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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Dividends, earnings, and predictability
Møller, Stig Vinther; Sander, Magnus - In: Journal of banking & finance 78 (2017), pp. 153-163
Persistent link: https://www.econbiz.de/10011815127
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"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
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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
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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
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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
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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
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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
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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
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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