You, Haifeng; Zhang, Xiao‐Jun - In: China Finance Review International 1 (2011) 4, 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...