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He Wu

Jilin University (JLU) - School of Economics

SCHOLARLY PAPERS

3

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413

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Scholarly Papers (3)

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1.

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

Number of pages: 34 Posted: 29 Jun 2023
Sijia Zhang, He Wu and Qiuling Hua
Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics and Jilin University (JLU) - School of Economics
Downloads 158 (500,001)

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Post earnings announcement drift, Order Flow imbalance, Bid-ask bias, Earnings surprises, Market efficiency.

2.

Post Earnings Announcement Drift and Price Impact Around Earnings Announcements Evidence from London Stock Exchange1

Number of pages: 13 Posted: 03 Oct 2023
Sijia Zhang, Qiuling Hua and He Wu
Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics and Jilin University (JLU) - School of Economics
Downloads 128 (592,433)

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

3.

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 127 (592,433)

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