Stock return predictability of the cumulative abnormal returns around the earnings announcement date : evidence from China
Year of publication: |
2023
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Authors: | Sun, Ping-Wen ; Wen, Zipeng |
Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 1, p. 58-86
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Subject: | cumulative abnormal returns | earnings announcement | earnings surprise | institutional investors | price delay | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Gewinn | Profit | China | Gewinnprognose | Earnings announcement | Institutioneller Investor | Institutional investor | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
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