Work

Autocorrelation structure of forecast errors from time-series models: Alternative assessments of the causes of post-earnings announcement drift

Year: 1999

Type: article

Source: Journal of Accounting and Economics

DOI: 10.1016/s0165-4101(00)00006-9

Authors: John Jacob, Thomas Lys, Jowell Sabino

Institutions: University of Colorado Denver, Northwestern University, Massachusetts Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2107075462

FWCI: 2.05

Cites: 24

Cited by: 53

Related to: 10