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Stock Price and Volumes Reaction to Annual Earnings Announcement: A Case of the Nairobi Securities Exchange
16 references·0 citing·33 second hop
Stock Price and Volumes Reaction to Annual Earnings Announcement: A Case of the Nairobi Securities Exchange (2013)Stock Price and Volumes Reaction to Annua…Investor Reaction to Corporate Event Announcements: Underreaction or Overreaction? (2004)Investor Reaction to Corporat…Arbitrage Risk and Post‐Earnings‐Announcement Drift (2004)Arbitrage Risk and Post‐Earni…Event Study Tests: A Brief Survey (2002)Event Study Tests: A Brief Su…Do we really ‘know’ what we think we know? A case study of seminal research and its subsequent overgeneralization (2000)Do we really ‘know’ what we t…Autocorrelation structure of forecast errors from time-series models: Alternative assessments of the causes of post-earnings announcement drift (1999)Autocorrelation structure of …Analysis of factors affecting the development of an emerging capital market: the case of the Ghana stock market (1998)Analysis of factors affecting…EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)EVENT STUDIES IN MANAGEMENT R…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…Market underreaction to open market share repurchases (1995)Market underreaction to open …Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Using daily stock returns (1985)Using daily stock returnsQUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS (1970)QUARTERLY EARNINGS REPORTS AN…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Information Content of Annual Earnings Announcements (1968)The Information Content of An…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Risk, Return, and Equilibrium: Empirical Tests (1973)Mean reversion in stock prices (1988)Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)The market for corporate control (1983)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Corporate social responsibility and financial performance: correlation or misspecification? (2000)Corporate Social Responsibility: Strategic Implications* (2006)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Politically Connected Firms (2006)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)Continuous Auctions and Insider Trading (1985)The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Capital markets research in accounting (2001)A model of investor sentiment / (1997)A five-factor asset pricing model (2014)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1985Using daily stock returns6,887 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1968The Information Content of Annual Earnings Announcements2,827 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 1997EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES.2,002 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1995Market underreaction to open market share repurchases1,739 cited
  • 2004Arbitrage Risk and Post‐Earnings‐Announcement Drift395 cited
  • 1970QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS169 cited
  • 2000Do we really ‘know’ what we think we know? A case study of seminal research and its subsequent overgeneralization137 cited
  • 2004Investor Reaction to Corporate Event Announcements: Underreaction or Overreaction?101 cited
  • 2002Event Study Tests: A Brief Survey86 cited
  • 1998Analysis of factors affecting the development of an emerging capital market: the case of the Ghana stock market

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59 cited
  • 1999Autocorrelation structure of forecast errors from time-series models: Alternative assessments of the causes of post-earnings announcement drift53 cited
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