The structure of information release and the factor structure of returns
Thomas Gilbert, Christopher Hrdlicka, Avraham Kamara
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Gilbert, Thomas ; Hrdlicka, Christopher ; Kamara, Avraham |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 127.2018, 3, p. 546-566
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| Subject: | Earnings announcements | CAPM | Factor models | SMBHML | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Theorie | Theory | Faktorenanalyse | Factor analysis | Gewinnprognose | Earnings announcement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011968942