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There are 10413 results for: content related to: Discussion of Information Uncertainty and Post-Earnings-Announcement-Drift

  1. Earnings Volatility, Post–Earnings Announcement Drift, and Trading Frictions

    Journal of Accounting Research

    Volume 50, Issue 1, March 2012, Pages: 41–74, SEAN SHUN CAO and GANAPATHI S. NARAYANAMOORTHY

    Article first published online : 15 NOV 2011, DOI: 10.1111/j.1475-679X.2011.00425.x

  2. Information Uncertainty and Post-Earnings-Announcement-Drift

    Journal of Business Finance & Accounting

    Volume 34, Issue 3-4, April/May 2007, Pages: 403–433, Jennifer Francis, Ryan Lafond, Per Olsson and Katherine Schipper

    Article first published online : 5 JUN 2007, DOI: 10.1111/j.1468-5957.2007.02030.x

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    Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?

    Journal of Accounting Research

    Volume 53, Issue 1, March 2015, Pages: 175–220, JONATHAN A. MILIAN

    Article first published online : 14 JAN 2015, DOI: 10.1111/1475-679X.12070

  4. Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?

    Journal of Accounting Research

    Volume 52, Issue 3, June 2014, Pages: 733–774, EDWARD LEE, NORMAN STRONG and ZHENMEI (JUDY) ZHU

    Article first published online : 28 APR 2014, DOI: 10.1111/1475-679X.12051

  5. Driven to Distraction: Extraneous Events and Underreaction to Earnings News

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2289–2325, DAVID HIRSHLEIFER, SONYA SEONGYEON LIM and SIEW HONG TEOH

    Article first published online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01501.x

  6. Intra-Industry Information Transfers and the Post-Earnings Announcement Drift

    Contemporary Accounting Research

    Tunde Kovacs

    Article first published online : 3 NOV 2015, DOI: 10.1111/1911-3846.12210

  7. The Effect of Quarterly Report Readability on Information Efficiency of Stock Prices

    Contemporary Accounting Research

    Volume 29, Issue 4, Winter 2012 (December), Pages: 1137–1170, Yen-Jung Lee

    Article first published online : 11 MAY 2012, DOI: 10.1111/j.1911-3846.2011.01152.x

  8. Analysts’ and Investors’ Reactions to Consistent Earnings Signals

    Journal of Business Finance & Accounting

    Marcus L. Caylor, Theodore E. Christensen, Peter M. Johnson and Thomas J. Lopez

    Article first published online : 27 NOV 2015, DOI: 10.1111/jbfa.12163

  9. Information Uncertainty, Earnings Management, and Long-run Stock Performance Following Initial Public Offerings

    Journal of Business Finance & Accounting

    Volume 40, Issue 9-10, November/December 2013, Pages: 1126–1154, Sheng-Syan Chen, Wen-Chun Lin, Shao-Chi Chang and Chih-Yen Lin

    Article first published online : 17 DEC 2013, DOI: 10.1111/jbfa.12046

  10. Comparing the Post–Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts

    Journal of Accounting Research

    Volume 44, Issue 1, March 2006, Pages: 177–205, JOSHUA LIVNAT and RICHARD R. MENDENHALL

    Article first published online : 23 JAN 2006, DOI: 10.1111/j.1475-679X.2006.00196.x

  11. Event Day 0? After-Hours Earnings Announcements

    Journal of Accounting Research

    Volume 47, Issue 1, March 2009, Pages: 71–103, HENK BERKMAN and CAMERON TRUONG

    Article first published online : 22 DEC 2008, DOI: 10.1111/j.1475-679X.2008.00312.x

  12. Information Uncertainty and Stock Returns

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 105–137, X. FRANK ZHANG

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00831.x

  13. Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets

    Contemporary Accounting Research

    Paul Dou, Cameron Truong and Madhu Veeraraghavan

    Article first published online : 6 AUG 2015, DOI: 10.1111/1911-3846.12155

  14. Analysts' forecast error: a robust prediction model and its short-term trading profitability

    Accounting & Finance

    Volume 55, Issue 3, September 2015, Pages: 683–715, Kris Boudt, Peter de Goeij, James Thewissen and Geert Van Campenhout

    Article first published online : 28 MAR 2014, DOI: 10.1111/acfi.12076

  15. Post-Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor

    Financial Review

    Volume 46, Issue 4, November 2011, Pages: 513–539, Robert H. Battalio and Richard R. Mendenhall

    Article first published online : 5 OCT 2011, DOI: 10.1111/j.1540-6288.2011.00310.x

  16. Post–earnings–announcement Drift in the UK

    European Financial Management

    Volume 9, Issue 1, March 2003, Pages: 89–116, Weimin Liu, Norman Strong and Xinzhong Xu

    Article first published online : 14 MAR 2003, DOI: 10.1111/1468-036X.00209

  17. Price and Earnings Momentum, Transaction Costs, and an Innovative Practitioner Technique

    International Review of Finance

    Reza Tajaddini, Timothy Falcon Crack and Helen Roberts

    Article first published online : 7 OCT 2015, DOI: 10.1111/irfi.12065

  18. On the Anomalous Stock Price Response to Management Earnings Forecasts

    Journal of Business Finance & Accounting

    Volume 39, Issue 7-8, September/October 2012, Pages: 905–935, Somnath Das, Kyonghee Kim and Sukesh Patro

    Article first published online : 5 SEP 2012, DOI: 10.1111/j.1468-5957.2012.02298.x

  19. Investor Inattention and Friday Earnings Announcements

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 709–749, STEFANO DELLAVIGNA and JOSHUA M. POLLET

    Article first published online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01447.x

  20. Earnings Announcements: Good News for Institutional Investors and Short Sellers

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 91–113, Henk Berkman and Michael D. McKenzie

    Article first published online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00322.x