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The market response to exploration, resource and reserve announcements by mining companies: Australian data
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The market response to exploration, resource and reserve announcements by mining companies: Australian data (2013)The market response to exploration, resou…Selective Publicity and Stock Prices (2012)Selective Publicity and Stock…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Liquidity and the Post-Earnings-Announcement Drift (2009)Liquidity and the Post-Earnin…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…Investor Sophistication and Patterns in Stock Returns after Earnings Announcements (2000)Investor Sophistication and P…The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry (1998)The Determinants of Stock Pri…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…Market Reaction to Quarterly Earnings' Announcements: A Stochastic Dominance Based Test of Market Efficiency (1989)Market Reaction to Quarterly …Using daily stock returns (1985)Using daily stock returnsThe Relative Information Content of the Release of Financial Results Data by Firms (1981)The Relative Information Cont…Systematic ‘abnormal’ returns after quarterly earnings announcements (1978)Systematic ‘abnormal’ returns…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Cross-Section of Expected Stock Returns (1992)Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts (2006)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Short Selling and the Price Discovery Process (2012)Editor's Choice Digesting Anomalies: An Investment ApproachRisk, Return, and Equilibrium: Empirical Tests (1973)Mean reversion in stock prices (1988)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Investor Psychology and Asset Pricing (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Detecting Earnings Management. (1995)Corporate Governance and Equity Prices (2003)The economic implications of corporate financial reporting (2005)Winners in the spotlight: Media coverage of fund holdings as a driver of flows (2014)Corporate social responsibility and media coverage (2015)Media Coverage of Firms: Background, Integration, and Directions for Future Research (2019)On Persistence in Mutual Fund Performance (1997)Striking oil: Another puzzle? (2008)Limits of Arbitrage (2010)Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? (2014)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)
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References

  • 1985Using daily stock returns6,497 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 2000Investor Sophistication and Patterns in Stock Returns after Earnings Announcements746 cited
  • 2002Anomalies and Market Efficiency547 cited
  • 2012Selective Publicity and Stock Prices376 cited
  • 1998The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry266 cited
  • 1978Systematic ‘abnormal’ returns after quarterly earnings announcements249 cited
  • 2009Liquidity and the Post-Earnings-Announcement Drift199 cited
  • 2002Anomalies and Market Efficiency133 cited
  • 1989Market Reaction to Quarterly Earnings' Announcements: A Stochastic Dominance Based Test of Market Efficiency

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88 cited
  • 1981The Relative Information Content of the Release of Financial Results Data by Firms86 cited
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