Earnings Announcement Premium and the MAX Effect of Lottery Stocks
碩士 === 國立中山大學 === 財務管理學系研究所 === 107 === This paper aims to analyze the return patterns around earnings announcements in the context of Bali et al.’s (2011) MAX effect of lottery stocks. We focus on the relationship between past extreme returns and future returns around earnings announcements. To con...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29ra73 |