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Market Reaction to Earnings News : A Unified Test of Information Risk and Transaction Costs

Zhang, Qi - 2014

We examine how information risk and transaction costs influence the initial and subsequent market reaction to earnings news. We find that the initial market reaction is higher per unit of earnings surprise for higher information risk firms (information content effect). Furthermore, it is...

Persistent link: https://www.econbiz.de/10013063286

How prior realized outcomes affect portfolio decisions

Duxbury, Darren; Hudson, Robert; Keasey, Kevin; Zhishu Yang - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 611-629

Persistent link: https://www.econbiz.de/10010246419

Share prices under Tory and Labour governments in the UK since 1945

Hudson, Robert; Keasey, Kevin; Dempsey, Mike - In: Applied financial economics 8 (1998) 4, pp. 389-400

Persistent link: https://www.econbiz.de/10001363512

Economic uncertainty : mispricing and ambiguity premium

Cai, Charlie X.; Fu, Xi; Kerestecioglu, Semih - In: European financial management : the journal of the … 29 (2023) 5, pp. 1702-1751

Persistent link: https://www.econbiz.de/10014430235

Do national soccer results really impact on the stock market?

Ashton, John K.; Gerrard, Bill; Hudson, Robert - In: Applied economics 43 (2011) 25/27, pp. 3709-3717

Persistent link: https://www.econbiz.de/10009380652

Identification of house price bubbles using user cost in a state space model

Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Applied economics 47 (2015) 55/57, pp. 6088-6101

Persistent link: https://www.econbiz.de/10011381027

Calculating and comparing security returns is harder than you think : a comparison between logarithmic and simple returns

Hudson, Robert; Gregoriou, Andros - In: International review of financial analysis 38 (2015), pp. 151-162

Persistent link: https://www.econbiz.de/10011337618

Do house prices overreact to relevant information? : new evidencefrom the UK housing market

Zhang, Hanxiong; Manahov, Viktor; Hudson, Robert; … - In: Investment management and financial innovations 12 (2015) 3, pp. 33-46

Persistent link: https://www.econbiz.de/10011527298

War and stock markets : the effect of World War Two on the British stock market

Hudson, Robert; Urquhart, Andrew - In: International review of financial analysis 40 (2015), pp. 166-177

Persistent link: https://www.econbiz.de/10011475734

Back to the future : an empirical investigation into the validity of stock index models over time

Summers, Barbara; Griffiths, Evan; Hudson, Robert - In: Applied financial economics 14 (2004) 3, pp. 209-214

Persistent link: https://www.econbiz.de/10001915523