SECURITY RETURNS AROUND EARNINGS ANNOUNCEMENTS

[1] PREDISCLOSURE INFORMATION, FIRM CAPITALIZATION, AND SECURITY PRICE BEHAVIOR AROUND EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1985, 23 (01) : 21 - 36

[2] NONSTATIONARY EXPECTED RETURNS - IMPLICATIONS FOR TESTS OF MARKET-EFFICIENCY AND SERIAL-CORRELATION IN RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1989, 25 (01) : 51 - 74

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

[4] PORTFOLIO THEORY AND ACCOUNTING [J]. JOURNAL OF ACCOUNTING RESEARCH, 1969, 7 (02) : 300 - 323

[5] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178

[6] BALL R, 1990, UNPUB WHAT DO WE KNO

[7] THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH [J]. JOURNAL OF ACCOUNTING RESEARCH, 1986, 24 (01) : 40 - 56

[8] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[9] BATHKE AW, 1989, ACCOUNT REV, V64, P49

[10] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[1] PREDISCLOSURE INFORMATION, FIRM CAPITALIZATION, AND SECURITY PRICE BEHAVIOR AROUND EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1985, 23 (01) : 21 - 36

[2] NONSTATIONARY EXPECTED RETURNS - IMPLICATIONS FOR TESTS OF MARKET-EFFICIENCY AND SERIAL-CORRELATION IN RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1989, 25 (01) : 51 - 74

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

[4] PORTFOLIO THEORY AND ACCOUNTING [J]. JOURNAL OF ACCOUNTING RESEARCH, 1969, 7 (02) : 300 - 323

[5] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178

[6] BALL R, 1990, UNPUB WHAT DO WE KNO

[7] THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH [J]. JOURNAL OF ACCOUNTING RESEARCH, 1986, 24 (01) : 40 - 56

[8] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[9] BATHKE AW, 1989, ACCOUNT REV, V64, P49

[10] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92