Ahlatcioglu, Aykut; Okay, Nesrin - In: Journal of Capital Markets Studies (JCMS) 3 (2019) 2, pp. 179-187
Purpose - The purpose of this paper is to assess the information value of earnings announcements for the 2007-2017 period in Borsa Istanbul. Design/methodology/approach - Abnormal volatility (AVOL) and abnormal absolute return (AAR) in the three-day window around the earnings announcement are...
