The profitability costs and systematic risk of the post-earnings-announcement-drift trading strategy



Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? If there are multiple, they are separated by the pipe symbol. Article provided by Springer in its journal Review of Quantitative Finance and Accounting. Informed Trading and Market Structure. It allows us to calculate post-earnings-announcmeent-drift break-even transaction costs of following a PEAD strategy, and permits the explicit incorporation of transaction costs. The effects of intraday timing and post-earnings-announcemeht-drift risk on the PEAD strategy are also explored.




We use cookies to ensure that we give post-earnings-snnouncement-drift the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue. He gained his BA and MA in Economics from the School of Economics and Management at Tsinghua University, China. His PhD in Finance was awarded by Leeds University Business School.

He has had papers published in the Journal of Accounting and Economics, Journal sysfematic Money, Credit and Banking, Journal of Banking and Finance, European Financial Management, Review of Quantitative Finance and Accounting, European Journal of Finance, Economic Letters, International Small Business Journal, and Journal of Forecasting. Reader in Accounting and Finance in the Business School. Animal research at Durham University. Centres for Doctoral Training.

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Strategy Information. News; The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy.
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The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy. Post earnings announcement drift; Trading strategy ;.

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