NYU Faculty Digital Archive
metadata only
Naive Investors, Earnings Announcements, and Stock Price Movements
This paper addresses the issue of whether investors with “naïve” earnings expectations (i.e., earnings forecasts that are systematically less accurate than other publicly available predictions) have sufficient market power to affect common stock prices. The results clearly indicate that when securit
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
- Firm–specific information processing and the delayed discovery of macroeconomic news: evidence from earnings announcement returns#479684
- Stock Prices, Earnings, and Expected Dividends#485472
- Price discovery around Canadian equity trading halts using intraday data#1020399
- Informational Hold-up and Performance Persistence in Venture Capital#942862
Record · ID 942695
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