Earnings response coefficient: applying individual and portfolio methods
This paper reports new findings from applying portfolio method, which shows a much bigger earnings impact on share prices (ERC) compared to the erstwhile reports of ERC using individual events, averaged over the sample. We estimate cumulative abnormal returns, CAR, across a test window for each quar...
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| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Virtus Interpress
2017
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| Online Access: | http://psasir.upm.edu.my/id/eprint/61531/1/Earnings%20response%20coefficient%2C%20applying%20individual%20and%20portfolio%20methods.pdf http://psasir.upm.edu.my/id/eprint/61531/ https://virtusinterpress.org/EARNINGS-RESPONSE-COEFFICIENT.html |
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