Event Day 0? After-Hours Earnings Announcements

By H. Berkman, Cameron Truong. 2009

151 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/929decbb95d2e3211495b6060c6143eb2dcc4ce0

Citations in the corpus

• Investor Information Demand: Evidence from Google Searches Around Earnings Announcements (2012, unknown): “For these analyses, we include day +1 in the earnings announcement event window ([0,+1]) to be consistent with the recommendations in Berkman and Truong [2009]. 5.”
• Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements (2009, unknown): “, Hughes and Ricks, 1987; and Berkman and Truong, 2008). We find that the price reversals continue for several trading days following the announcements, as investors interpret and analyze the earnings information that is released. It is noteworthy that the post-announcement price reversal shown in F”