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dc.contributor.authorVillanueva, O. Miguelen_US
dc.contributor.authorFeinstein, Stevenen_US
dc.date.accessioned2020-12-16T19:25:58Z
dc.date.available2020-12-16T19:25:58Z
dc.identifier.citationO Miguel Villanueva, Steven Feinstein. "Stock price reactivity to earnings announcements: the role of the Cammer/Krogman factors." Review of Quantitative Finance and Accounting, https://doi.org/10.1007/s11156-020-00943-4
dc.identifier.issn0924-865X
dc.identifier.issn1573-7179
dc.identifier.urihttps://hdl.handle.net/2144/41817
dc.description.abstractThe stock characteristics often used in securities litigation to assess market efficiency are dispositive indicators of reactivity to earnings announcements. Stocks with large capitalization, high trading volume, broad analyst coverage, a large number of market makers, and narrow bid-ask spread are far more likely to react significantly to earnings announcements than stocks without these characteristics. Univariate and multivariate tests compel this conclusion, but provide weaker evidence for analyst coverage.en_US
dc.languageen
dc.language.isoen_US
dc.publisherSpringer Science and Business Media LLCen_US
dc.relation.ispartofReview of Quantitative Finance and Accounting
dc.subjectMathematical sciencesen_US
dc.subjectCommerce, management, tourism and servicesen_US
dc.subjectFinanceen_US
dc.titleStock price reactivity to earnings announcements: the role of the Cammer/Krogman factorsen_US
dc.typeArticleen_US
dc.description.versionAccepted manuscripten_US
dc.identifier.doi10.1007/s11156-020-00943-4
pubs.elements-sourcecrossrefen_US
pubs.notesEmbargo: Not knownen_US
pubs.organisational-groupBoston Universityen_US
pubs.organisational-groupBoston University, Metropolitan Collegeen_US
pubs.publication-statusPublished onlineen_US
dc.date.online2020-10-22
dc.identifier.mycv572404


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