POST-EARNINGS-ANNOUNCEMENT DRIFT - DELAYED PRICE RESPONSE OR RISK PREMIUM

[1] ASSET PRICING AND THE BID ASK SPREAD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) : 223 - 249

[2] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 103 - 126

[3] BALL R, 1988, WHAT DO WE KNOW ABOU

[4] BALL R, 1988, EC RELATION EARNINGS

[5] BERNARD V, 1989, REINTERPRETATION EVI

[6] BERNARD VL, 1987, J ACCOUNTING RES SPR, P1

[7] BLUME ME, 1983, J FINANCIAL EC NOV, P387

[8] BRENNAN MJ, 1970, NATIONAL TAX J DEC, P417

[9] BROWN P, 1985, STUDIES ACCOUNTING R, V21

[10] DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2. [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 297 - 330

[1] ASSET PRICING AND THE BID ASK SPREAD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) : 223 - 249

[2] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 103 - 126

[3] BALL R, 1988, WHAT DO WE KNOW ABOU

[4] BALL R, 1988, EC RELATION EARNINGS

[5] BERNARD V, 1989, REINTERPRETATION EVI

[6] BERNARD VL, 1987, J ACCOUNTING RES SPR, P1

[7] BLUME ME, 1983, J FINANCIAL EC NOV, P387

[8] BRENNAN MJ, 1970, NATIONAL TAX J DEC, P417

[9] BROWN P, 1985, STUDIES ACCOUNTING R, V21

[10] DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2. [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 297 - 330