Katz, J. N., McCubbins, M. D., & McMullin, J. L. (2018). The post-earnings announcement drift: An anomalous anomaly. Caltech PDF
columbia.edu
business.columbia.edu
Kettell, L., McInnis, J., & Zhao, W. (2022). Why has PEAD declined over time? The role of earnings news persistence. PDF
doi.org
Li, Y., Nekrasov, A., & Teoh, S. H. (2020). Opportunity knocks but once: Delayed disclosure of financial items in earnings announcements and neglect of earnings news. Review of Accounting Studies, 25, 159–200. Springer
Meursault, V., Liang, P. J., Routledge, B. R., & Scanlon, M. M. (2021). PEAD.txt: Post-earnings-announcement drift using text. Journal of Financial and Quantitative Analysis, 58(6), 2299–2326. Cambridge University Press
jstor.org
Ball, R., & Brown, P. (1968). An empirical evaluation of accounting income numbers. Journal of Accounting Research, 6(2), 159–178. JSTOR
Bernard, V. L., & Thomas, J. K. (1989). Post-earnings-announcement drift: Delayed price response or risk premium? Journal of Accounting Research, 27, 1–36. JSTOR
nyu.edu
pages.stern.nyu.edu
Earnings volatility, post-earnings announcement drift and information uncertainty. (2014). PDF
researchgate.net
Livnat, J., Qi, D., & Wu, W. (2005). The post-earnings announcement drift, market reactions to SEC filings and the information environment. ResearchGate
ssrn.com
papers.ssrn.com
Hirshleifer, D., Myers, J. N., Myers, L. A., & Teoh, S. H. (2008). Do individual investors drive post-earnings announcement drift? Direct evidence from personal trades. The Accounting Review, 83(6), 1521–1550. SSRN
Garfinkel, J. A., Hribar, P., & Hsiao, L. (2024). Visualizing earnings to predict post-earnings announcement drift: A deep learning approach. SSRN
Lan, Q., Xie, Y., Mi, X., & Zhang, C. (2023). Post earnings announcement drift: earnings surprise measuring, the medium effect of investor attention and investing strategy. SSRN
Zhang, S., Hua, Q., Wu, H., & Gregoriou, A. (2024). Post earnings announcement drift and price impact around earnings announcements: Evidence from the London Stock Exchange. SSRN
Kim, D., Lee, D., & Min, B. (2017). Post-earnings-announcement drift: Expected growth risk or limits-to-arbitrage? SSRN
Beckmeyer, H., & Meyerhof, P. (2022). The short-duration premium in the stock market: Risk or mispricing? SSRN
umich.edu
deepblue.lib.umich.edu
Bernard, V. L., & Thomas, J. K. (1990). Evidence that stock prices do not fully reflect the implications of current earnings for future earnings. Journal of Accounting and Economics, 13, 305–340. University of Michigan
unipi.gr
dione.lib.unipi.gr
Mageiriotis, A. A. (n.d.). Το παράδοξο της επίδρασης της ανακοίνωσης των κερδών των επιχειρήσεων στη τιμή των μετοχών [The paradox of the impact of earnings announcements on stock prices] (Master's thesis, University of Piraeus). Πανεπιστήμιο Πειραιώς – Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής. University of Piraeus Repository