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Unraveling a puzzle: the case of value line timeliness rank upgrades

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  • Nandkumar Nayar
  • Ajai Singh
  • Wen Yu

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  • Nandkumar Nayar & Ajai Singh & Wen Yu, 2011. "Unraveling a puzzle: the case of value line timeliness rank upgrades," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 379-409, December.
    • Handle: RePEc:kap:fmktpm:v:25:y:2011:i:4:p:379-409
    DOI: 10.1007/s11408-011-0172-z
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    References listed on IDEAS

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    22. Jegadeesh, Narasimhan & Titman, Sheridan, 1993. "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 48(1), pages 65-91, March.
    23. Holloway, Clark, 1981. "A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks," Journal of Finance, American Finance Association, vol. 36(3), pages 711-719, June.
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    Cited by:

    1. Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V., 2016. "Investor response to online value line rank changes: Foreign versus local stocks," Global Finance Journal, Elsevier, vol. 30(C), pages 10-26.
    2. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).

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    More about this item

    Keywords

    Value line timeliness ranks; Post-earnings announcement drift; Upgrades; Post-upgrade drift; Momentum; G14;
    All these keywords.

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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