Sehgal, Sanjay; Bijoy, Kumar - In: Vision 19 (2015) 1, pp. 25-36
In this study we examine the stock price reaction around earnings announcement for India. The data are used for 469 companies and the study period spans from December 2002 to December 2011 covering 37 quarterly periods. Significant pre-event abnormal returns are observed for 32 out of 37...