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Earnings expectations, investor trade size, and anomalous returns around earnings announcements

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  • Battalio, Robert H.
  • Mendenhall, Richard R.

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  • Battalio, Robert H. & Mendenhall, Richard R., 2005. "Earnings expectations, investor trade size, and anomalous returns around earnings announcements," Journal of Financial Economics, Elsevier, vol. 77(2), pages 289-319, August.
    • Handle: RePEc:eee:jfinec:v:77:y:2005:i:2:p:289-319
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