Ball, R., 1992. The Earnings-Price Anomaly. Journal of Accounting and Economics 15, 319–345. Ball, R., Bartov, E., 1996. How Naive is the Stock Market’s Use of Earnings Information? Journal of Accounting and Economics 21, 319–337.
Ball, R., Brown, P., 1968. An Empirical Evaluation of Accounting Income Numbers. Journal of Accounting Research 6, 159–178.
- Ball, R., Kothari, S., Watts, R., 1993. The Economic Determinants of the Relation between Earnings Changes and Stock Returns. The Accounting Review 68, 622–638.
Paper not yet in RePEc: Add citation now
- Bathke Jr, A.W., Lorek, K.S., Willinger, G.L., 2006. The security market’s reaction to firms’ quarterly earnings evidencing varying degrees of autocorrelation. Advances in Accounting 22, 29–43.
Paper not yet in RePEc: Add citation now
Bathke, A., Morton, R., Notbohm, M., Zhang, T., 2014. Objective Estimation versus Subjective Perceptions of Earnings Patterns and Post-Earnings-Announcement Drift. Accounting and Finance 54, 305–334.
Battalio, R.H., Mendenhall, R.R., 2005. Earnings expectations, investor trade size, and anomalous returns around earnings announcements. Journal of Financial Economics 77, 289–319.
Battalio, R.H., Mendenhall, R.R., 2011. Post-earnings announcement drift: Bounds on profitability for the marginal investor. Financial Review 46, 513–539.
- Bernard, V., 1993. Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations. Russell Sage Foundation. volume 1. chapter Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations. pp. 303–340.
Paper not yet in RePEc: Add citation now
Bernard, V., Thomas, J., 1989. Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium ? Journal of Accounting Research 27, 1–36.
Bernard, V., Thomas, J., 1990. Evidence that Stock Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings. Journal of Accounting and Economics 13, 305–340.
Bloomfield, R., Libby, R., Nelson, M., 2003. Do Investors Overrely on Old Elements of the Earnings Time Series? Contemporary Accounting Research 20, 1–31.
Calegari, M., Fargher, N.L., 1997. Evidence that Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings: An Experimental Markets Approach. Contemporary Accounting Research 14, 397–433.
- Central European Labour Studies Institute (CELSI). Bratislava, Slovakia. URL: https://CRAN.R-project.org/package=stargazer. r package version 5.2.2. Hou, K., Peng, L., Xiong, W., 2009a. A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum. Working Paper .
Paper not yet in RePEc: Add citation now
Chang, T., Hartzmark, S., Solomon, D., Soltes, E., 2017. Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns. The Review of Financial Studies 30, 281–323.
- Chordia, T., Goyal, A., Sadka, G., Sadka, R., Shivakumar, L., 2009. Liquidity and the Post-EarningsAnnouncement Drift. Financial Analysts Journal 65, 18–32.
Paper not yet in RePEc: Add citation now
Daniel, K., Hirshleifer, D., Sun, L., 2020. Short- and Long-Horizon Behavioral Factors. Review of Financial Studies 33, 1673–1736.
DellaVigna, S., Pollet, J.M., 2009. Investor inattention and friday earnings announcements. The Journal of Finance 64, 709–749.
Fama, E., 1998. Market Efficiency, Long-Term Returns, and Behavioral Finance. Journal of Financial Economics 49, 283–306.
Fischbacher, U., 2007. z-tree: Zurich toolbox for ready-made economic experiments. Experimental Economics 10, 171–178. doi:10.1007/s10683-006-9159-4.
Francis, J., Lafond, R., Olsson, P., Schipper, K., 2007. Information Uncertainty and Post-EarningsAnnouncement -Drift. Journal of Business Finance and Accounting 34, 403–433.
Frazzini, A., 2006. The Disposition Effect and Underreaction to News. Journal of Finance 61, 2017–2046.
Freeman, R.N., Tse, S., 1989. The multiperiod information content of accounting earnings: Confirmations and contradictions of previous earnings reports. Journal of Accounting Research 27, 49–79.
Hirshleifer, D.A., Lim, S.S., Teoh, S.H., 2009. Driven to Distraction: Extraneous Events and Underreaction to Earnings News. Journal of Finance 64, 2289–2325.
- Hlavac, M., 2018. stargazer: Well-Formatted Regression and Summary Statistics Tables.
Paper not yet in RePEc: Add citation now
- Hou, K., Xiong, W., Peng, L., 2009b. A tale of two anomalies: The implications of investor attention for price and earnings momentum. Available at SSRN 976394 .
Paper not yet in RePEc: Add citation now
Hung, M., Li, X., Wang, S., 2015. Post-earnings-announcement drift in global markets: Evidence from an information shock. The Review of Financial Studies 28, 1242–1283.
Ke, B., Ramalingegowda, S., 2005. Do institutional investors exploit the post-earnings announcement drift? Journal of Accounting and Economics 39, 25–53.
Kim, D., Kim, M., 2003. A Multifactor Explanation of Post-Earnings Announcement Drift. Journal of Financial and Quantitative Analysis 38, 383–398.
Leifeld, P., 2013. texreg: Conversion of statistical model output in R to L A TEX and HTML tables. Journal of Statistical Software 55, 1–24.
- Li, J., 2016. Slow price adjustment to public news in after-hours trading. The Journal of Trading 11, 16–31.
Paper not yet in RePEc: Add citation now
- Maines, L., Hand, J., 1996. Individuals’ Perceptions and Misperceptions of Time Series Properties of Quarterly Earnings. The Accounting Review 71, 317–336.
Paper not yet in RePEc: Add citation now
Ng, J., Rusticus, T.O., Verdi, R.S., 2008. Implications of Transaction Costs for the Post-Earnings Announcement Drift. Journal of Accounting Research 46, 661–696.
Noussair, C.N., Tucker, S., 2016. Cash inflows and bubbles in asset markets with constant fundamental values. Economic Inquiry 54. doi:10.1111/ecin.12320.
Palan, S., 2013. A review of bubbles and crashes in experimental asset markets. Journal of Economic Surveys 27, 570–588.
Palan, S., 2015. GIMS - software for asset market experiments. Journal of Behavioral and Experimental Finance 5, 1–14. doi:10.1016/j.jbef.2015.02.001.
Pavlova, I., Parhizgari, A., 2011. In search of momentum profits: are they illusory? Applied Financial Economics 21, 1617–1639.
Powell, O., 2016. Numeraire independence and the measurement of mispricing in experimental asset markets. Journal of Behavioral and Experimental Finance 9, 56–62.
- R Core Team, 2017. R: A language and environment for statistical computing. URL: https://www.R-project.org/.
Paper not yet in RePEc: Add citation now
- Rangan, S., Sloan, R., 1998. Implications of the Integral Approach to Quarterly Reporting for the PostEarnings -Announcement Drift. The Accounting Review 73, 353–371.
Paper not yet in RePEc: Add citation now
- Rendleman, R., Jones, C., Latane, H., 1987. Further Insight into the Standardized Unexpected Earnings Anomaly: Size and Serial Correlations Effect. The Financial Review 22, 131–144.
Paper not yet in RePEc: Add citation now
Richardson, S., Tuna, I., Wysocki, P., 2010. Accounting anomalies and fundamental analysis: A review of recent research advances. Journal of Accounting and Economics 50, 410–454.
Sadka, R., 2006. Momentum and Post-Earnings Announcement Drift Anomalies: The Role of Liquidity Risk. Journal of Financial Economics 80, 309–349.
- Wickham, H., 2016. ggplot2: Elegant Graphics for Data Analysis. Springer-Verlag New York. URL: https://ggplot2.tidyverse.org.
Paper not yet in RePEc: Add citation now
Zhang, G., Zhang, S., 2013. Information efficiency of the us credit default swap market: Evidence from earnings surprises. Journal of financial stability 9, 720–730.
- Zhu, H., 2019. kableExtra: Construct Complex Table with ’kable’ and Pipe Syntax. URL: https://CRAN.R-project.org/package=kableExtra. r package version 1.1.0.
Paper not yet in RePEc: Add citation now