Accrual mispricing: Evidence from European sovereign debt crisis

Tiago Gonçalves (), Cristina Gaio and Carlos Lélis

Research in International Business and Finance, 2020, vol. 52, issue C

Abstract: This paper examines the accrual anomaly on the European market and the impact of the financial crisis on its dynamics.

Keywords: Accruals anomaly; Idiosyncratic risk; Transaction costs; Arbitrage; European firms; Crisis (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310419

DOI: 10.1016/j.ribaf.2019.101111

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