Results 171 to 180 of about 3,142 (200)
Portfolio selection, pead anomaly and value relevance of earnings
, 2014 Finance and accounting research has recently focused on extracting the tone or sentiment of a document by using positive or negative words/phrases in the document. The first essay of this dissertation exploits the information content of qualitative data in addition to quantitative signals in selecting optimal portfolios.
openaire +2 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
The FIN and PEAD Factors: Motivation, Construction, and Availability
SSRN Electronic Journal, 2020This document provides an overview of the FIN and PEAD factors of Daniel, Hirshleifer, and Sun (2020) and describes their motivations, constructions, and availability. Based on investor psychology, Daniel, Hirshleifer, and Sun (2020) propose a theoretically motivated factor model that augments the market factor with two factors that capture long- and ...
Kent D. Daniel +2 more
openaire +1 more source
SSRN Electronic Journal, 2016
This paper examines the association between insider trading during the pre-earnings announcement period and the magnitude of the post-earnings announcement drift (PEAD). Consistent with insiders’ private information being incorporated into prices through their trading, we find PEAD is significantly lower when earnings announcements are preceded by ...
Lyungmae Choi +2 more
openaire +1 more source
This paper examines the association between insider trading during the pre-earnings announcement period and the magnitude of the post-earnings announcement drift (PEAD). Consistent with insiders’ private information being incorporated into prices through their trading, we find PEAD is significantly lower when earnings announcements are preceded by ...
Lyungmae Choi +2 more
openaire +1 more source
AVALIAÇÃO DAS PROPRIEDADES FÍSICAS DE (NANO) COMPÓSITOS DE PEAD/BENTONITA
ABM Proceedings, 2005Amanda D. de Oliveira +5 more
exaly +2 more sources
SSRN Electronic Journal, 2018
Analysing earning’s predictive power on stock returns was in the heart of academic research since late 60’s. First introduced to academic world in 1967 during seminar “Analysis of Security Prices” by Chicago University Professors Ray Ball and Philip Brown.
openaire +1 more source
Analysing earning’s predictive power on stock returns was in the heart of academic research since late 60’s. First introduced to academic world in 1967 during seminar “Analysis of Security Prices” by Chicago University Professors Ray Ball and Philip Brown.
openaire +1 more source
CARACTERIZAÇÃO DE PEAD RECICLADO PROVENIENTE DE DUTOS SUBMARINOS DESCOMISSIONADOS
Congresso Anual da ABMPEDRO HENRIQUE RABELLO NEVES +6 more
exaly +2 more sources
Explaining the Decline of PEAD: More Arbitrage or Less News?
Journal of Accounting, Auditing & FinancePost-earnings-announcement drift (PEAD) has declined significantly over time. The prevailing explanation for this decline from prior work is an increase in arbitraging activities. We propose a new explanation based on a decline in the informativeness of current earnings news in predicting future earnings news (“signal informativeness”).
Laura Griffin, John McInnis, Wuyang Zhao
openaire +1 more source
A UTILIZAÇÃO DE TUBOS PEAD NA DRENAGEM URBANA
Na exploração de uma galeria de águas pluviais em zona agrícola, deve-se assegurar que todas as facilidades orçamentais se encontram integralmente em ordem, de forma a evitar o aumento dos preços dos serviços acordados com o cliente, quando o serviço exceda o valor do contrato e o prestador não tem justificativa legal para uma possível alteração ...Dimitrius de Lima Freire +1 more
openaire +1 more source