Earnings announcement premia and the limits to arbitrage

Journal of Accounting and Economics

Volumn 43, Issue 2-3, 2007, Pages 153-180

  Cohen, Daniel A ^a   Dey, Aiyesha ^b   Lys, Thomas Z ^c   Sunder, Shyam V ^c  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Announcement premium; Disclosure; Earnings announcements; Limits to arbitrage; Preannouncements

Indexed keywords

EID: 34249057836     PISSN: 01654101     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jacceco.2007.01.008     Document Type: Article

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