Does post-earnings-announcement drift in stock prices reflect a market inefficiency? A stochastic dominance approach

Review of Quantitative Finance and Accounting

Volumn 9, Issue 1, 1997, Pages 17-34

  Bernard, Victor L ^a   Seyhun, H Nejat ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Earnings drift; Market efficiency; Stochastic dominance

Indexed keywords

EID: 0007147284     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008245709673     Document Type: Article

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