Arbitrage Risk and Post-Earnings-Announcement Drift

SSRN Electronic Journal ◽

10.2139/ssrn.315243 ◽

2002 ◽

Author(s):

Richard R. Mendenhall

Keyword(s):

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

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Arbitrage Risk and Post‐Earnings‐Announcement Drift

The Journal of Business ◽

10.1086/422627 ◽

2004 ◽

Vol 77 (4) ◽

pp. 875-894 ◽

Author(s):

Richard R. Mendenhall

Keyword(s):

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

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Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach

10.2469/dig.v28.n2.256 ◽

1998 ◽

Vol 28 (2) ◽

pp. 14-15

Author(s):

Laurie Effron

Keyword(s):

Stochastic Dominance ◽

Stock Prices ◽

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Market Inefficiency

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Over-reliance on Previous Periods' Earnings Can Cause Post-Earnings-Announcement Drift and Over-Reactions to Extreme Performance

SSRN Electronic Journal ◽

10.2139/ssrn.132149 ◽

1998 ◽

Author(s):

Robert J. Bloomfield ◽

Robert Libby ◽

Mark W. Nelson

Keyword(s):

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Extreme Performance

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Corporate Governance, Investor Attention and Post-Earnings Announcement Drift

SSRN Electronic Journal ◽

10.2139/ssrn.1571937 ◽

2010 ◽

Author(s):

xiaohan li ◽

Guojun Wu ◽

Canlin Li

Keyword(s):

Corporate Governance ◽

Investor Attention ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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The Association between Web Search Behavior and Post-Earnings Announcement Drift

SSRN Electronic Journal ◽

10.2139/ssrn.1734622 ◽

2011 ◽

Author(s):

Tawei Wang ◽

Hsin-Yi Huang

Keyword(s):

Search Behavior ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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Credit Rating, Post-Earnings - Announcement - Drift, and the Arbitrage

SSRN Electronic Journal ◽

10.2139/ssrn.2008660 ◽

2012 ◽

Author(s):

Guanming He

Keyword(s):

Credit Rating ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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Does Voluntary Balance Sheet Disclosure Mitigate Post-Earnings-Announcement Drift?

SSRN Electronic Journal ◽

10.2139/ssrn.2858749 ◽

2016 ◽

Author(s):

Charles Hsu ◽

Qinglu Jin ◽

Zhiming Ma ◽

Jing Zhou

Keyword(s):

Balance Sheet ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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Underreaction, Trading Volume and Post earnings announcement drift

SSRN Electronic Journal ◽

10.2139/ssrn.287817 ◽

2001 ◽

Author(s):

Wonseok Choi ◽

Jung-Wook Kim

Keyword(s):

Trading Volume ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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Dividend Changes, Persistence of Earnings, and Post-Earnings-Announcement Drift*

SSRN Electronic Journal ◽

10.2139/ssrn.590806 ◽

2004 ◽

Author(s):

Amy X. Sun

Keyword(s):

Earnings Announcement ◽

Post Earnings Announcement Drift

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Opinion Divergence and Post-Earnings Announcement Drift

SSRN Electronic Journal ◽

10.2139/ssrn.969736 ◽

2007 ◽

Author(s):

Kirsten L. Anderson ◽

Jeffrey H. Harris ◽

Eric C. So

Keyword(s):

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Opinion Divergence

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