Post-earnings-announcement drift and the return predictability of earnings levels : one effect or two?
Year of publication: |
October 2018
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Authors: | Kausar, Asad |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 10, p. 4877-4892
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Subject: | unexpected earnings | earnings levels | earnings changes | post-earnings-announcement drift | return predictability | asset pricing | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Gewinnprognose | Earnings announcement | Börsenkurs | Share price | Lohn | Wages | Schätzung | Estimation | Finanzanalyse | Financial analysis |
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