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Earnings Releases, Anomalies, and the Behavior of Security Returns.

3 references·16 citing·43 second hopsampled

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References

1981The relationship between return and market value of common stocks5,928 cited
1978Anomalies in relationships between securities' yields and yield-surrogates750 cited
1980The information content of security prices737 cited

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2011Complicated firms476 cited
2010Accounting anomalies and fundamental analysis: A review of recent research advances460 cited
2000Earnings-based and accrual-based market anomalies: one effect or two?454 cited
1987Firm size and the information content of prices with respect to earnings453 cited
2006Earnings and price momentum434 cited
2004Arbitrage Risk and Post‐Earnings‐Announcement Drift395 cited
2012Individual Investor Trading and Return Patterns around Earnings Announcements383 cited
2005Stock returns, aggregate earnings surprises, and behavioral finance380 cited
1992Information in prices about future earnings370 cited

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1992MODELLING ABNORMAL RETURNS: A REVIEW ARTICLE349 cited

1994An informational efficiency perspective on the post-earnings announcement drift346 cited

2011An Alternative Three-Factor Model335 cited

2004How Informed Are Actively Trading Institutional Investors? Evidence from Their Trading Behavior before a Break in a String of Consecutive Earnings Increases317 cited