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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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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
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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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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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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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Estimation error of earnings information : a test of representativeness and anchoring-adjustment heuristic
Habbe, Abdul Hamid - In: International journal of economics and financial issues … 7 (2017) 1, pp. 224-233
Persistent link: https://www.econbiz.de/10011784484
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An empirical analysis of algorithmic trading around earnings announcements
Frino, Alex; Prodromou, Tina; Wang, George H. K.; … - In: Pacific-Basin finance journal 45 (2017), pp. 34-51
Persistent link: https://www.econbiz.de/10011800806
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Short-term price effects of stock repurchases in Turkish capital markets
Pirgaip, Burak; Karacaer, Semra - In: International journal of economics and finance 7 (2015) 12, pp. 29-43
Persistent link: https://www.econbiz.de/10011411593
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Market Reaction to an Earnings Shock : A Test of the Conservatism Effect
Alwathainani, Abdulaziz M. - 2014
shock to quarterly earnings, firms ranking in the top (bottom) earnings shock quintile exhibit substantial price momentum … over the next three-month periods following the initial earnings shock. In the subsequent quarter, firms reporting earnings …
Persistent link: https://www.econbiz.de/10013068900
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Stock price reactions to stock dividend announcements : a case from a sluggish economic period
Khanal, Aditya R.; Mishra, Ashok K. - In: The North American journal of economics and finance : a … 42 (2017), pp. 338-345
Persistent link: https://www.econbiz.de/10011938133