Asymmetric post earnings announcement drift and order flow imbalance : the impact on stock market returns
Sijia Zhang, Andros Gregoriou, He Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Sijia ; Gregoriou, Andros ; Wu, He |
| Subject: | Bid-ask bias | Earnings surprises | Market efficiency | Order flow imbalance | Post earnings announcement drift | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Gewinn | Profit | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103316 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014544070