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A closer look at value premium : literature review and synthesis

Pätäri, Eero; Leivo, Timo - In: Journal of economic surveys 31 (2017) 1, pp. 79-168

Persistent link: https://www.econbiz.de/10011757022

The effect of reporting streaks on ex ante uncertainty

Neururer, Thaddeus; Papadakis, George; Riedl, Edward J. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3771-3787

Persistent link: https://www.econbiz.de/10012289214

Price momentum and the premium for meeting or beating analysts' forecasts of earnings

Edmonds, Christopher T.; Edmonds, Jennifer E.; Fu, Richard - In: Advances in accounting : a research annual 42 (2018), pp. 34-47

Persistent link: https://www.econbiz.de/10011933400

Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium

Levi, Shai; Zhang, Xiao-Jun - In: Journal of financial economics 118 (2015) 2, pp. 383-398

Persistent link: https://www.econbiz.de/10011480520

The earnings announcement premium around the globe

Barber, Brad M.; George, Emmanuel T. de; Lehavy, Reuven; … - In: Journal of financial economics 108 (2013) 1, pp. 118-138

Persistent link: https://www.econbiz.de/10009746553

The Disappearing Earnings Announcement Premium

Heitz, Amanda - 2020

The earnings announcement premium, whereby a stock earns abnormal returns over its earnings announcement period, has been the subject of extensive research. We provide the first evidence that this premium has disappeared in the US in recent years. We show that the increased filings of material...

Persistent link: https://www.econbiz.de/10012850714