Momentum and post-earnings-announcement drift anomalies : the role of liquidity risk
Year of publication: |
2006
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Authors: | Sadka, Ronnie |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 80.2006, 2, p. 309-349
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Subject: | CAPM | Transaktionskosten | Transaction costs | Betriebliche Liquidität | Corporate liquidity | Risikomanagement | Risk management | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Theorie | Theory | USA | United States |
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