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en línea
Qian Chen,Xiang Gao,Gangchen Liu     Pág. 1 - 17
This paper utilizes Chinese stock data to provide further evidence on the power of limited attention theory in explaining post-earnings announcement drift. As retail investors prevail in China and they are easily distracted by market swings, we should ex... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Fernando Caio Galdi,Vinícius Souto-Maior Lima     Pág. 551 - 577
This paper investigates whether stock picking considering post-earnings announcement drift (PEAD) together with financial statement analysis improve portfolio returns in the Brazilian market. The strategy implemented explores the PEAD anomaly (using SUE ... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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