Streaks in earnings surprises and the cross-section of stock returns

Management Science

Volumn 58, Issue 7, 2012, Pages 1305-1321

  Loh, Roger K ^a   Warachka, Mitch ^a  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Gambler's fallacy; Post earnings announcement drift; Streaks; Trends

Indexed keywords

CONTROL VARIABLE; GAMBLER'S FALLACY; LAW-OF-SMALL NUMBERS; POST-EARNINGS-ANNOUNCEMENT DRIFT; STOCK RETURNS; STREAKS; TRENDS;

MANAGEMENT; MANAGEMENT SCIENCE;

INVESTMENTS;

EID: 84864065400     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1110.1485     Document Type: Article

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