SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Security Returns Around Earnings Announcements.
16 references·16 citing·33 second hopsampled
Security Returns Around Earnings Announcements. (1991)Security Returns Around Earnings Announce…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…The relationship between return and market value of common stocks (1981)The relationship between retu…Misspecification of capital asset pricing (1981)Misspecification of capital a…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Anomalies in relationships between securities' yields and yield-surrogates (1978)Anomalies in relationships be…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Price performance of common stock new issues (1975)Price performance of common s…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…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…The effect of digital transformation on firm performance: evidence from Swedish listed companies (2022)The effect of digital transfo…Home country uncertainty and the internationalization-performance relationship: Building an uncertainty management capability (2017)Home country uncertainty and …Asymmetric Responses to Earnings News: A Case for Ambiguity (2014)Asymmetric Responses to Earni…Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns (2012)Skewness in Stock Returns: Re…How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2011)How Much Do Investors Care Ab…Price Discovery and Dissemination of Private Information by Loan Syndicate Participants (2010)Price Discovery and Dissemina…The q‐Theory Approach to Understanding the Accrual Anomaly (2009)The q‐Theory Approach to Unde…The new Form 8-K disclosures (2009)The new Form 8-K disclosuresLimited attention and the earnings announcement returns of past stock market winners (2009)Limited attention and the ear…Overreaction to Intra‐industry Information Transfers? (2008)Overreaction to Intra‐industr…The Earnings Announcement Premium and Trading Volume (2007)The Earnings Announcement Pre…Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model (2007)Are accruals mispriced? Evide…The Information in Management’s Expected Earnings Report Date: A Day Late, a Penny Short (2002)The Information in Management…Analyst Forecasting Ability and the Stock Price Reaction to Forecast Revisions (2000)Analyst Forecasting Ability a…Is there Information in an Earnings Announcement Delay? (1998)Is there Information in an Ea…The earnings-price anomaly (1992)The earnings-price anomalyA Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)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)Using daily stock returns (1985)Capital markets research in accounting (2001)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1975Price performance of common stock new issues1,341 cited
  • 1981Misspecification of capital asset pricing1,286 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1978
Anomalies in relationships between securities' yields and yield-surrogates
750 cited

Cited by

  • 2009The q‐Theory Approach to Understanding the Accrual Anomaly213 cited
  • 1992The earnings-price anomaly209 cited
  • 2007Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model208 cited
  • 2007The Earnings Announcement Premium and Trading Volume205 cited
  • 2017Home country uncertainty and the internationalization-performance relationship: Building an uncertainty management capability198 cited
  • 2010Price Discovery and Dissemination of Private Information by Loan Syndicate Participants194 cited
  • 2000Analyst Forecasting Ability and the Stock Price Reaction to Forecast Revisions193 cited
  • 2009The new Form 8-K disclosures191 cited
  • 2002The Information in Management’s Expected Earnings Report Date: A Day Late, a Penny Short180 cited
  • 1998Is there Information in an Earnings Announcement Delay?173 cited
  • 2008Overreaction to Intra‐industry Information Transfers?171 cited
  • 2014Asymmetric Responses to Earnings News: A Case for Ambiguity171 cited
  • 2009Limited attention and the earnings announcement returns of past stock market winners171 cited
  • 2022The effect of digital transformation on firm performance: evidence from Swedish listed companies169 cited
  • 2012Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns159 cited
  • 2011How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements156 cited