Post-earnings announcement abnormal return in the Chinese equity market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- XiaoHua Chen & Edna Solomon & Thanos Verousis, 2016.
"Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market,"
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More about this item
KeywordsAnomalies; Post-earnings announcement drift; Arbitrage risk;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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