
Arbitrage
risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
3
An empirical investigation of pairs trading strategies in the Casablanca Stock Exchange
Alaoui, Abdelhamid Hamid
;
Jayi, Yassine Al
;
Abrache, Jawad
- In:
Asian African journal of economics and econometrics
19
(
2019
)
2
,
pp. 147-155
Persistent link: https://www.econbiz.de/10012427435
Saved in:
4
Left-tail
momentum
: underreaction to bad news, costly
arbitrage
and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 725-753
Persistent link: https://www.econbiz.de/10012543218
Saved in:
5
Earnings management and investor's stock return
Wu, Shih-wei
;
Lin, Fengyi
;
Fang, Wenchang
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 129-140
Persistent link: https://www.econbiz.de/10009778690
Saved in:
6
Investor expectations, earnings management, and asset prices
Du, Kai
- In:
Journal of economic dynamics & control
105
(
2019
),
pp. 134-157
Persistent link: https://www.econbiz.de/10012131947
Saved in:
7
Information and investor behavior surrounding earnings announcements
García Martín, C. José
;
Herrero, Begoña
;
Ibáñez, …
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
2
,
pp. 133-143
Persistent link: https://www.econbiz.de/10011303214
Saved in:
8
Predictability of analyst earnings forecast errors and institutional and individual investors' reactions to earnings news
Bhattacharya, Nilabhra
;
Olsson, Per
;
Park, Hyungshin
- In:
Journal of accounting, auditing & finance : JAAF
36
(
2021
)
4
,
pp. 826-853
Persistent link: https://www.econbiz.de/10012661995
Saved in:
9
Heterogeneous investor attention and post earnings announcement drift : evidence from China
Chen, Xing
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economic modelling
110
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013348263
Saved in:
10
Revisiting the earnings-price effect : the importance of future earnings
Chen, Li-Wen
;
Yu, Hsin-Yi
;
Huang, Hsu-Huei
- In:
Finance research letters
13
(
2015
),
pp. 90-96
Persistent link: https://www.econbiz.de/10011552412
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