Work

Does Post-Earnings-Announcement Drift in Stock Prices Reflect A Market Inefficiency? A Stochastic Dominance Approach

Year: 1997

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1008245709673

Authors: VICTOR Bernard, H. NEJAT Seyhun

Institution: University of Michigan

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1491733468

FWCI:

Cites: 20

Cited by: 35

Related to: 10