Limited attention and the earnings announcement returns of past stock market winners
Limited attention and the earnings announcement returns of past stock market winners
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Author / Creator
Publisher
Boston: Springer US
Journal title
Language
English
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Publication information
Publisher
Boston: Springer US
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Scope and Contents
Contents
We document that stocks with the strongest prior 12-month returns experience a significant average market-adjusted return of 1.58% during the five trading days before their earnings announcements and a significant average market-adjusted return of −1.86% in the five trading days afterward. These returns remain significant even after accounting for...
Alternative Titles
Full title
Limited attention and the earnings announcement returns of past stock market winners
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_journals_347841232
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_347841232
Other Identifiers
ISSN
1380-6653
E-ISSN
1573-7136
DOI
10.1007/s11142-009-9104-9
