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Discussion of Information Uncertainty and Post‐Earnings‐Announcement‐Drift

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  • Lakshmanan Shivakumar

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  • Lakshmanan Shivakumar, 2007. "Discussion of Information Uncertainty and Post‐Earnings‐Announcement‐Drift," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 434-438, April.
    • Handle: RePEc:bla:jbfnac:v:34:y:2007:i:3-4:p:434-438
    DOI: 10.1111/j.1468-5957.2007.02031.x
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    References listed on IDEAS

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    1. X. Frank Zhang, 2006. "Information Uncertainty and Stock Returns," Journal of Finance, American Finance Association, vol. 61(1), pages 105-137, February.
    2. Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 2001. "Overconfidence, Arbitrage, and Equilibrium Asset Pricing," Journal of Finance, American Finance Association, vol. 56(3), pages 921-965, June.
    3. Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 159-178.
    4. Basu, Sudipta, 1997. "The conservatism principle and the asymmetric timeliness of earnings," Journal of Accounting and Economics, Elsevier, vol. 24(1), pages 3-37, December.
    5. Ray Ball & Lakshmanan Shivakumar, 2006. "The Role of Accruals in Asymmetrically Timely Gain and Loss Recognition," Journal of Accounting Research, Wiley Blackwell, vol. 44(2), pages 207-242, May.
    6. David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
    7. repec:bla:jfinan:v:53:y:1998:i:6:p:1839-1885 is not listed on IDEAS
    8. Alon Brav & J.B. Heaton, 2002. "Competing Theories of Financial Anomalies," The Review of Financial Studies, Society for Financial Studies, vol. 15(2), pages 575-606, March.
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    Cited by:

    1. Zhipeng Yan & Yan Zhao & Wei Xu & Lee-Young Cheng, 2012. "Earnings response elasticity and post-earnings-announcement drift," Journal of Asset Management, Palgrave Macmillan, vol. 13(4), pages 287-305, August.

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