Download or read book The intraday speed of adjustment of stock prices to unexpected quarterly earnings written by Catherine Sherman Woodruff and published by . This book was released on 19?? with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Intraday Speed of Adjustment in Stock Prices to Quarterly Earnings Announcements written by Andrew J. Senchack and published by . This book was released on 1984 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly Earnings written by O. Maurice Joy and published by . This book was released on 1977 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements written by James M. Patell and published by . This book was released on 1983 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Investigation of the Adjustment of Stock Prices to New Quarterly Earnings Information written by Ronald Joseph Jordan and published by . This book was released on 1974 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intraday Stock Price Reactions to Interim Quarter Versus Fourth Quarter Earnings Annoncements written by Jason Lee and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates intraday patterns of quarterly return-earnings relations. We find that fourth quarter announcements exhibit a lower earnings response coefficient but a more rapid adjustment to new equilibrium levels of prices and a higher R2 than interim quarter announcements. While prior short event window studies document that interim quarter earnings have greater explanatory power than fourth quarter earnings or annual earnings, our analysis indicates that the prior results may be driven by the use of two-day event window that is much wider than what it takes for the market to adjust to fourth quarter announcements.

Download or read book The E P Effect and the Earnings Forecast Error Effect written by Jeehong Kim and published by . This book was released on 1987 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Differential Information Content of Unexpected Permanent and Temporary Components of Quarterly Earnings Announcements written by Brian P. Killory and published by . This book was released on 1999 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intradaily Price volume Adjustments of NYSE Stocks to Unexpected Earnings written by Catherine Sherman Woodruff and published by . This book was released on 1987 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Trading on Corporate Earnings News written by John Shon and published by Financial Times/Prentice Hall. This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Profit from earnings announcements, by taking targeted, short-term option positions explicitly timed to exploit them! Based on rigorous research and huge data sets, this book identifies the specific earnings-announcement trades most likely to yield profits, and teaches how to make these trades--in plain English, with real examples! Trading on Corporate Earnings News is the first practical, hands-on guide to profiting from earnings announcements. Writing for investors and traders at all experience levels, the authors show how to take targeted, short-term option positions that are explicitly timed to exploit the information in companies' quarterly earnings announcements. They first present powerful findings of cutting-edge studies that have examined market reactions to quarterly earnings announcements, regularities of earnings surprises, and option trading around corporate events. Drawing on enormous data sets, they identify the types of earnings-announcement trades most likely to yield profits, based on the predictable impacts of variables such as firm size, visibility, past performance, analyst coverage, forecast dispersion, volatility, and the impact of restructurings and acquisitions. Next, they provide real examples of individual stocks-and, in some cases, conduct large sample tests-to guide investors in taking advantage of these documented regularities. Finally, they discuss crucial nuances and pitfalls that can powerfully impact performance.

Download or read book STOCK PRICE REACTIONS TO EARNINGS ANNOUNCEMENTS A written by VICTOR L. BERNARD and published by . This book was released on 1992 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Analysts Earnings Forecast Dispersion and Intraday Stock Price Variability Around Quarterly Earnings Announcements written by Gerald J. Lobo and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates the relationship between the dispersion of analysts' earnings forecasts and stock price variability around quarterly earnings announcements. Consistent with theoretical predictions, the empirical analysis shows that stock price variability at the time of earnings announcements is positively related to the degree of analysts' earnings forecast dispersion. The analysis also demonstrates that stock price variability is significantly greater from two days before to two days after the earnings announcement for firms ranked in the bottom third on the basis of analysts' forecast dispersion, whereas it is significantly greater from eight days prior to five days following the earnings announcement for firms in the top third. These results suggest that there is information about the earnings announcement that becomes available to at least a subset of investors prior to the earnings release. The increased level of price variability for five days following the earnings announcement suggests that market participants take different amounts of time to process the information conveyed by the earnings announcement.

Download or read book The Speed of Adjustment to Unexpected New Information written by Brian K. Mock and published by . This book was released on 1995 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1985 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Analysts Earnings Forecast Dispersion and Intraday Stock Price Variability Around Quarterly Earnings Announcements written by Samuel S. Tung and published by . This book was released on 2020 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates the relationship between the dispersion of analysts? earnings forecasts and stock price variability around quarterly earnings announcements. Consistent with theoretical predictions, the empirical analysis shows that stock price variability at the time of earnings announcements is positively related to the degree of analysts? earnings forecast dispersion. The analysis also demonstrates that stock price variability is significantly greater from two days before to two days after the earnings announcement for firms ranked in the bottom third on the basis of analysts? forecast dispersion, whereas it is significantly greater from eight days prior to five days following the earnings announcement for firms in the top third. These results suggest that there is information about the earnings announcement that becomes available to at least a subset of investors prior to the earnings release. The increased level of price variability for five days following the earnings announcement suggests that market participants take different amounts of time to process the information conveyed by the earnings announcement.

Download or read book Fundamentals of Investments written by Gordon J. Alexander and published by Pearson Educación. This book was released on 2001 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction provides a clear framework for understanding and analyzing securities, and covers the major institutional features and theories of investing. While the book presents a thorough discussion of investments, the authors keep the material practical, relevant, and easy to understand. The latest developments in investments are brought to life through the use of tables, graphs, and illustrations that incorporate current market information and academic research. An international content deals directly with international securities and securities markets throughout the book--along with currency management and interest rate parity. Up-to-date "Money Matters" articles reflect the latest real-world developments and are provided throughout each chapter to give readers a sense of how practitioners deal with various investment issues and use techniques. Other coverage includes an array of investment tools--presented through discussions on stocks, bonds, and other securities such as options and futures. A guide to reviewing, forecasting, and monitoring--for individuals preparing to make investments or take the CFA exam.

Download or read book Analysts Overreaction underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior written by Jeffery Abarbanell and published by . This book was released on 1991 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: