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Sijia Zhang

University of Brighton

SCHOLARLY PAPERS

2

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189

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Scholarly Papers (2)

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1.

Post Earnings Announcement Drift and Price Impact  Around  E Arnings  Announcements: Evidence from the London Stock Exchange

Number of pages: 14 Posted: 19 May 2023
Sijia Zhang, Qiuling Hua, He Wu and Sijia Zhang
Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics and University of Brighton
Downloads 123 (592,433)

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Post earnings announcement drift, Price impact asymmetry, Information hypotheses, Earning announcement, Price reversals.

2.

Asymmetric Post Earnings Announcement Drift and Order Flow Imbalance: The Impact on Stock Returns Of Uk Market

Number of pages: 34 Posted: 04 May 2023
Sijia Zhang and Sijia Zhang
Jilin University (JLU) - School of Economics and University of Brighton
Downloads 66 (907,769)

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Post Earnings Announcement Drift, Order Flow imbalance, Bid-ask bias, Earnings Surprises, Market Efficiency.