Time-Varying Earnings Persistence and the Delayed Stock Return Reaction to Earnings Announcements

成果类型:
Article
署名作者:
Chen, Changling
署名单位:
University of Waterloo
刊物名称:
CONTEMPORARY ACCOUNTING RESEARCH
ISSN/ISSBN:
0823-9150
DOI:
10.1111/j.1911-3846.2012.01165.x
发表日期:
2013
页码:
549-578
关键词:
prices fully reflect series properties INFORMATION UNCERTAINTY ACCOUNTING EARNINGS INVESTOR PSYCHOLOGY markets use drift anomalies individuals liquidity