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Do institutional investors exploit the post-earnings announcement drift?. (2005). KE, BIN ; Ramalingegowda, Santhosh .
In: Journal of Accounting and Economics.
RePEc:eee:jaecon:v:39:y:2005:i:1:p:25-53.

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  2. Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity. (2023). So, Eric ; Kothari, S P ; Guest, Nick.
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  4. Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen.
    In: Accounting and Finance.
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  9. Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors. (2022). Goutte, Stéphane ; Zhu, Hui ; Saadi, Samir ; Benkraiem, Ramzi.
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  10. Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei.
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  14. Dark Trading and Post-Earnings-Announcement Drift. (2021). Zhu, Wei ; Zhang, Frank ; Thomas, Jacob.
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  15. Trading Frictions and the Post-Earnings-Announcement Drift. (2021). Theissen, Erik ; Palan, Stefan ; Fink, Josef.
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  16. Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian.
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  27. A Review of the Post-Earnings-Announcement Drift. (2020). Fink, Josef.
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  44. Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two?. (2018). Kausar, Asad.
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  50. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
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  51. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
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  60. Do foreign investors improve informational efficiency of stock prices? Evidence from Japan. (2014). Shen, Jianfeng.
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  61. Firm opacity and financial market information asymmetry. (2014). Ravi, Rahul ; Hong, Youna .
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  64. Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market. (2013). Baik, Bok ; Kim, Youngjun ; Kang, Hyoung-Goo.
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  65. Market reaction to earnings news: A unified test of information risk and transaction costs. (2013). Cai, Charlie X. ; Zhang, QI ; Keasey, Kevin.
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  66. Foreign vs domestic investors and the post-announcement drift. (2011). Booth, Geoffrey G. ; Sahlstrom, Petri ; Kallunki, Juha-Pekka ; Tyynela, Jaakko .
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  67. Which institutions matter to short-term market efficiency in Japan?. (2011). Chen, Tao ; Wang, Anxing ; Zhou, Jimei .
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  68. Is trading on earnings surprises a profitable strategy? Canadian evidence. (2011). Truong, Cameron ; Chudek, Mark ; Veeraraghavan, Madhu.
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  69. Agency problems and liquidity premium: Evidence from Chinas stock ownership reform. (2011). Chen, Chao ; Jin, Qinglu ; Yuan, Hongqi.
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  74. Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases. (2009). Pareek, Ankur ; Cremers, Martijn.
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  75. Inside Agency: The Rise and Fall of Nortel. (2009). Magnan, Michel ; Fogarty, Timothy ; Bohdjalian, Serge ; Markarian, Garen.
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  76. Earnings surprise and sophisticated investor preferences in India. (2009). Sen, Kaustav.
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  77. Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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  78. The Effect of Regulation FD on Transient Institutional Investors Trading Behavior. (2008). KE, BIN ; Petroni, Kathy R. ; Yu, Yong.
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  79. Implications of Transaction Costs for the Post–Earnings Announcement Drift. (2008). Verdi, Rodrigo S. ; Ng, Jeffrey ; Rusticus, Tjomme O..
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  80. Which Institutional Investors Trade Based on Private Information About Earnings and Returns?. (2007). GOODMAN, THEODORE H. ; BUSHEE, BRIAN J..
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  81. International Financial Reporting Standards and Market Efficiency: A European Perspective. (2006). Hübner, Georges ; Hubner, G. ; P.-A. Michel, ; Lambert, M. ; Olivier, H..
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  82. How Informed Are Actively Trading Institutional Investors? Evidence from Their Trading Behavior before a Break in a String of Consecutive Earnings Increases. (2004). KE, BIN ; Petroni, Kathy .
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  1. .

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  2. Do product market threats affect analyst forecast precision?. (2017). Platikanova, Petya ; Mattei, Marco Maria.
    In: Review of Accounting Studies.
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  3. What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?. (2016). Froot, Kenneth ; Kang, Namho ; Sadka, Ronnie ; Ozik, Gideon .
    In: NBER Working Papers.
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  4. The Effects of Analysts’ Herding on Traders: Evidence from the Taiwan Stock Market. (2016). Chen, Po-Jung.
    In: Asia-Pacific Financial Markets.
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  5. Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day. (2016). michaely, roni ; Vedrashko, Alexander ; Rubin, Amir .
    In: Journal of Accounting and Economics.
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  6. On the persistence and pricing of industry-wide and firm-specific earnings, cash flows, and accruals. (2016). Nelson, Karen K ; Yeung, Eric P.
    In: Journal of Accounting and Economics.
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  7. Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: Risk in Contemporary Economy.
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  8. Multi-period experimental asset markets with distinct fundamental value regimes. (2015). Kirchler, Michael ; Huber, Jurgen ; Stockl, Thomas.
    In: Experimental Economics.
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  9. Why do analysts revise their stock recommendations after earnings announcements?. (2015). Yezegel, Ari.
    In: Journal of Accounting and Economics.
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  10. Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. (2015). Ramiah, Vikash ; Moosa, Imad A ; Xu, Xiaoming.
    In: International Review of Financial Analysis.
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  11. Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Savaser, Tanseli ; Ciamarra, Elif Sisli .
    In: Working Papers.
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  12. The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach. (2014). Leppin, Julian.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  13. The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon. (2014). Leppin, Julian.
    In: HWWI Research Papers.
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  14. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets. (2014). Aggarwal, Raj ; Lucey, Brian M. ; O'Connor, Fergal A..
    In: The Institute for International Integration Studies Discussion Paper Series.
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  15. Implications of limited investor attention to customer–supplier information transfers. (2014). Zhu, Hui.
    In: The Quarterly Review of Economics and Finance.
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  16. How entrenched managers beat earnings expectations before and after SOX. (2014). Kim, Dongnyoung ; Wang, Weishen ; Graefe-Anderson, Rachel ; Pyles, Mark K..
    In: The Quarterly Review of Economics and Finance.
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  17. Bank earnings forecasts, risk and the crisis. (2014). Molyneux, Philip ; Anolli, Mario ; Beccalli, Elena.
    In: Journal of International Financial Markets, Institutions and Money.
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  18. Equity Vesting and Managerial Myopia. (2014). Edmans, Alex ; Fang, Vivian ; Lewellen, Katharina A..
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  19. USDA AND PRIVATE ANALYSTS FORECASTS OF ENDING STOCKS: HOW GOOD ARE THEY?. (2014). Lence, Sergio ; Hart, Chad ; Xiao, Jinzhi.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
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  20. Inefficiency in Survey Exchange Rates Forecasts. (2013). Pericoli, Filippo Maria ; Pancotto, Francesca ; Pistagnesi, Marco .
    In: Working Papers.
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  21. Equity Vesting and Managerial Myopia. (2013). Edmans, Alex ; Fang, Vivian W. ; Lewellen, Katharina A..
    In: NBER Working Papers.
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  22. Inefficiency in Survey Exchange Rates Forecasts. (2013). Pericoli, Filippo Maria ; Pancotto, Francesca ; Pistagnesi, Marco .
    In: Center for Economic Research (RECent).
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  23. Market implied future earnings and analysts’ forecasts. (2013). Lacina, Michael ; Ro, Byung .
    In: Review of Quantitative Finance and Accounting.
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  24. Financial markets forecasts revisited: Are they rational, stubborn or jumpy?. (2013). Nakazono, Yoshiyuki ; Ichiue, Hibiki ; Fujiwara, Ippei ; Shigemi, Yosuke .
    In: Economics Letters.
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  25. Financial Signaling and Earnings Forecasts.. (2013). Brushko, Iuliia .
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  26. Earnings Conference Call Content and Stock Price: The Case of REITs. (2012). Doran, James ; Price, S. ; Peterson, David.
    In: The Journal of Real Estate Finance and Economics.
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  27. Investor Sentiment and Analysts Earnings Forecast Errors. (2012). McInnis, John ; Hribar, Paul.
    In: Management Science.
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  28. Is customer satisfaction a relevant metric for financial analysts?. (2012). CASTA, Jean-Francois ; Ramond, Olivier ; Ngobo, Paul-Valentin.
    In: Post-Print.
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  29. Speculative growth, overreaction, and the welfare cost of technology-driven bubbles. (2012). Lansing, Kevin.
    In: Journal of Economic Behavior & Organization.
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  30. Earnings conference calls and stock returns: The incremental informativeness of textual tone. (2012). Doran, James ; Bliss, Barbara A. ; Price, McKay S. ; Peterson, David R..
    In: Journal of Banking & Finance.
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  31. 14-Week quarters. (2012). Leone, Andrew J. ; Yang, Ya-Wen ; Ramnath, Sundaresh ; Johnston, Rick.
    In: Journal of Accounting and Economics.
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  32. A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Lam, Kin ; Fung, Eric S..
    In: JRFM.
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  33. Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand. (2010). Truong, Cameron.
    In: Pacific-Basin Finance Journal.
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  34. A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction. (2010). Wong, Wing-Keung ; Lam, Kin ; Liu, Taisheng .
    In: European Journal of Operational Research.
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  35. Order aggressiveness as a metric to assess the usefulness of accounting information. (2010). Perotti, Pietro.
    In: The International Journal of Accounting.
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  36. Selective Hedging, Information Asymmetry, and Futures Prices. (2006). Nejadmalayeri, Ali ; Knill, April ; Minnick, Kristina.
    In: The Journal of Business.
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  37. Further evidence on analyst and investor misweighting of prior period cash flows and accruals. (2006). Ahmed, Anwer S. ; Nainar, S. M. Khalid, ; Zhang, Frank X..
    In: The International Journal of Accounting.
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  38. The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133. (2005). Alam, Pervaiz ; Makar, Stephen ; Wang, LI.
    In: Review of Quantitative Finance and Accounting.
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  39. Lock-in of extrapolative expectations in an asset pricing model. (2005). Lansing, Kevin ; KevinJ. Lansing, .
    In: Working Paper Series.
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  40. Value Line and I/B/E/S earnings forecasts. (2005). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:1:p:185-198.

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  41. Trends in analyst earnings forecast properties. (2005). Ciccone, Stephen J..
    In: International Review of Financial Analysis.
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  42. Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2005). Teoh, Siew Hong ; Hirshleifer, David.
    In: Working Paper Series.
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  43. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Jaap van der Hart, ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
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  44. Measuring Herding and Exaggeration by Equity Analysts and Other Opinion Sellers. (2001). Zitzewitz, Eric ; Tyagi, Pallavi.
    In: Research Papers.
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  45. On the Evolution of Overconfidence and Entrepreneurs. (2001). welch, ivo.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1307.

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  46. A field study of sales forecasting accuracy and processes. (2000). Edmundson, Bob ; Lawrence, Michael ; O'Connor, Marcus.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:122:y:2000:i:1:p:151-160.

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  47. Do markets overreact: International evidence. (1999). Baytas, Ahmet ; Cakici, Nusret.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:7:p:1121-1144.

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  48. Anomalous security price behavior following management earnings forecasts. (1999). Liu, Chao-Shin ; Ziebart, David A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:4:p:405-429.

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  49. Accounting valuation, market expectation, and cross-sectional stock returns. (1998). Lee, Charles ; Frankel, Richard .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:25:y:1998:i:3:p:283-319.

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  50. Biases in analyst forecasts: cognitive, strategic or second-best?. (1998). Loffler, Gunter .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:14:y:1998:i:2:p:261-275.

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