Market Efficiency and the Post†Earnings Announcement Drift
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Abstract
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DOI: 10.1111/j.1911-3846.2011.01078.x
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Citations
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Cited by:
- Justin Cox, 2020. "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 587-610, July.
- Chen, Xing & Diao, Xundi & Wu, Chongfeng, 2022. "Heterogeneous investor attention and post earnings announcement drift: Evidence from China," Economic Modelling, Elsevier, vol. 110(C).
- repec:grz:wpsses:2021-01 is not listed on IDEAS
- Zhang, Sijia & Gregoriou, Andros, 2020. "Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market," Journal of Business Research, Elsevier, vol. 116(C), pages 13-26.
- Chung, Dennis Y. & Hrazdil, Karel & Novak, Jiri & Suwanyangyuan, Nattavut, 2019. "Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 15(1), pages 36-52.
- repec:grz:wpsses:2020-04 is not listed on IDEAS
- Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Kim, Jeong-Bon & Li, Liuchuang & Yu, Zhongbo & Zhang, Hao, 2019. "Local versus non-local effects of Chinese media and post-earnings announcement drift," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 82-92.
- Bond, Shaun & Wu, Wentao & Zheng, Suyan, 2023. "Seasonal patterns of earnings releases and post-earnings announcement drift," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 15-24.
- Feng, Frank Yulin & Kang, Wenjin & Zhang, Huiping, 2023. "Liquidity shocks and the negative premium of liquidity volatility around the world," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Martineau, Charles, 2021. "Rest in Peace Post-Earnings Announcement Drift," SocArXiv z7k3p, Center for Open Science.
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