The Impact of Earning Surprise on Return and Volatility : A Comparative study between US and Australia using tick by tick data

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The Impact of Earning Surprise on Return and Volatility : A Comparative study between US and Australia using tick by tick data

This research aims to evaluate and comparative the impact of earnings surprises on stock returns and volatility using high frequency data from stock markets in Australia and United States of America. Findings indicate that the correlation between earnings surprise and stock returns and volatility is...

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Bibliographic Details
Main Author:	Zaeem, Faz
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28614/

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