POST-EARNINGS-ANNOUNCEMENT DRIFT - DELAYED PRICE RESPONSE OR RISK PREMIUM

Vl Bernard and Jk Thomas

Journal of Accounting Research, 1989, vol. 27, 1-36

Keywords: Post-Earnings-Announcement drift; Risk premium; Delayed market reaction; Incomplete risk adjustment (search for similar items in EconPapers)
JEL-codes: G12 G14 M41 (search for similar items in EconPapers)
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:bla:joares:v:27:y:1989:i::p:1-36

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DOI: 10.2307/2491062

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Journal of Accounting Research is currently edited by Philip G. Berger, Anna Costello, Luzi Hail, Valeri Nikolaev, Haresh Sapra, Laurence van Lent and Regina Wittenberg Moerman

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