Jun Tu

Singapore Management University

Li Ka Shing Library

70 Stamford Road

Singapore 178901, 178899

Singapore

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Robust Measures of Earnings Surprises

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 29 Jul 2014 Last Revised: 06 May 2018
Independent, Princeton University - Department of Operations Research & Financial Engineering (ORFE), Princeton University - Bendheim Center for Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Singapore Management University
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Abstract:

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Event Studies, Efficient Markets, Earnings Announcements, Post-Earnings Announcement Drift