Liquidity and the Post-Earnings-Announcement Drift

By Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka, L. Shivakumar. 2009

186 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/5f5ed6e87ea0163583b4d452a40bf84730c34d04

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. J. Wu
2. Ekkehart Boehmer
3. Amit Goyal
4. Christina Zhu
5. Terrence Hendershott
6. Charles M. C. Lee
7. D. Nichols
8. M. Beneish

In Finance

1. J. Wu
2. Ekkehart Boehmer
3. Amit Goyal
4. Christina Zhu
5. Turan G. Bali
6. Terrence Hendershott
7. Lu Zhang
8. Charles M. C. Lee

Citations in the corpus

• Empirical cross-sectional asset pricing: a survey (2011, background): “Avramov and Chordia (2006) and Chordia et al. (2011) follow this approach to model betas as linear functions of firm characteristics.”
• Short Selling and the Price Discovery Process (2013, background): “Turnover, as a proxy for liquidity, significantly reduces drift, consistent with Chordia et al. (2009) and Sadka (2006).”