A Survey on Post-earnings announcement drift (PEAD)

被引：0

作者：

Yu, Lisheng ^{[1
]}

机构：

[1] Xiamen Univ, Accounting Dept, Sch Management, Xiamen, Peoples R China

来源：

2009 6TH INTERNATIONAL CONFERENCE ON SERVICE SYSTEMS AND SERVICE MANAGEMENT, VOLS 1 AND 2 | 2009年

关键词：

Earnings Announcement; Drift; efficient market; STOCK-PRICES; TRADE SIZE; ANOMALIES; BEHAVIOR; RETURNS;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper summarizes and analyzes the empirical literature on PEAD which has been documented repeat. When viewed as a whole, the evidence summarized here presents a more serious challenge to he efficient markets hypothesis than could have been anticipated a few years ago. So the further research is that how to understand the duration of PEAD. The another potential research I hope is that how the structure of information and the strategy of disclosure affect on PEAD.

引用

页码：499 / 504

页数：6

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