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The real-time information content of macroeconomic news : implications for firm-level earnings expectations

Carabias, Jose M. - In: Review of accounting studies 23 (2018) 1, pp. 136-166

Persistent link: https://www.econbiz.de/10011848284

Earnings news, expected earnings, and aggregate stock returns

Choi, Jung Ho; Kalay, Alon; Sadka, Gil - In: Journal of financial markets 29 (2016), pp. 110-143

Persistent link: https://www.econbiz.de/10011722250

Earnings belief risk and the cross-section of stock returns

Gibson Brandon, Rajana; Wang, Songtao - In: Review of finance : journal of the European Finance … 24 (2020) 5, pp. 1107-1158

Persistent link: https://www.econbiz.de/10012403814

"Other information" as an explanatory factor for the opposite market reactions to earnings surprises

Chen, Vincent Y. S.; Tiras, Samuel L. - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 757-784

Persistent link: https://www.econbiz.de/10011532207

Oil Price Exposure, Earnings Announcements, and Stock Return Predictability

Moore, Jordan - 2020

We provide evidence that equity investors with limited attention are slow to incorporate how current oil price changes affect future earnings announcements. A cross-sectional equity trading strategy that exploits this inefficiency yields an annualized Sharpe Ratio of 0.57. Stock prices respond...

Persistent link: https://www.econbiz.de/10012852476

Investor reaction to simultaneous news releases : unemployment vs. earnings

Gupta, Neeraj J.; Strohush, Vitaliy; White, Reilly - In: Journal of economics and finance 43 (2019) 4, pp. 735-749

Persistent link: https://www.econbiz.de/10012385199

Are earnings predictable?

Amini, Shahram; Singal, Vijay - In: Journal of economics and finance : JEF 44 (2020) 3, pp. 528-562

Persistent link: https://www.econbiz.de/10012239227

When are extreme daily returns not lottery? : at earnings announcements!

Nguyen, Hung T.; Truong, Cameron - In: Journal of financial markets 41 (2018), pp. 92-116

Persistent link: https://www.econbiz.de/10012001791

Post-earnings-announcement drift and the return predictability of earnings levels : one effect or two?

Kausar, Asad - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4877-4892

Persistent link: https://www.econbiz.de/10011932637

The price of firm-level information uncertainty

Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10015061561

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