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Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency
16 references·0 citing·37 second hop
Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency (2011)Share Price Reaction to Earnings Announce…Forbidden patterns, permutation entropy and stock market inefficiency (2009)Forbidden patterns, permutati…How Much New Information Is There in Earnings? (2008)How Much New Information Is T…Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Financial crisis and stock ma…Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Are Asian stock markets effic…Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts (2006)Comparing the Post-Earnings A…Reflections on the Efficient Market Hypothesis: 30 Years Later (2005)Reflections on the Efficient …The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)EVENT STUDIES IN MANAGEMENT R…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research (1989)On the Usefulness of Earnings…Using daily stock returns (1985)Using daily stock returnsQuarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Quarterly Dividend and Earnin…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Dividend Policy under Asymmetric Information (1985)Positive Accounting Theory (1985)Value-relevance of nonfinancial information: The wireless communications industry (1996)Capital markets research in accounting (2001)Auditor Industry Specialization and Earnings Quality (2003)The market for corporate control (1983)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Customer Satisfaction and Stock Prices: High Returns, Low Risk (2005)Social Movements as Extra-Institutional Entrepreneurs: The Effect of Protests on Stock Price Returns (2007)Data Privacy: Effects on Customer and Firm Performance (2016)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)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The valuation effects of stock splits and stock dividends (1984)Corporate research and development expenditures and share value (1990)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Investor Psychology and Asset Pricing (2001)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

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  • 1985Using daily stock returns6,497 cited
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  • 2006Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts681 cited
  • 2008How Much New Information Is There in Earnings?381 cited
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  • 2005Reflections on the Efficient Market Hypothesis: 30 Years Later284 cited
  • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries

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255 cited
  • 2009Forbidden patterns, permutation entropy and stock market inefficiency249 cited
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