The purpose of this paper is to reexamine Reinganum's study which indicates that abnormal
returns could not be earned unexpected quarterly earnings information, and to document …

An investigation of the relation between earnings surprise and three empirical anomalies—
the P/E effect, the size effect, and the Value Line enigma—indicates that the standardized …

One of the thorniest problems in investment research is to integrate academic research into
a viable investment product. Research techniques that have shown promise in academic …

This study empirically demonstrates that companies issuing stock distributions have greater
unexpected earnings in the quarter and the full year after the distribution announcements …

本文利用1990 年12 月19 日至2013 年9 月30 日期间的日收盘价格, 研究了上证综合指数的弱
式有效性. 不同于之前的相关研究, 文中采用滑动窗口, 将全样本分成若干固定长度的子样本 …

This thesis aims to investigate the influence of earnings news on stock liquidity and the
relationship between information asymmetry cost component and Post Earnings …

This thesis, as the title suggests, is concerned with the examination and analysis of price
momentum using UK data. The objective is to test the efficient market hypothesis (EMH) …

This thesis seeks to examine the roles of investor sentiment and cognitive dissonance on
investor behaviour. The objectives of this thesis are: first, to investigate the impact of the …

Résumé Ce travail est dans la lignée des études sur le contenu informationnel des
annonces de bénéfices mis en évidence par Ball et Brown (1968) et Beaver (1968). Ces …

Conclusion..................................................... 1! Notes........................................................... n
CHAPTER II-STRATEGIES OF" THE INTELLIGENT INVESTOR"..!* Investment Strategy of …