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Discussion of Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
Data up to Jan 2025
Published1989
Citations11
References7
Total Citations Per Year
Abstract
References (7)
Practical Nonparametric Statistics
2000 • 11,073 citations
Fads, Martingales, and Market Efficiency
1990 • 1,579 citations
POST-EARNINGS-ANNOUNCEMENT DRIFT - DELAYED PRICE RESPONSE OR RISK PREMIUM
1989 • 1,578 citations
Anomalies in relationships between securities' yields and yield-surrogates
1978 • 779 citations
Trading patterns, bid-ask spreads, and estimated security returns
1989 • 309 citations
The Multiperiod Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports
1989 • 240 citations
Economic determinants of the relation between earnings changes and stock returns
1993 • 158 citations
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