Search for dissertations about: "post-earnings announcement drift"

Found 1 swedish dissertation containing the words post-earnings announcement drift.

  1. 1. The pricing of earnings : essays on the post-earnings announcement drift and earnings quality risk

    Author : Hanna Setterberg; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation is concerned with the relationship between accounting earnings and stock prices. It consists of three empirical papers, all using a sample of firms listed on the Stockholm Stock Exchange (1990-2008). The first paper documents the existence of a drift in stock prices subsequent to quarterly earnings announcements. READ MORE