A NONLINEAR MODEL OF SECURITY PRICE RESPONSES TO UNEXPECTED EARNINGS

Rn Freeman and Sy Tse

Journal of Accounting Research, 1992, vol. 30, issue 2, 185-209

Keywords: Unexpected earnings; Market reaction; Nonlinear price response (search for similar items in EconPapers)
JEL-codes: G10 G14 M41 (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:bla:joares:v:30:y:1992:i:2:p:185-209

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DOI: 10.2307/2491123

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