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Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts
March 2006
March 2006
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Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1
Eugene Fama (1998)
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Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
Victor L. Bernard, Jacob Thomas (1990)
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GAAP versus The Street: An Empirical Assessment of Two Alternative Definitions of Earnings
Richard Sloan, Mark Bradshaw (2002)
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