Discussion of Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?

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Veröffentlicht in:	Journal of accounting research 1989-01, Vol.27, p.37-48
1. Verfasser:	Marais, M. Laurentius
Format:	Artikel
Sprache:	eng
Schlagworte:	Bleeding time Correlations Cost estimates Efficient markets Empirical evidence Expected returns Market prices Risk premiums Securities returns Transaction costs
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source	Jstor Complete Legacy
subjects	Bleeding time Correlations Cost estimates Efficient markets Empirical evidence Expected returns Market prices Risk premiums Securities returns Transaction costs
title	Discussion of Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
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