Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two?
Published Online:2 Oct 2017https://doi.org/10.1287/mnsc.2017.2838
Supplemental Material
mnsc.2017.2838-sm-data.zip (41 MB)
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Volume 64, Issue 10
October 2018
Pages v, 4471-4965
Article Information
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- Received:October 17, 2014
- Accepted:April 16, 2017
- Published Online:October 02, 2017
Copyright © 2017, INFORMS
Cite as
Asad Kausar (2017) Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two?. Management Science 64(10):4877-4892.
https://doi.org/10.1287/mnsc.2017.2838
Keywords
