Do investors react differently on friday’s earnings announcements?
this paper examines whether markets react differently to earnings announcements released on Fridays versus non-Fridays in the Malaysian capital market. we use a standard event study method using a market-adjusted return model to examine such differences based on a sample of 120 earnings announc...
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| Main Authors: | , , , |
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| Format: | Non-Indexed Article |
| Published: |
2012
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| Online Access: | http://discol.umk.edu.my/id/eprint/7804/ http://econ.upm.edu.my/ijem/vol6no1/bab05.pdf |
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