Earnings surprises, asymmetry of returns and market level changes: An industry study

Recent studies that examine the relationship between stock returns and unexpected earnings may be broadly categorized into two main approaches: the firm-specific approach of Skinner and Sloan (2002) and Lopez and Rees (2001), and the market-wide regime shifting behavior of Conrad, Cornell, and Lands...

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Bibliographic Details
Main Authors: HO, Yew-Kee, SEQUEIRA, J. M.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
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Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5033
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Institution: Singapore Management University
Language: English