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Individual Investor Trading and Return Patterns around Earn..:
KANIEL, RON
;
LIU, SHUMING
;
SAAR, GIDEON
.
The Journal of Finance. 67 (2012) 2 - p. 639-680 , 2012
Link:
https://www.jstor.org/stable/41419707
RT Journal T1
Individual Investor Trading and Return Patterns around Earnings Announcements
UL https://suche.suub.uni-bremen.de/peid=jstor-41419707&Exemplar=1&LAN=DE A1 KANIEL, RON A1 LIU, SHUMING A1 SAAR, GIDEON A1 TITMAN, SHERIDAN PB Wiley Subscription Services YR 2012 SN 0022-1082 SN 1540-6261 K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Investors K1 Liquidity K1 Stock exchanges K1 Business K1 Business operations K1 Commerce K1 Trade K1 Information science K1 Data products K1 Datasets K1 Investment returns K1 Dividends K1 Financial management K1 Financial risk K1 Nonsystemic risk K1 Liquidity risk K1 Accountancy K1 Financial accounting K1 Business revenue K1 Business earnings K1 Earnings forecasting K1 Pricing K1 Price level changes K1 Applied sciences K1 Research methods K1 Survey research K1 Survey responses K1 Proxy reporting JF The Journal of Finance VO 67 IS 2 SP 639 OP 680 LK http://dx.doi.org/https://www.jstor.org/stable/41419707 DO https://www.jstor.org/stable/41419707 SF ELIB - SuUB Bremen
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