Do firm-specific stock price crashes lead to a stimulation or distortion of market information efficiency?
Year of publication: |
2022
|
---|---|
Authors: | Kim, Jeong-bon ; Lee, Edward ; Zhu, Zhenmei |
Subject: | earnings response coefficient | market information efficiency | post-earnings announcement drift | stock price crashes | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Informationseffizienz | Informational efficiency | Finanzkrise | Financial crisis | Finanzmarkt | Financial market |
-
Analysis of quarterly earnings announcement and informational efficiency of Indian capital market
Selvam, M., (2009)
-
Bitcoin transactions, information asymmetry and trading volume
Ante, Lennart, (2020)
-
Is the mispricing of bank earnings related to financial regulation uncertainty?
Ho, Tuan, (2024)
- More ...
-
Did the value premium survive the subprime credit crisis?
Lee, Edward, (2014)
-
Did regulation fair disclosure, SOX, and other analyst regulations reduce security mispricing?
Lee, Edward, (2014)
-
Huang, Haijie, (2016)
- More ...