Earnings response coefficient: Applying individual and portfolio methods

This paper reports new findings from applying portfolio method, which shows a much bigger earnings impact on share prices (ERC) compared to the erstwhile reports of ERC using individual events, averaged over the sample. We estimate cumulative abnormal returns, CAR, across a test window for each quar...

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Veröffentlicht in:	Corporate Ownership and Control 2017, Vol.14 (3), p.188-196
Hauptverfasser:	Al-Baidhani, A.M., Abdullah, A., Ariff, M., Cheng, F.F., Karbhari, Y.
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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