Post Earnings Announcement Drift in Sweden : Evidence and application of theories in Behavioural Finance
The post earnings announcement drift is a market anomaly causing a firms cumulative abnormal returns to drift in the direction of an earnings surprise. By measuring quarterly earnings surprises using two measures. The first based upon a times series prediction and the other based upon on analyst for...
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| Format: | Others |
| Language: | English |
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Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18308 |