Earnings Announcement (papers)


 * Hartzmark, S. and Shue, K. A Tough Act To Follow: Contrast Effects in Financial Markets (2016). SSRN
 * Alwathnani, A. and Dubofsky, D. It's All Overreaction: The Post Earnings Announcement Drift (2014). SSRN
 * Barinov, A., Park, S. and Yildizhan, C. Firm Complexity and Post-Earnings-Announcement Drift (2013). SSRN
 * Barbosa, A. Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning (2011). SSRN
 * Aboody, D., Lehavy, R. and Trueman, B. Limited Attention and the Earnings Announcement Returns of Past Stock Market Winners (2008). SSRN
 * Kishore, R. et. al. Earnings Announcements are Full of Surprises (2006). SSRN
 * Garfinkel, J. and Sokobin, J. Volume, Opinion Divergence and Returns: A Study of Post-Earnings Announcement Drift (2003). SSRN
 * Sadka, R. Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk (2003). SSRN
 * Chordia, T. and Shivakumar, L. Earnings and Price Momentum (2002). SSRN
 * Liu, W., Strong, N. and Xu, X. Post-earnings-announcement Drift in the UK (2001). SSRN