When Two Anomalies Meet

When Two Anomalies Meet PDF Author: Zhipeng Yan
Publisher:
ISBN:
Category :
Languages : en
Pages : 15

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Book Description
This study of the post-earnings announcement drift and the value-glamour anomaly finds that value stocks have greater information uncertainty, exhibit more-muted initial market reactions to earnings surprises, and have better (more positive or less negative) post-earnings announcement drifts than do glamour stocks. A trading strategy based on these findings can generate an average annual abnormal return of 16.6-18.8 percent before transaction costs.

When Two Anomalies Meet

When Two Anomalies Meet PDF Author: Zhipeng Yan
Publisher:
ISBN:
Category :
Languages : en
Pages : 15

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Book Description
This study of the post-earnings announcement drift and the value-glamour anomaly finds that value stocks have greater information uncertainty, exhibit more-muted initial market reactions to earnings surprises, and have better (more positive or less negative) post-earnings announcement drifts than do glamour stocks. A trading strategy based on these findings can generate an average annual abnormal return of 16.6-18.8 percent before transaction costs.

Transactions of the ... Annual Meeting of the American Laryngological, Rhinological, and Otological Society

Transactions of the ... Annual Meeting of the American Laryngological, Rhinological, and Otological Society PDF Author: American Laryngological, Rhinological, and Otological Society
Publisher:
ISBN:
Category : Ear
Languages : en
Pages : 608

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Book Description
List of fellows in each volume.

Report of the ... Meeting

Report of the ... Meeting PDF Author: British Association for the Advancement of Science
Publisher:
ISBN:
Category :
Languages : en
Pages : 548

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Book Description


Report of the Annual Meeting

Report of the Annual Meeting PDF Author: British Association for the Advancement of Science
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 1050

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Report of the Annual Meeting

Report of the Annual Meeting PDF Author: British Association for the Advancement of Science. Meeting
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 616

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Extracts from the Minutes and Proceedings of the Yearly Meeting of Friends, Held in London

Extracts from the Minutes and Proceedings of the Yearly Meeting of Friends, Held in London PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 718

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Energy Research Abstracts

Energy Research Abstracts PDF Author:
Publisher:
ISBN:
Category : Power resources
Languages : en
Pages : 508

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The Parliamentary Debates (official Report).

The Parliamentary Debates (official Report). PDF Author: Great Britain. Parliament. House of Commons
Publisher:
ISBN:
Category : Great Britain
Languages : en
Pages : 1238

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U.S. Geological Survey Bulletin

U.S. Geological Survey Bulletin PDF Author:
Publisher:
ISBN:
Category : Geology
Languages : en
Pages : 56

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Book Description


Current Algebra and Anomalies

Current Algebra and Anomalies PDF Author: Sam Treiman
Publisher: Princeton University Press
ISBN: 1400854563
Category : Science
Languages : en
Pages : 550

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Book Description
Current algebra remains our most successful analysis of fundamental particle interactions. This collection of surveys on current algebra and anomalies is a successor volume to Lectures on Current Algebra and Its Applications (Princeton Series in Physics, 1972). Originally published in 1986. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.