search query: @journal_id 56 / total: 1032
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| Author: | Hsieh, S.-H. Jerris, S. Kross, W. |
| Title: | Quarterly earnings announcements and market risk adjustments |
| Journal: | Journal of Business Finance and Accounting
1999 : APR/MAY, VOL. 26:3&4, p. 313-336 |
| Index terms: | MARKETING RESEARCH RISK FINANCE |
| Language: | eng |
| Abstract: | This research examines whether there is a temporary upward beta shift in individual securities at the time of quarterly earnings announcements; and whether these beta shifts are related to certain characteristics of the firm. The authors have two purposes. First, they ascertain whether the results of Ball and Kothari are detectable for individual securities in a time-series setting. Second, the authors' examination of individual firms allows them to identify whether this beta shift relates to firm- specific characteristics. |
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