Accepted by Shivaram Rajgopal. We would like to thank Shivaram Rajgopal, two anonymous referees, Peter Klein, Evan Gatev, George Blazenko, Fayez Ealyan, and workshop participants at Simon Fraser University, the 2009 Global Finance Association conference, and the 2009 Canadian Academic Accounting Association conference for helpful comments. Dennis Chung thanks the Social Sciences and Humanities Research Council of Canada and the CA Education Foundation of the Institute of Chartered Accountants of British Columbia for their financial support.
Market Efficiency and the Post-Earnings Announcement Drift*
Article first published online: 1 APR 2011
© 2011 The Canadian Academic Accounting Association
Contemporary Accounting Research
Volume 28, Issue 3, pages 926–956, Fall 2011 (September)
How to Cite
Chung, D. Y. and Hrazdil, K. (2011), Market Efficiency and the Post-Earnings Announcement Drift. Contemporary Accounting Research, 28: 926–956. doi: 10.1111/j.1911-3846.2011.01078.x
- Issue published online: 12 SEP 2011
- Article first published online: 1 APR 2011
- Accepted manuscript online: 8 FEB 2011 01:03AM EST
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