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Earnings Announcements are Full of Surprises · Study

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PreprintEarnings Announcements are Full of Surprises

Runeet Kishore2006

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Preprintgreen2006

Earnings Announcements are Full of Surprises

Runeet Kishore · Michael W. Brandt · Pedro Santa-clara B · Mohan Venkatachalam

97 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Auditing, Earnings Management, Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1968An Empirical Evaluation of Accounting Income Numbers 1990Evidence of Predictable Behavior of Security Returns 1993Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

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2020A review of the Post-Earnings-Announcement Drift 2019Taming the Factor Zoo: A Test of New Factors 2020Multimodal Multi-Task Financial Risk Forecasting 2008Soft Information in Earnings Announcements: News or Noise?2017When does the bond price reaction to earnings announcements predict future stock returns?2019Comparing Cost-Mitigation Techniques

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Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations97

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.909563

openalex_workW1578360381

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