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Xu, Yexiao; Chen, Gong-meng; Rui, Oliver Meng - 2004

Persistent link: https://www.econbiz.de/10002415269

Investor perceptions of earnings processes and post-announcement drifts

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Investor Perceptions of Earnings Processes and Post-Announcement Drifts

Rui, Oliver M. - 2011

In this paper, we generalize Bernard and Thomas' (1990) "delayed response" hypothesis as an explanation of post-earnings-announcement drifts. By applying a modified version of Beveridge and Nelson's technique of decomposing a time-series process of earnings into permanent and temporary...

Persistent link: https://www.econbiz.de/10013127291

Retail investors and stock price synchronicity

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International hedge ratios for index futures market : a simultaneous equations approach

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Does revenue momentum drive or ride earnings or price momentum?

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Mutual fund herding its impact on stock returns : evidence from the Taiwan stock market

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Technical, fundamental, and combined information for separating winners from losers

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The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation

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Persistent link: https://www.econbiz.de/10011797024