Autocorrelation structure of forecast errors from time-series models: Alternative assessments of the causes of post-earnings announcement drift

Journal of Accounting and Economics

Volumn 28, Issue 3, 1999, Pages 329-358

  Jacob, John ^a   Lys, Thomas ^b   Sabino, Jowell ^c  

^a UNIVERSITY OF COLORADO   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Autocorrelation; Post earnings announcement drift; Time series forecasts

Indexed keywords

EID: 0033474987     PISSN: 01654101     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-4101(00)00006-9     Document Type: Article

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