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PEAD.txt: Post-Earnings-Announcement Drift Using Text
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model7,841 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
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 2010The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach1,374 cited
  • 1989Financial statement analysis and the prediction of stock returns996 cited
  • 2000Investor Sophistication and Patterns in Stock Returns after Earnings Announcements746 cited
  • 2006Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts681 cited
  • 2014Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?507 cited
  • 2020An Augmented q -Factor Model with Expected Growth487 cited
  • 2010Accounting anomalies and fundamental analysis: A review of recent research advances460 cited
  • 2004Arbitrage Risk and Post‐Earnings‐Announcement Drift395 cited
  • 2014Forward-Looking MD&A Disclosures and the Information Environment384 cited

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2008
Costly Information Processing: Evidence from Earnings Announcements
328 cited
  • 2006Revenue surprises and stock returns319 cited
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