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
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|---|---|
| Authors: | Zhang, Sijia ; Gregoriou, Andros ; Wu, He |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103316, p. 1-14
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| 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 |
| 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