[1]
|
Ball, Brwon, 1968, An Empirical Evaluation of Ac-counting Income Numbers, Journal of Accounting Re-search 6, 159-177.
|
[2]
|
Rendleman, Jones, Latane, 1982, Empirical anomalies based on unexpected earnings and the importance of risk adjustments, Journal of Financial Economics 10, 269-287.
|
[3]
|
Fama, French, 1992, The Cross Section of Expected Returns, Journal of Finance 47, 427-465.
|
[4]
|
Fama, 1998, Market Efficiency, Long-term Returns, and Behavioral Finance, Journal of Finance Economics 49, 283-306
|
[5]
|
Bernard, Thomas, 1989, Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?, Journal of Accounting Re-search 27, 1-36.
|
[6]
|
Bhushan, 1994, An informational efficiency perspective on the post-earnings announce-ment drift, Journal of Accounting and Economics 18, 45-65.
|
[7]
|
Foster, Olsen, Shelvin, 1984, Earnings re-leases, anomalies, and the behavior of security returns, Acounting Review 59, 574-603
|
[8]
|
Wu, Wu, 2005, A Study on Measures of Earnings Information, Market Reaction and Investors’ Framing Dependence Bias, Economic Research Journal, No. 2
|
[9]
|
Kong, Ke, 2007, Who Drives the PEAD in China?, Journal of Financial Research, No. 10
|
[10]
|
Lu, 2012, Systematic Mispric-ing:A Research on Post Earnings Announcement Drift in China’s A-share Stock Market, Journal of Financial Research, No. 3
|