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Investor perceptions of earnings processes and post-announcement drifts

Lee, Bong-soo; Rui, Oliver M. - In: Asia-Pacific journal of financial studies 40 (2011) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10009958538

Empirical identification of non-information trades using trading volume data

Lee, Bong-soo; Rui, Oliver Meng - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 327-350

Persistent link: https://www.econbiz.de/10001748172

The dynamic relationship between stock returns and trading volume : domestic and cross-country evidence

Lee, Bong-soo; Rui, Oliver Meng - In: Journal of banking & finance 26 (2002) 1, pp. 51-58

Persistent link: https://www.econbiz.de/10001636659

Information transmission between the NASDAQ and Asian second board markets

Lee, Bong-soo; Rui, Oliver Meng; Wang, Steven Shuye - In: Journal of banking & finance 28 (2004) 7, pp. 1637-1670

Persistent link: https://www.econbiz.de/10002100513

Investor perceptions of earnings processes and post-announcement drifts

Lee, Bong-soo; Rui, Oliver Meng - In: Asia-Pacific journal of financial studies 40 (2011) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10009388598

Time-series behavior of share repurchases and dividends

Lee, Bong-soo; Rui, Oliver Meng - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 119-142

Persistent link: https://www.econbiz.de/10003434590

Investor Perceptions of Earnings Processes and Post-Announcement Drifts

Rui, Oliver Meng - 2011

In this paper, we generalize Bernard and Thomas' (1990) "delayed response" hypothesis as an explanation of post-earnings-announcement drifts. By applying a modified version of Beveridge and Nelson's technique of decomposing a time-series process of earnings into permanent and temporary...

Persistent link: https://www.econbiz.de/10013127291

Permanent, temporary, and non-fundamental components of stock prices

Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001243210

Fundamentals and bubbles in asset prices : evidence from US and Japanese asset prices

Lee, Bong-soo - In: Financial engineering and the Japanese markets 2 (1995) 2, pp. 89-122

Persistent link: https://www.econbiz.de/10001187912

Comovements of earnings, dividends, and stock prices

Lee, Bong-soo - In: Journal of empirical finance 3 (1996) 4, pp. 327-346

Persistent link: https://www.econbiz.de/10001215365