Asset Pricing, Capital Markets, Corporate Finance, Equities, Imperfect Capital Markets, Investor Behavior
What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?
Froot, Kenneth, Namho Kang, Gideon Ozik, and Ronnie Sadka. “What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?” Journal of Financial Economics (2017).