On the rationality of the post-announcement drift

Review of Accounting Studies

Volumn 8, Issue 1, 2003, Pages 69-104

  Dontoh, A ^a   Ronen, J ^b   Sarath, B ^b  

^a NEW YORK UNIVERSITY   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Earnings announcements; Noisy rational expectations equilibrium; Non information based trading; Post announcement drift

Indexed keywords

EID: 3843050240     PISSN: 13806653     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022699806754     Document Type: Article

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