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On the Market Reaction to Revenue and Earnings Surprises

Citations

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Cited by:

  1. Lin, Mei-Chen, 2015. "Seasonal affective disorder and investors’ response to earnings news," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 211-221.
  2. Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020. "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
  3. Hoang, Khoa & Cannavan, Damien & Gaunt, Clive & Huang, Ronghong, 2019. "Is that factor just lucky? Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  4. repec:grz:wpsses:2020-04 is not listed on IDEAS
  5. Malthus Timothy Ekpe & Rosemary Obiageri Obasi & Sadiq Rabiu Abdullahi & Umar Aliyu Mustapha & Norfadzilah Rashid, 2020. "Earnings Surprises and Stock Price Reactions of Quoted Companies in Nigeria," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 306-315, July.
  6. Citra Sukmadilaga & Jose Christian Santoso & Erlane K. Ghani, 2023. "Can Accounting Value Relevance and Pricing Error Influence Stock Price of High-Technology Service Enterprises?," Economies, MDPI, vol. 11(2), pages 1-14, February.
  7. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  8. Tran, Vu Le, 2023. "Sentiment and covariance characteristics," International Review of Financial Analysis, Elsevier, vol. 86(C).
  9. Hoang, Khoa & Huang, Ronghong & Truong, Helen, 2023. "Resurrecting the market factor: A case of data mining across international markets," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  10. De Nard, Gianluca & Zhao, Zhao, 2022. "A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 654-676.
  11. Dong Hyun Son & Dongkuk Lim, 2017. "Achieving Revenue Benchmarks Conditional on Growth Properties," Sustainability, MDPI, vol. 9(6), pages 1-15, May.
  12. Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
  13. Weichuan Deng & Pawel Polak & Abolfazl Safikhani & Ronakdilip Shah, 2023. "A Unified Framework for Fast Large-Scale Portfolio Optimization," Papers 2303.12751, arXiv.org, revised Nov 2023.
  14. Hediger, Simon & Michel, Loris & Näf, Jeffrey, 2022. "On the use of random forest for two-sample testing," Computational Statistics & Data Analysis, Elsevier, vol. 170(C).
  15. Haiyue Liu & Jianwu Ren, 2025. "Intelligent manufacturing policy, ESG performance, and total factor productivity: Evidence from China," PLOS ONE, Public Library of Science, vol. 20(2), pages 1-27, February.
  16. Jiaju Miao & Pawel Polak, 2023. "Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy," Papers 2304.09947, arXiv.org.
  17. Eli Amir & Itay Kama & Shai Levi, 2015. "Conditional Persistence of Earnings Components and Accounting Anomalies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(7-8), pages 801-825, September.
  18. Bui, Dien Giau & Kong, De-Rong & Lin, Chih-Yung & Lin, Tse-Chun, 2023. "Momentum in machine learning: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  19. Gianluca De Nard & Simon Hediger & Markus Leippold, 2022. "Subsampled factor models for asset pricing: The rise of Vasa," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1217-1247, September.
  20. Stefan Erdorf & Nicolas Heinrichs, 2011. "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 411-433, December.
  21. Laivi Laidroo & Zana Grigaliuniene, 2012. "Testing for asymmetries in price reactions to quarterly earnings announcements on Tallinn, Riga and Vilnius Stock Exchanges during 2000-2009," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 12(1), pages 61-86, July.
  22. Patel, Pankaj C. & Struckell, Elisabeth M. & Ojha, Divesh, 2020. "Calorie labeling law and fast food chain performance: The value of capital responsiveness under sales volatility," Journal of Business Research, Elsevier, vol. 117(C), pages 346-356.
  23. Khine Kyaw & Mojisola Olugbode & Barbara Petracci, 2020. "Is the market surprised by the surprise?," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(1), pages 20-29, March.
  24. Geertsema, Paul & Lu, Helen, 2020. "The correlation structure of anomaly strategies," Journal of Banking & Finance, Elsevier, vol. 119(C).
  25. Avkiran, Necmi K. & Morita, Hiroshi, 2010. "Predicting Japanese bank stock performance with a composite relative efficiency metric: A new investment tool," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 254-271, June.
  26. Michael Lacina & B. Brian Lee & Dong Wuk Kim, 2018. "Management of Revenue and Earnings in Korean Firms Influenced by Cognitive Reference Points," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-36, June.
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