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Post‐Earnings Announcement Drift and Related Anomalies
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jacceco.2004.02.002openalex-snapshot
Do institutional investors exploit the post-earnings announcement drift?
inferredcites →https://doi.org/10.1016/j.jacceco.2004.11.001openalex-snapshot
Discussion of analysts’ treatment of non-recurring items in street earnings and loss function assumptions in rational expectations tests on financial analysts’ earnings forecasts
inferredcites →https://doi.org/10.1016/j.jacceco.2005.10.003openalex-snapshot
Revenue surprises and stock returns
inferredcites →https://doi.org/10.1016/j.jacceco.2008.06.001openalex-snapshot
Institutional stakeholdings and better-informed traders at earnings announcements
inferredcites →https://doi.org/10.1016/j.jacceco.2009.12.002openalex-snapshot
Post loss/profit announcement drift
inferredcites →https://doi.org/10.1016/j.jacceco.2010.09.008openalex-snapshot
Accounting anomalies and fundamental analysis: A review of recent research advances
inferredcites →https://doi.org/10.1016/j.jfineco.2005.04.005openalex-snapshot
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.005openalex-snapshot
Earnings and price momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2005.07.011openalex-snapshot
Stock price reaction to public and private information
inferredcites →https://doi.org/10.1016/j.jfineco.2008.03.006openalex-snapshot
Caught on tape: Institutional trading, stock returns, and earnings announcements
inferredcites →https://doi.org/10.1016/s0165-4101(00)00015-xopenalex-snapshot
Earnings-based and accrual-based market anomalies: one effect or two?
inferredcites →https://doi.org/10.1016/s0304-405x(98)00026-9openalex-snapshot
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth…
inferredcites →https://doi.org/10.1016/s0361-3682(99)00025-2openalex-snapshot
Confidence and the welfare of less-informed investors
inferredcites →https://doi.org/10.1017/s0022109010000426openalex-snapshot
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
inferredcites →https://doi.org/10.1023/a:1024472210359openalex-snapshot
The Predictive Value of Expenses Excluded from Pro Forma Earnings
inferredcites →https://doi.org/10.1086/422627openalex-snapshot
Arbitrage Risk and Post‐Earnings‐Announcement Drift
inferredcites →https://doi.org/10.1111/0022-1082.00226openalex-snapshot
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
inferredcites →https://doi.org/10.1111/1475-679x.00038openalex-snapshot
GAAP versus The Street: An Empirical Assessment of Two Alternative Definitions of Earnings
inferredcites →https://doi.org/10.1111/j.1468-5957.2006.00650.xopenalex-snapshot
Who Trades Around Earnings Announcements? Evidence from TORQ Data
inferredcites →https://doi.org/10.1111/j.1468-5957.2007.02030.xopenalex-snapshot
Information Uncertainty and Post‐Earnings‐Announcement‐Drift
inferredcites →https://doi.org/10.1111/j.1475-679x.2005.00181.xopenalex-snapshot
Inflation Illusion and Post-Earnings-Announcement Drift
inferredcites →https://doi.org/10.1111/j.1475-679x.2006.00193.xopenalex-snapshot
Volume, Opinion Divergence, and Returns: A Study of Post-Earnings Announcement Drift
inferredcites →https://doi.org/10.1111/j.1475-679x.2006.00196.xopenalex-snapshot
Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts
inferredcites →https://doi.org/10.1111/j.1475-679x.2006.00223.xopenalex-snapshot
The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises
inferredcites →https://doi.org/10.1111/j.1475-679x.2008.00290.xopenalex-snapshot
Implications of Transaction Costs for the Post–Earnings Announcement Drift
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03347.xopenalex-snapshot
STANDARDIZED UNEXPECTED EARNINGS—A PROGRESS REPORT
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb04951.xopenalex-snapshot
Divergence of Opinion in Complete Markets: A Note
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04010.xopenalex-snapshot
Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05222.xopenalex-snapshot
Momentum Strategies
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01447.xopenalex-snapshot
Investor Inattention and Friday Earnings Announcements
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01501.xopenalex-snapshot
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
inferredcites →https://doi.org/10.1506/khnw-pjyl-adub-0rp6openalex-snapshot
The Walk‐down to Beatable Analyst Forecasts: The Role of Equity Issuance and Insider Trading Incentives*
inferredcites →https://doi.org/10.2139/ssrn.1122463openalex-snapshot
The High-Volume Return Premium and Post-Earnings Announcement Drift
inferredcites →https://doi.org/10.2139/ssrn.1364730openalex-snapshot
Retail Investors and the Adjustment of Stock Prices to Earnings Information
inferredcites →https://doi.org/10.2139/ssrn.1707030openalex-snapshot
Individual Investors and Corporate Earnings
inferredcites →https://doi.org/10.2139/ssrn.384500openalex-snapshot
Factors Affecting the Implementability of Stock Market Trading Strategies
inferredcites →https://doi.org/10.2139/ssrn.909563openalex-snapshot
Earnings Announcements are Full of Surprises
inferredcites →https://doi.org/10.2139/ssrn.937257openalex-snapshot
Post-Earnings Announcement Drift: Timing and Liquidity Costs
inferredcites →https://doi.org/10.2307/2490232openalex-snapshot
An Empirical Evaluation of Accounting Income Numbers
inferredcites →https://doi.org/10.2307/2491062openalex-snapshot
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
inferredcites →https://doi.org/10.2308/accr.2000.75.1.43openalex-snapshot
Investor Sophistication and Patterns in Stock Returns after Earnings Announcements
inferredcites →https://doi.org/10.2308/tar-4483133openalex-snapshot
Earnings Releases, Anomalies, and the Behavior of Security Returns.
inferredcites →https://doi.org/10.2308/tar-9312211785openalex-snapshot
Economic Determinants of the Relation Between Earnings Changes and Stock Returns.
inferredcites →https://doi.org/10.2308/tar-9608042309openalex-snapshot
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
inferredcites →https://doi.org/10.2469/dig.v27.n1.5openalex-snapshot
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
inferredcites →https://doi.org/10.2469/faj.v63.n4.4750openalex-snapshot
Double Surprise into Higher Future Returns
inferredcites →https://doi.org/10.2469/faj.v65.n4.3openalex-snapshot
Liquidity and the Post-Earnings-Announcement Drift
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4655959openalex-extracted
Can Social Communication Explain the Decline in Post-Earnings-Announcement Drift?
inferred← citeshttps://doi.org/10.1016/j.jbef.2020.100446openalex-snapshot
A review of the Post-Earnings-Announcement Drift
inferred← citeshttps://doi.org/10.5296/ajfa.v9i2.11456openalex-snapshot
Profitability of Style based Investment Strategies: Evidence from India
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