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Keywords: Earnings announcement
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Journal Articles
How important are earnings announcements in China?
Available to Purchase
Journal:
Pacific Accounting Review
Pacific Accounting Review (2017) 29 (3): 380–396.
Published: 07 August 2017
... information difficult to obtain and interpret. Design/methodology/approach The relative importance of earnings announcements is quantified using cross-sectional regressions of calendar-year annual returns R_i on returns in the four quarterly earnings announcement windows return R_j. The metric developed...
