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Earnings News And Market Risk: Is The Magnitude Of The Postearnings Announcement Drift Underestimated?

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  • Leon Zolotoy

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  • Leon Zolotoy, 2011. "Earnings News And Market Risk: Is The Magnitude Of The Postearnings Announcement Drift Underestimated?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(3), pages 523-535, September.
    • Handle: RePEc:bla:jfnres:v:34:y:2011:i:3:p:523-535
    DOI: j.1475-6803.2011.01301.x
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    Cited by:

    1. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    2. Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018. "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 67-93, January.
    3. Adel Almasarwah, 2020. "Stock Price Informativeness and Profit Warnings: Empirical Analysis," Proceedings of the 19th International RAIS Conference, October 18-19, 2020 001aa, Research Association for Interdisciplinary Studies.
    4. Josef Fink, 2020. "A Review of the Post-Earnings-Announcement Drift," Working Paper Series, Social and Economic Sciences 2020-04, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    5. Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019. "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers 879, Queen Mary University of London, School of Economics and Finance.

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