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Relative Firm Profitability and Stock Return Sensitivity to Industry-Level News

Hao, Shengquan - 2011

This study provides theory and evidence to demonstrate how relative firm profitability within an industry affects stock return sensitivity to industry-level news. Extending the Cournot and Bertrand competition models, we predict that (1) the returns of less profitable firms in an industry are...

Persistent link: https://www.econbiz.de/10013128314

Brokerage-Firm Trading and Profits Around Recommendation Revision Dates

Anderson, Anders - 2012

results also indicate that broker clients do not profit from negative recommendations. The results we document go beyond what …

Persistent link: https://www.econbiz.de/10013109464

Abnormal Stock Returns and Profit Warnings

Louhichi, Wael - 2009

This paper aims at studying the market response surrounding profit warnings as well as annual earnings announcements … strong negative residual stock returns around profit warning announcements corresponding to bad news as well as abnormally … companies having previously released a profit warning in the market. Our results testify that those both disclosures convey an …

Persistent link: https://www.econbiz.de/10013158816

Post-earnings announcement drift : bounds on profitability for the marginal investor

Battalio, Robert H.; Mendenhall, Richard R. - In: The financial review : the official publication of the … 46 (2011) 4, pp. 513-539

Persistent link: https://www.econbiz.de/10009384063

Is trading on earnings surprises a profitable strategy? : Canadian evidence

Chudek, Mark; Truong, Cameron; Veeraraghavan, Madhu - In: Journal of international financial markets, … 21 (2011) 5, pp. 832-850

Persistent link: https://www.econbiz.de/10009504830

The share is down 8% after the profit warning, is it time to buy?

Spohr, J. - In: Applied economics letters 21 (2014) 7/9, pp. 556-559

Persistent link: https://www.econbiz.de/10010414800

Relative firm profitability and stock return sensitivity to industry-level news

Hao, Shengquan; Jin, Qinglu; Zhang, Guochang - In: The accounting review : a publication of the American … 86 (2011) 4, pp. 1321-1347

Persistent link: https://www.econbiz.de/10009297051

The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy

Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 605-625

Persistent link: https://www.econbiz.de/10010490369

Does the precision of news affect market underreaction? : Evidence from returns following two classes of profit warnings

Bulkley, George; Herrerias, Renata - In: European financial management : the journal of the … 11 (2005) 5, pp. 603-624

Persistent link: https://www.econbiz.de/10003203817

Dividend changes and future profitability : evidence from the Turkish stock market

Kadıoğlu, Eyüp; Öcal, Nurcan - In: International journal of economics and finance 8 (2016) 3, pp. 196-205

Persistent link: https://www.econbiz.de/10011448459