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An Empirical-Investigation Of The Speed Of The Market Reaction To Earnings Announcements

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  • DEFEO, VJ

Abstract

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Suggested Citation

  • Defeo, Vj, 1986. "An Empirical-Investigation Of The Speed Of The Market Reaction To Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 24(2), pages 349-363.
    • Handle: RePEc:bla:joares:v:24:y:1986:i:2:p:349-363
    DOI: http://hdl.handle.net/10.2307/2491138
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    Citations

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    Cited by:

    1. Fernando Rubio, 2005. "Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo," Finance 0503029, University Library of Munich, Germany.
    2. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
    3. Byung T. Ro, 1989. "Earnings news and the firm size effect," Contemporary Accounting Research, John Wiley & Sons, vol. 6(1), pages 177-195, September.

    More about this item

    Keywords

    Earnings announcements; Market reaction; Informational content; Market reaction duration;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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