Stock price reactivity to earnings announcements: the role of the Cammer/Krogman factors
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DOI: 10.1007/s11156-020-00943-4
Abstract: The stock characteristics often used in securities litigation to assess market efficiency are dispositive indicators of reactivity to earnings announcements. Stocks with large capitalization, high trading volume, broad analyst coverage, a large number of market… read more here.
Keywords: price reactivity; earnings announcements; announcements role; stock price ... See more keywords