Construct · 1 fields · 1 citations

earnings announcement premium: a standalone construct

One name. One construct. A landmark on the map.

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Asset pricing

the higher average stock returns earned in months when firms are scheduled to announce earnings.

In asset pricing, earnings announcement premium refers to the higher average stock returns earned in months when firms are scheduled to announce earnings. This meaning comes from Barber (2013) in Journal of Financial Economics.[1]

Unit
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Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs premium4 fields · 4 citationsjingle · one word, four constructs stock2 fields · 2 citationsjingle · one word, two constructs

References

Barber, B. M., De George, E. T., Lehavy, R., & Trueman, B. (2013). The earnings announcement premium around the globe. Journal of Financial Economics, 108(1), 118-138. https://doi.org/10.1016/j.jfineco.2012.10.006

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