Post–earnings-announcement drift (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Post–earnings-announcement drift" in English language version.

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caltech.edu

jkatz.caltech.edu

  • 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