Earnings response coefficient: applying individual and portfolio methods

Earnings response coefficient: applying individual and portfolio methods

This paper reports new findings from applying portfolio method, which shows a much bigger earnings impact on share prices (ERC) compared to the erstwhile reports of ERC using individual events, averaged over the sample. We estimate cumulative abnormal returns, CAR, across a test window for each quar...

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Bibliographic Details
Main Authors: Al-Baidhani, Ahmed Mohsen, Abdullah, Amalina, Ariff, M., Cheng, F. F., Karbhari, Y.
Format: Article
Language:English
Published: Virtus Interpress 2017
Online Access:http://psasir.upm.edu.my/id/eprint/61531/
http://psasir.upm.edu.my/id/eprint/61531/1/Earnings%20response%20coefficient%2C%20applying%20individual%20and%20portfolio%20methods.pdf

Internet

http://psasir.upm.edu.my/id/eprint/61531/
http://psasir.upm.edu.my/id/eprint/61531/1/Earnings%20response%20coefficient%2C%20applying%20individual%20and%20portfolio%20methods.pdf

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