Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Georges Tsafack, Ying Becker, Ki Han
| Year of publication: |
2023
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|---|---|
| Authors: | Tsafack, Georges ; Becker, Ying ; Han, Ki C. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-21
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| Subject: | Chinese market | Earnings announcement premium | Return volatility | Risk-return tradeoff | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Risikoprämie | Risk premium | Gewinnprognose | Earnings announcement | Gewinn | Profit | CAPM | Aktienmarkt | Stock market | Risiko-Ertrags-Verhältnis | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463244