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Post‐Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor

Battalio, Robert H.; Mendenhall, Richard R. - In: The Financial Review 46 (2011) 4, pp. 513-539

Persistent link: https://www.econbiz.de/10011031922

Earnings expectations, investor trade size, and anomalous returns around earnings announcements

Battalio, Robert H.; Mendenhall, Richard R. - In: Journal of Financial Economics 77 (2005) 2, pp. 289-319

Persistent link: https://www.econbiz.de/10005122059

Individual Investors' Attention to Accounting Information : Evidence from Online Financial Communities*

Lerman, Alina - In: Contemporary Accounting Research 37 (2020) 4, pp. 2020-2057

Persistent link: https://www.econbiz.de/10012280849

The changing landscape of accrual accounting

Bushman, Robert M.; Lerman, Alina; Zhang, X. Frank - In: Journal of accounting research 54 (2016) 1, pp. 41-77

Persistent link: https://www.econbiz.de/10011450974

Information transfer and conference calls

Brochert, Francois; Kolev, Kalin; Lerman, Alina - In: Review of accounting studies 23 (2018) 3, pp. 907-957

Persistent link: https://www.econbiz.de/10011900440

Court disclosures of firms in Chapter 11 bankruptcy

Bastiaansen, Ilona; Lerman, Alina; Murphy, Frank; Vyas, … - In: Journal of accounting research 63 (2025) 1, pp. 57-112

Persistent link: https://www.econbiz.de/10015397756

Arbitrage Risk and Post-Earnings-Announcement Drift

Mendenhall, Richard R. - In: The Journal of Business 77 (2004) 4, pp. 875-894

This study examines whether the magnitude of post-earnings-announcement drift is related to the risk faced by arbitrageurs, who may view the anomaly as a trading opportunity. Consistent with this hypothesis, the magnitude of the drift is strongly related to the arbitrage risk measure developed...

Persistent link: https://www.econbiz.de/10005728324

Depth improvement and adjusted price improvement on the New York stock exchange

Bacidore, Jeffrey M.; Battalio, Robert H.; Jennings, … - In: Journal of Financial Markets 5 (2002) 2, pp. 169-195

Persistent link: https://www.econbiz.de/10005320074

Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange

Bacidore, Jeffrey; Battalio, Robert H.; Jennings, Robert H. - In: Journal of Financial Markets 6 (2003) 3, pp. 337-362

Persistent link: https://www.econbiz.de/10005322091

To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets

Battalio, Robert H.; Shkilko, Andriy; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1637-1662

Persistent link: https://www.econbiz.de/10011665159