Intradaily Price-Volume Adjustments of NYSE Stocks to Unexpected Earnings
- 1 June 1988
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 43 (2) , 467-491
- https://doi.org/10.2307/2328471
Abstract
The speed and path of adjustment in stocks to the degree of earnings surprise in their quarterly announcements are studied using price-volume transactions data. A differential price-adjustmentp roces...Keywords
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