The Earnings Announcement Premium as Uncertainty Aversion: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.3424379 ◽

2019 ◽

Author(s):

David L. Dicks ◽

Hwanki Brian Kim

Keyword(s):

Uncertainty Aversion ◽

Earnings Announcement

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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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The Earnings Announcement Premium around the Globe

10.2469/dig.v43.n4.13 ◽

2013 ◽

Vol 43 (4) ◽

Author(s):

Claire Emory

Keyword(s):

Earnings Announcement

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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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Share Price Reaction to Earnings Announcement on the JSE-ALTX

SSRN Electronic Journal ◽

10.2139/ssrn.1935198 ◽

2011 ◽

Author(s):

Jan Walters Kruger ◽

Vatiswa Mlonzi ◽

Meiya Gert Nthoesane

Keyword(s):

Share Price ◽

Earnings Announcement ◽

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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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Drift or Jump: What Drives Post-Earnings Announcement Stock Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.2156621 ◽

2012 ◽

Author(s):

Linda H. Chen ◽

George J. Jiang

Keyword(s):

Stock Returns ◽

Earnings Announcement

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Uncertainty Aversion, Multi Utility Representations and State Independence of Utility

SSRN Electronic Journal ◽

10.2139/ssrn.2555504 ◽

2015 ◽

Author(s):

Brian Hill

Keyword(s):

Uncertainty Aversion

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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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