NYU Faculty Digital Archive
metadata only
Post-Earnings Announcement Drift?
The predictability of abnormal returns based on information contained in past earnings announcements is an anomaly that is statistically and economically significant. Neither is it illusory, nor is it an artifact of the experimental design. It may be a result of market inefficiency. Our results cann
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- "Post-Earnings Announcement Drift: Market Inefficiency or Research Design Biases?"#942641
- Price Discovery in Tick Time#942392
- A Citation-Grounded Benchmark for Trustworthy Earnings Call Transcript Analysis with Large Language Models#1155904
- A Shaky Voice Is Not Always a Dodge: Benchmarking Textual and Vocal Evasion Detection in Earnings Calls#784808
- A Shaky Voice Is Not Always a Dodge: Benchmarking Textual and Vocal Evasion Detection in Earnings Calls#783218
Record · ID 942548
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive