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Market Efficiency and the Post†Earnings Announcement Drift

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  • Dennis Y. Chung
  • Karel Hrazdil

Abstract

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Suggested Citation

  • Dennis Y. Chung & Karel Hrazdil, 2011. "Market Efficiency and the Post†Earnings Announcement Drift," Contemporary Accounting Research, John Wiley & Sons, vol. 28(3), pages 926-956, September.
    • Handle: RePEc:wly:coacre:v:28:y:2011:i:3:p:926-956
    DOI: 10.1111/j.1911-3846.2011.01078.x
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    Citations

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    Cited by:

    1. 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.
    2. Chen, Xing & Diao, Xundi & Wu, Chongfeng, 2022. "Heterogeneous investor attention and post earnings announcement drift: Evidence from China," Economic Modelling, Elsevier, vol. 110(C).
    3. repec:grz:wpsses:2021-01 is not listed on IDEAS
    4. 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.
    5. 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.
    6. DeLisle, R. Jared & Grant, Andrew & Mao, Ruiqi, 2024. "Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones," Journal of Corporate Finance, Elsevier, vol. 86(C).
    7. repec:grz:wpsses:2020-04 is not listed on IDEAS
    8. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    9. 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.
    10. 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.
    11. 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).
    12. Martineau, Charles, 2021. "Rest in Peace Post-Earnings Announcement Drift," SocArXiv z7k3p, Center for Open Science.

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