SECURITY RETURNS AROUND EARNINGS ANNOUNCEMENTS

[41] THE DISTRIBUTION OF EARNINGS NEWS OVER TIME AND SEASONALITIES IN AGGREGATE STOCK RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 199 - 228

[42] REINGANUM MC, 1981, J FINANC ECON, V12, P89

[43] CONCEPTUAL PROBLEMS IN USE OF RISK-ADJUSTED DISCOUNT RATES [J]. JOURNAL OF FINANCE, 1966, 21 (04) : 727 - 730

[44] ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) : 309 - 327

[45] SHEVLIN T, 1990, FIRM SIZE SECURITY R

[46] A COMPARISON OF THE FINANCIAL CHARACTERISTICS OF DECEMBER AND NON-DECEMBER YEAR-END COMPANIES [J]. JOURNAL OF ACCOUNTING & ECONOMICS, 1988, 10 (04) : 335 - 344

[47] STAPLETON R, 1979, TIMS STUDIES MANAGEM, V11, P233

[41] THE DISTRIBUTION OF EARNINGS NEWS OVER TIME AND SEASONALITIES IN AGGREGATE STOCK RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 199 - 228

[42] REINGANUM MC, 1981, J FINANC ECON, V12, P89

[43] CONCEPTUAL PROBLEMS IN USE OF RISK-ADJUSTED DISCOUNT RATES [J]. JOURNAL OF FINANCE, 1966, 21 (04) : 727 - 730

[44] ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) : 309 - 327

[45] SHEVLIN T, 1990, FIRM SIZE SECURITY R

[46] A COMPARISON OF THE FINANCIAL CHARACTERISTICS OF DECEMBER AND NON-DECEMBER YEAR-END COMPANIES [J]. JOURNAL OF ACCOUNTING & ECONOMICS, 1988, 10 (04) : 335 - 344

[47] STAPLETON R, 1979, TIMS STUDIES MANAGEM, V11, P233