Richard R. Mendenhall

University of Notre Dame - Department of Finance

Professor

330 Mendoza College of Business

Notre Dame, IN 46556-5646

United States

SCHOLARLY PAPERS

14

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4,816

CITATIONS
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Top 2,427

in Total Papers Citations

230

Scholarly Papers (14)

1.
Downloads 1,061 ( 19,254)
Citation 76

Arbitrage Risk and Post-Earnings-Announcement Drift

Univ. of Notre Dame Department of Finance and Business Economics Working Paper
Number of pages: 33 Posted: 29 Oct 2002
Richard R. Mendenhall
University of Notre Dame - Department of Finance
Downloads 1,061 (18,901)
Citation 76

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Anomalies, Post-earnings-announcement drift, SUE effect, Arbitrage risk, Market Efficiency

Arbitrage Risk and Post-Earnings-Announcement Drift

Forthcoming in Journal of Business
Posted: 29 Oct 2002
Richard R. Mendenhall
University of Notre Dame - Department of Finance

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anomalies, post-earnings-announcement drift, SUE effect, arbitrage risk, market efficiency

2.

New Evidence on Stock Price Effects Associated with Charges in the S&P 500 Index

NYU Working Paper No. FIN-95-028
Number of pages: 46 Posted: 11 Nov 2008
Anthony W. Lynch and Richard R. Mendenhall
New York University (NYU) - Department of Finance and University of Notre Dame - Department of Finance
Downloads 745 (32,016)
Citation 114

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S&P 500 Changes, Stock Demand Curves, Market Efficiency, Volume Price Relationships

3.

The High-Volume Return Premium and Post-Earnings Announcement Drift

Number of pages: 43 Posted: 18 Apr 2008
Alina Lerman, Joshua Livnat and Richard R. Mendenhall
University of Connecticut - Department of Accounting, New York University and University of Notre Dame - Department of Finance
Downloads 720 (33,505)
Citation 4

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Market efficiency, Trading volume, High-volume return premium, Post-earnings announcement drift

4.

Implementing the Earnings Surprise Strategy

Number of pages: 16 Posted: 22 Apr 2009
Bill McDonald and Richard R. Mendenhall
University of Notre Dame - Mendoza College of Business - Department of Finance and University of Notre Dame - Department of Finance
Downloads 641 (39,171)

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Market efficiency, Anomalies, Earnings, SUE, PEAD, Post-earnings announcement drift

5.

Post-Earnings Announcement Drift: Timing and Liquidity Costs

Number of pages: 40 Posted: 23 Oct 2006
Robert H. Battalio and Richard R. Mendenhall
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 561 (46,719)
Citation 5

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Earnings, Post-earnings announcement drift, Anomalies, Bid-Ask Spread, Market microstructure

6.

Who, if Anyone, Reacts to Accrual Information?

Journal of Accounting and Economics, Vol. 53, No. 1-2, 2012
Number of pages: 49 Posted: 20 Mar 2007 Last Revised: 10 Apr 2017
Robert H. Battalio, Alina Lerman, Joshua Livnat and Richard R. Mendenhall
University of Notre Dame - Department of Finance, University of Connecticut - Department of Accounting, New York University and University of Notre Dame - Department of Finance
Downloads 392 (72,725)
Citation 7

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Market efficiency, Anomalies, Accruals, Earnings

7.

Earnings Expectations and Investor Clienteles

AFA 2004 San Diego Meetings; Mendoza College of Business Working Paper
Number of pages: 37 Posted: 28 Jul 2003
Robert H. Battalio and Richard R. Mendenhall
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 316 (93,113)
Citation 7

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Investor clienteles, Biased expectations, Earnings expectations, market efficiency

8.

Evidence of Informed Trading Prior to Earnings Announcements

NYU Working Paper No. FIN-94-001
Number of pages: 22 Posted: 11 Nov 2008
John Affleck-Graves, Robert H. Jennings and Richard R. Mendenhall
University of Notre Dame - Department of Finance, Indiana University - Kelley School of Business - Department of Finance and University of Notre Dame - Department of Finance
Downloads 150 (191,205)
Citation 2

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9.

Earnings Surprises and the Options Market

NYU Working Paper No. FIN-94-031
Number of pages: 19 Posted: 11 Nov 2008
Donald H. Fehrs, Richard R. Mendenhall and william d nichols
affiliation not provided to SSRN, University of Notre Dame - Department of Finance and affiliation not provided to SSRN
Downloads 86 (285,696)

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10.

Naive Investors, Earnings Announcements, and Stock Price Movements

NYU Working Paper No. FIN-94-047
Number of pages: 30 Posted: 11 Nov 2008
Richard R. Mendenhall
University of Notre Dame - Department of Finance
Downloads 83 (292,041)
Citation 2

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11.

Option Listing, Information Production and the Stock Price Response to Earnings Announcements

NYU Working Paper No. FIN-94-030
Number of pages: 39 Posted: 11 Nov 2008
Donald H. Fehrs and Richard R. Mendenhall
affiliation not provided to SSRN and University of Notre Dame - Department of Finance
Downloads 58 (354,770)
Citation 10

Abstract:

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12.

Post‐Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor

Financial Review, Vol. 46, Issue 4, pp. 513-539, 2011
Number of pages: 27 Posted: 08 Oct 2011
Robert H. Battalio and Richard R. Mendenhall
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 3 (612,191)
Citation 2
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earnings, post‐earnings announcement drift, anomalies, bid‐ask spread, market microstructure, G14

13.

Double Surprise into Higher Future Returns

Financial Analysts Journal, Vol. 63, No. 4, pp. 63-71, July/August 2007
Posted: 26 Jul 2007
Alina Lerman, Joshua Livnat and Richard R. Mendenhall
University of Connecticut - Department of Accounting, New York University and University of Notre Dame - Department of Finance

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Equity Investments, Research Sources, Fundamental Analysis and Valuation Models, Portfolio Management: Equity Strategies

New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index

J. OF BUSINESS, Vol. 70 No. 3, July 1997
Posted: 16 Jul 1997
Anthony W. Lynch and Richard R. Mendenhall
New York University (NYU) - Department of Finance and University of Notre Dame - Department of Finance

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New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index

Posted: 26 Oct 1995
Anthony W. Lynch and Richard R. Mendenhall
New York University (NYU) - Department of Finance and University of Notre Dame - Department of Finance

Abstract:

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