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Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand

Truong, Cameron - In: Pacific-Basin finance journal 18 (2010) 2, pp. 139-157

Persistent link: https://www.econbiz.de/10003969639

Post-earnings announcement abnormal return in the Chinese equity market

Truong, Cameron - In: Journal of international financial markets, … 21 (2011) 5, pp. 637-661

Persistent link: https://www.econbiz.de/10009504854

Information content of earnings announcements in the New Zealand equity market, a longitudinal analysis

Truong, Cameron - In: Accounting and finance : journal of the Accounting … 52 (2012), pp. 403-432

Persistent link: https://www.econbiz.de/10009669885

Estimating expected excess returns using historical and option-implied volatility

Corrado, Charles Joseph; Miller, Thomas W. - 2005

Persistent link: https://www.econbiz.de/10003332149

Implied volatility skews and stock return skewness and kurtosis implied by stock option prices

Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85

Persistent link: https://www.econbiz.de/10001219143

The specification and power of the sign test in event study hypothesis tests using daily stock returns

Corrado, Charles Joseph - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 465-478

Persistent link: https://www.econbiz.de/10001129734

Filter rule tests of the economic significance of serial dependencies in daily stock returns

Corrado, Charles Joseph - In: The journal of financial research 15 (1992) 4, pp. 369-387

Persistent link: https://www.econbiz.de/10001143836

Momentum strategies and stock returns : Chinese evidence

Naughton, Tony; Truong, Cameron; Veeraraghavan, Madhu - In: Pacific-Basin finance journal 16 (2008) 4, pp. 476-492

Persistent link: https://www.econbiz.de/10003757409

The information content of stock markets around the world : a cultural explanation

Nguyen, Nhut; Truong, Cameron - In: Journal of international financial markets, … 26 (2013), pp. 1-29

Persistent link: https://www.econbiz.de/10010234977

Post-Earnings Announcement Drift : Evidence from the Corporate Bond Market

Wei, Xiaoting - 2012

This study examines the bond pricing behaviour over a 30-day interval subsequent to earnings announcements in the sample period of 2002 – 2010. Our results report a significant and positive relation between bond returns and earnings surprises over the 30-day post-earnings announcement period....

Persistent link: https://www.econbiz.de/10013101751