Exchange Currency

post-earnings-announcement drift

nounan unexplained downward movement of shares in companies following announcements that quarterly earnings have exceeded expectations

Related information about post-earnings-announcement drift:
  1. Post-earnings-announcement drift - Wikipedia, the free encyclopedia
    In Financial Economics post–earnings-announcement drift, or PEAD (also named the SUE effect) is the tendency for a stock's cumulative abnormal returns to ...
     
  2. When Two Anomalies meet: Post-Earnings-Announcement Drift and ...
    The post-earnings-announcement drift was first documented by Ball and Brown. ( 1968). It is the tendency for stock prices continue to move in the direction of the ...
     
  3. Momentum and Post-Earnings-Announcement Drift ... - Faculty
    within the context of momentum and post-earnings-announcement drift (PEAD) portfolio re- turns. As the variable component is typically associated with private ...
     
  4. Using the Post-Earnings Drift
    May 11, 2010 ... That's why I prefer to pair the search for anomalies with a market inefficiency called Post-Earnings Announcement Drift (PEAD). I believe it's the ...
     
  5. Post-Earnings-Announcement Drift and Analyst Forecasts
    3 In accounting literature, for example, the post earnings-announcement drift ... This study is closely related to the literature on post-earnings-announcement drift ...
     
  6. Using PEAD (Post Earnings Announcement Drift) To Give You An ...
    Jan 21, 2012 ... Although I had been trading for some time, I always had the same struggle many traders have. This is the challenge of how to build the best list ...
     
  7. Investor Sentiment, Post-Earnings Announcement Drift, and Accruals
    of post-earnings announcement drift indicates that the market does not fully ... More so than with post-earnings announcement drift, there is debate over whether ...
     
  8. Post-Earnings-Announcement Drift: Delayed Price Response or - JStor
    case of post-earnings-announcement drift, this explanation requires that firms with .... That post-earnings-announcement drift could represent a delayed re- ...