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Liquidity and the post-earnings-announcement drift

Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32

Persistent link: https://www.econbiz.de/10003867775

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

The post-earnings-announcement drift is a longstanding anomaly that conflicts with market efficiency. This study documents that the post-earnings-announcement drift occurs mainly in highly illiquid stocks. A trading strategy that goes long high-earnings-surprise stocks and short...

Persistent link: https://www.econbiz.de/10013134486

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

Persistent link: https://www.econbiz.de/10013134711

Do firms mislead investors by overstating earnings before seasoned equity offerings?

Shivakumar, Lakshmanan - In: Journal of accounting & economics 29 (2000) 3, pp. 339-371

Persistent link: https://www.econbiz.de/10001537805

Discussion of aggregate market reaction to earnings announcements

Shivakumar, Lakshmanan - In: Journal of accounting research 48 (2010) 2, pp. 335-342

Persistent link: https://www.econbiz.de/10003961454

Target’s earnings quality and bidders’ takeover decisions

Raman, Kartik; Shivakumar, Lakshmanan; Tamayo, Ane - In: Review of accounting studies 18 (2013) 4, pp. 1050-1087

Persistent link: https://www.econbiz.de/10010234291

Does market structure affect the immediacy of stock price responses to news?

Masulis, Ronald W.; Shivakumar, Lakshmanan - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 617-648

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Inflation, earnings forecasts, and post-earnings announcement drift

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The debt market relevance of management earnings forecasts : evidence from before and during the credit crisis

Shivakumar, Lakshmanan; Urcan, Oktay; Vasvari, Florin P.; … - In: Review of accounting studies 16 (2011) 3, pp. 464-486

Persistent link: https://www.econbiz.de/10009300545

Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements

Chordia, Tarun; Green, Tracy Clifton; Kottimukkalur, … - In: The review of financial studies 31 (2018) 12, pp. 4650-4687

Persistent link: https://www.econbiz.de/10012005214