SEASONALITIES IN SECURITY RETURNS - THE CASE OF EARNINGS ANNOUNCEMENTS

被引:86
作者
CHARI, VV
JAGANNATHAN, R
OFER, AR
机构
[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455
[2] NORTHWESTERN UNIV,EVANSTON,IL 60201
[3] TEL AVIV UNIV,IL-69978 TEL AVIV,ISRAEL
关键词
D O I
10.1016/0304-405X(88)90033-5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:101 / 121
页数:21
相关论文
共 24 条
[1]  
[Anonymous], 1986, FINANCIAL STATEMENT
[3]  
BEAVER W, 1968, J ACCOUNTING RES S, P67
[4]   ASSOCIATION BETWEEN UNSYSTEMATIC SECURITY RETURNS AND THE MAGNITUDE OF EARNINGS FORECAST ERRORS [J].
BEAVER, WH ;
CLARKE, R ;
WRIGHT, WF .
JOURNAL OF ACCOUNTING RESEARCH, 1979, 17 (02) :316-340
[5]   USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J].
BROWN, SJ ;
WARNER, JB .
JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) :3-31
[6]  
CHRISTIE A, 1983, INFORMATION ARRIVAL
[7]   FIRM SIZE AND THE INFORMATION-CONTENT OF PRICES WITH RESPECT TO EARNINGS [J].
COLLINS, DW ;
KOTHARI, SP ;
RAYBURN, JD .
JOURNAL OF ACCOUNTING & ECONOMICS, 1987, 9 (02) :111-138
[8]   CONSTRAINTS ON SHORT-SELLING AND ASSET PRICE ADJUSTMENT TO PRIVATE INFORMATION [J].
DIAMOND, DW ;
VERRECCHIA, RE .
JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) :277-311
[9]   ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD [J].
EADES, KM ;
HESS, PJ ;
KIM, EH .
JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (01) :3-34
[10]   CAPITAL-ASSET PRICES AND THE TEMPORAL RESOLUTION OF UNCERTAINTY [J].
EPSTEIN, LG ;
TURNBULL, SM .
JOURNAL OF FINANCE, 1980, 35 (03) :627-643