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Earnings Announcement Premia and the Limits to Arbitrage · Study

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PreprintEarnings Announcement Premia and the Limits to Arbitrage

Aiyesha Dey2005

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Preprintgreen2005

Earnings Announcement Premia and the Limits to Arbitrage

Aiyesha Dey · Thomas Z. Lys · Shyam V. Sunder

54 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

1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1968An Empirical Evaluation of Accounting Income Numbers 1995The Limits of Arbitrage 1968The Information Content of Annual Earnings Announcements 1994Why Firms Voluntarily Disclose Bad News 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 2002What Drives Firm‐Level Stock Returns?

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2010Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns

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Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations54

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.642045

openalex_workW2003123628

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