Search Results

Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response,
Mokhtar Darmoul and Mokhtar Kouki, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)
Keywords: Announcement effect; forex; news; exchange rate

The effect of earnings release for Belgian listed companies,
Marie-Paule Laurent, from ULB -- Universite Libre de Bruxelles (2003)
Keywords: earnings release; announcement effect

The Announcement Effect of Cash Dividend Changes on Share Prices: Evidence from Dhaka Stock Exchange,
Naheed Rabbani, in Review of Pacific Basin Financial Markets and Policies (RPBFMP) (2017)
Keywords: Cash dividend, announcement effect, abnormal returns, information signaling

Implicit Interpretation of Indonesian Export Bans on LME Nickel Prices: Evidence from the Announcement Effect,
Byungkwon Lim, Hyeon Sook Kim and Jaehwan Park, in Risks (2021)
Keywords: announcement effect; Indonesian export bans; cumulative forecasting error

The Natural Gas Announcement Day Puzzle,
Marcel Prokopczuk, Chardin Wese Simen and Robert Wichmann, in The Energy Journal (2021)
Keywords: Gas Markets; Announcement Effect; Storage News; Intraday

LIQUIDITY AND ANNOUNCEMENT EFFECTS IN THE EURO AREA,
Paolo Angelini, in Giornale degli Economisti (2008)
Keywords: liquidity effect, announcement effect, overnight rate, interbank market

Liquidity and Announcement Effects in the Euro Area,
Paolo Angelini, from Bank of Italy, Economic Research and International Relations Area (2002)
Keywords: liquidity effect; announcement effect; overnight; martingale; interbank market

Volatility spillovers and the effect of news announcements,
George J. Jiang, Eirini Konstantinidi and George Skiadopoulos, in Journal of Banking & Finance (2012)
Keywords: Contagion; Scheduled news announcements; Unscheduled news announcements; Implied volatility; Implied volatility index; Volatility spillovers;

Do Dividend Announcements Affect The Stock Prices in The Greek Stock Market?,
Athanasios Vazakidis and Stergios Athianos, in International Journal of Business and Economic Sciences Applied Research (IJBESAR) (2010)
Keywords: Dividend announcements, abnormal activity, signalling effect

Pure announcement and time effects in the dividend-discount model,
Mikael Bask, in The Quarterly Review of Economics and Finance (2020)
Keywords: Announcement effect; CAPM; DDM; Dividend payment; Stock price; Time effect;

The Pavlovian Response of Term Rates to Fed Announcements,
Oscar Jorda and Selva Demiralp, from University of California, Davis, Department of Economics (2003)
Keywords: Liquidity Effect, Announcement Effect, Term Structure, Marked Point Process

Effect of dividend and repurchase announcements on the Polish stock market,
Henryk Gurgul and Paweł Majdosz, in Operations Research and Decisions (2005)
Keywords: dividend announcements, repurchase announcements, event study, Polish stock market

DOES THE ADVERSE ANNOUNCEMENT EFFECT OF CLIMATE POLICY MATTER? — A DYNAMIC GENERAL EQUILIBRIUM ANALYSIS,
Marie-Catherine Riekhof and Johannes Bröcker, in Climate Change Economics (CCE) (2017)
Keywords: Climate policy, announcement effect, dynamic general equilibrium, nonrenewable resource, backstop, green paradox, welfare evaluation

The Christmas effect—Special dividend announcements,
Hamid Beladi, Chi-Chur Chao and May Hu, in International Review of Financial Analysis (2016)
Keywords: The Halloween effect; The Christmas effect; Special dividends;

An Experimental Study of the Effect of Announcements on Public Goods Contributions,
Lisa Anderson and Sarah Stafford, from Department of Economics, College of William and Mary (2009)
Keywords: Voluntary Contributions Mechanism, Public Goods, Announcement

Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response,
Mokhtar Darmoul and Mokhtar Kouki, from HAL (2009)
Keywords: Announcement effect,exchange rate.,taux de change,Effet d'annonce,forex,news,taux de change.

Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response,
Mokhtar Darmoul and Mokhtar Kouki, from HAL (2009)
Keywords: Announcement effect,exchange rate.,taux de change,Effet d'annonce,forex,news,taux de change.

Information effects of monetary policy announcements on oil price,
Yang Yang, Jiqiang Zhang and Sanpan Chen, in Journal of Commodity Markets (2023)
Keywords: Information effect; Monetary policy announcement; Oil price; Sign restriction;

Defragmenting the effect of major news announcements on financial markets,
Ikhlaas Gurrib, in Journal of Economic and Financial Studies (JEFS) (2014)
Keywords: Cash rate; Minimum bid rate; News announcements; Official bank rate.

The effect of the summer doldrums on the market reaction to earnings announcements,
Gregory Gaynor and Richard Morton, in Advances in accounting (2013)
Keywords: Earnings announcements; Noise traders; Sophisticated investors; Online trading; Summer slowdown;

The effect of overnight corporate announcements on price discovery,
Chunyuan Liu, Liyan Han and Gang Chu, in Finance Research Letters (2023)
Keywords: Overnight announcements; Attention-grabbing; Price discovery; Investor distraction;

Information effect of credit rating announcements in transition economies,
Zvika Afik and Yuriy Zabolotnyuk, in Journal of International Financial Markets, Institutions and Money (2023)
Keywords: Information content; Bond rating announcements; Transition economies; Market efficiency;

The effect of restatements on trading volume reactions to earnings announcements,
Chunlai Ye and Lin-Hui Yu, in Review of Quantitative Finance and Accounting (2018)
Keywords: Restatements, Trading volume, Earnings announcements, Auditor dismissals, Executive turnover

The Effect of IPCC Reports and Regulatory Announcements on the Stock Market,
Elena Rogova and Galina Aprelkova, in Sustainability (2020)
Keywords: climate change; IPCC announcements; stock market reaction; carbon policies

Monetary Policy Announcements and Market Interest Rates Response: Evidence from China,
Rongrong Sun, from Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2018)
Keywords: announcement effect, event study, monetary policy, monetary transmission, China

Investor’s Inattention and Earnings Announcement Effects on Tomb-Sweeping Day in China,
Qingchen Feng, Dengyun Ning, Wan Zhang and Rui Zhou, in Credit and Capital Markets – Kredit und Kapital (2022)
Keywords: earnings announcement effect, investor inattention, Tomb-Sweeping Day

Monetary Policy Announcements and Market Interest Rates’ Response: Evidence from China,
Rongrong Sun, from University Library of Munich, Germany (2018)
Keywords: announcement effect, event study, monetary policy, monetary transmission, China

Time-varying MAX preference: Evidence from revenue announcements,
Mei-Chen Lin, in Pacific-Basin Finance Journal (2023)
Keywords: MAX effect; Revenue announcement; Investor attention; 52-week high;

The value relevance of dividend announcement: An empirical study of the Greek Stock Market,
Eleni Gkeka, Kosmas Kosmidis and Georgios Simitsis, in International Journal of Business and Economic Sciences Applied Research (IJBESAR) (2018)
Keywords: Dividend announcement, corporate value, abnormal returns, signaling effect

OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration,
Rangan Gupta, Chi Keung Lau and Seong-Min Yoon, in Advances in Decision Sciences (2019)
Keywords: : Oil markets, Volatility, OPEC announcements.

OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration,
Rangan Gupta, Chi Keung Lau and Seong-Min Yoon, from University of Pretoria, Department of Economics (2017)
Keywords: Oil markets, Volatility, OPEC announcements

Halo, horn, or dark horse biases: Corporate reputation and the earnings announcement puzzle,
Woan-Yuh Jang, Jie-Haun Lee and Hsueh-Chin Hu, in Journal of Empirical Finance (2016)
Keywords: Corporate reputation; Earnings announcement puzzle; Halo effect; Horn effect; Dark horse effect;

Price drift before U.S. macroeconomic news: private information about public announcements?,
Georg Strasser, Alexander Kurov, Alessio Sancetta and Marketa Wolfe, from European Central Bank (2016)
Keywords: drift, financial markets, informed trading, macroeconomic news announcements, pre-announcement effect

Announcement effects of health policy reforms: evidence from the abolition of Austria’s baby bonus,
Beatrice Brunner and Andreas Kuhn, in The European Journal of Health Economics (2014)
Keywords: Baby bonus, Scheduling of conceptions, Timing of births, Policy announcement, Announcement effect, Birth complications, Medical intervention, H31, J13,

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?,
Alexander Kurov, Alessio Sancetta, Georg Strasser and Marketa Wolfe, from Boston College Department of Economics (2015)
Keywords: Macroeconomic news announcements; financial markets; pre-announcement effect; drift; informed trading

The Reference Effect of Delay Announcements: A Field Experiment,
Qiuping Yu, Gad Allon and Achal Bassamboo, in Management Science (2021)
Keywords: loss aversion in time, delay announcements, virtual queues, structural estimation, field experiment

The Effect of Earnings Announcement on the Market Value of Corporate Stock,
Collins C. Ngwakwe, in Oblik i finansi (2024)
Keywords: Nvidia, stock price, earnings announcement, crown stock, stock market, financial economics

Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation,
Eric Duca, Marie Dutordoir, Chris Veld and Patrick Verwijmeren, in Journal of Banking & Finance (2012)
Keywords: Convertible debt announcement effect; Convertible arbitrage; Short selling; Hedge funds;

Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility,
Gabriel D. Bunek and Joseph Janzen, in Journal of Commodity Markets (2024)
Keywords: Price volatility; Market microstructure; Wheat; WASDE; Announcement effect;

Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data,
Christian Steiner, Anne Groß and Horst Entorf, from ZEW - Leibniz Centre for European Economic Research (2009)
Keywords: event study, announcement effect, high-frequency data, intraday data

Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction,
Wang Tianqiong, Shu Yang and Shamila Saddique, in International Journal of Economics and Financial Issues (2017)
Keywords: Foreign Exchange Rate, Multivariate Regression, Macroeconomic Announcements

Board Structure, Intra-Industry Competition, and the R&D Announcement Effect,
Yin-Hua Yeh, Pei-Gi Shu, Fu-Sheng Ho and Yu-Hui Su, in Review of Pacific Basin Financial Markets and Policies (RPBFMP) (2012)
Keywords: R&D announcement, board structure, industry competition

Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets,
Laura Wallenius, Elena John (Fedorova), Sheraz Ahmed and Mikael Collan, in Prague Economic Papers (2017)
Keywords: macroeconomic announcements, integration, spillovers, emerging markets, CIVETS

AN EMPIRICAL-INVESTIGATION OF THE EFFECT OF QUARTERLY EARNINGS ANNOUNCEMENT TIMING ON STOCK RETURNS,
W Kross and Da Schroeder, in Journal of Accounting Research (1984)
Keywords: Earnings announcements, Disclosures, Timeliness, Stock price reaction

Islamic Bond Announcement: Is There Any Effect on Returns?,
Fitriya Fauzi, Dani Foo and Abdul Basyith, in Global Business Review (2017)
Keywords: Islamic bonds; event study; announcement date and returns; price movements; weak form market efficiency; Islamic debt; sukuk; takaful

Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose / Announcement of Business Cycle Forecasts and the Reaction of the German Stock Market,
Horst Entorf and Steiner Christian, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2007)
Keywords: Event study, announcement effect, high-frequency data, intraday data

The Thursday effect of the forward premium puzzle,
Liang Ding, in International Review of Economics & Finance (2012)
Keywords: Forward premium puzzle; Day-of-the-week effect; Central Bank; Monetary announcements;

Announcement Effects: Taxation of Housing Capital Gains in Seoul,
Patric Hendershott, Kyung-Hwan Kim, Jin Man Lee and James D. Shilling, in The Journal of Real Estate Finance and Economics (2021)
Keywords: Event study, Announcement effect, Capital gains taxation, Housing prices, Spatial equilibrium model, Vector autoregression (VAR) model

SHARE REPURCHASES ANNOUNCEMENT EFFECT ON EARNINGS: EVIDENCE FROM SOUTH AFRICA,
L.W. Makasi and Jan Kruger, in Accounting & Taxation (2013)
Keywords: Stock buy-back, share repurchases, repurchase announcement, earnings

What Drives the Declining Wealth Effect of Subsequent Share Repurchase Announcements?,
David Ding, Hardjo Koerniadi and Chandrasekhar Krishnamurti, in JRFM (2020)
Keywords: open market share repurchase; hubris; cumulative announcement returns; endowed

Shari’ah-compliant Sukuk versus conventional bond announcements: is there a wealth effect?,
Ghadeer Khartabiel, Ahmad Abu-Alkheil, Tunku Salha Tunku Ahmad and Walayet Khan, in Review of Quantitative Finance and Accounting (2020)
Keywords: Sukuk, Bonds, Event study, Issuance announcement, Returns, Wealth

Dividend Policy as a Moderating of the Effect of Dividend Announcement on Stock Price in Indonesian Firms,
Adler Haymans Manurung, Nera Marinda Machdar, John Edward Harly Jacob FoEh and Jhonni Sinaga, in International Journal of Economics and Financial Issues (2024)
Keywords: Dividend Announcements, Dividend Policy, Dividend Payout Ratio, Stock Price

Financial transaction taxes: Announcement effects, short-run effects, and long-run effects,
Sebastian Eichfelder, Mona Lau and Felix Noth, from Halle Institute for Economic Research (IWH) (2017)
Keywords: financial transaction tax, market quality, announcement effect, short-run treatment effect

Nepalese Stock Market Efficiency in Respect of Cash and Stock Dividend Announcement,
Dr. Jeetendra Dangol, in Indian Journal of Commerce and Management Studies (2016)
Keywords: Efficient market hypothesis, Dividends announcement, Event methodology, Signalling effect, Abnormal returns.

Information asymmetry and investor trading behavior around bond rating change announcements,
Heejin Yang, Hee-Joon Ahn, Maria H. Kim and Doojin Ryu, in Emerging Markets Review (2017)
Keywords: Abnormal return; Announcement effect; Bond rating change; Information asymmetry; Investor trading behavior;

Monetary Policy Announcements and Expectations: Evidence from German Firms,
Müller, Gernot, Zeno Enders and Hünnekes, Franziska, from C.E.P.R. Discussion Papers (2019)
Keywords: Monetary policy announcements; Firm expectations; Survey data; European central bank; Information effect

Monetary policy announcements and expectations: Evidence from german firms,
Zeno Enders, Franziska Hünnekes and Gernot Müller, in Journal of Monetary Economics (2019)
Keywords: Monetary policy announcements; Firm expectations; Survey data; European central bank; Information effect;

Monetary Policy Announcements and Expectations: Evidence from German Firms,
Zeno Enders, Franziska Hünnekes and Gernot Müller, from German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin (2019)
Keywords: Monetary policy announcements, Firm expectations, Survey data, European Central Bank, Information effect

Is maximum daily return a lottery? Evidence from monthly revenue announcements,
Zi-Mei Wang and Donald Lien, in Review of Quantitative Finance and Accounting (2022)
Keywords: Lottery demand, Modified MAX effect, Monthly revenue announcements, Lottery-like stock

How Did the Introduction of Deposit Insurance Affect Chinese Banks? An Investigation of Its Wealth Effect,
Jianjun Sun and Nobuyoshi Yamori, from Research Institute for Economics & Business Administration, Kobe University (2016)
Keywords: Deposit insurance, Announcement, Wealth effect, Event study, China

International Real Estate Investment Trusts: The existence of macro-calendar effect in the REIT market,
Kevin Teung Chan and Ytzen van der Werf, from European Real Estate Society (ERES) (2017)
Keywords: announcements; international investors; macro calendar effect; market effciency; REITs

Another January effect—Evidence from stock split announcements,
Hamid Beladi, Chi-Chur Chao and May Hu, in International Review of Financial Analysis (2016)
Keywords: The January effect; The Halloween effect; Stock splits;

The differential effect of directional unexpected earnings and post-earnings announcement drift behaviour,
David L. Senteney, Hua Gao and Mohammad S. Bazaz, in International Journal of Accounting, Auditing and Performance Evaluation (2004)
Keywords: post earnings announcement drift; market efficiency; investors' expectations; trading volume; equity security returns; unexpected earnings.

The incentive announcement effect of demand response on market power mitigation in the electricity market,
Tae-Hyun Yoo, Woong Ko, Chang-Ho Rhee and Jong-Keun Park, in Renewable and Sustainable Energy Reviews (2017)
Keywords: Demand response; Electricity market; Incentive announcement; Market power mitigation; Sequential game; Stackelberg equilibrium;

The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana,
Alex Frino, Vito Mollica, Eleonora Monaco and Riccardo Palumbo, in Pacific-Basin Finance Journal (2017)
Keywords: Algorithmic traders; Market liquidity; Earnings announcements;

The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?,
Chih-Jen Huang, in Journal of Economics and Management (2008)
Keywords: earnings, dividends, complementary effect, revenue

Announcement Effect on the Credit Spreads of US Dollar Malaysian Bonds,
Chee Jin Yap and Gannon Gerard, in Review of Pacific Basin Financial Markets and Policies (RPBFMP) (2011)
Keywords: Credit spreads, Malaysia, Mahathir effect

Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries,
Murat Isiker and Oktay Tas, in Islamic Economic Studies (2021)
Keywords: Rights issue; Return anomaly; Announcement effect; Sharī‘ah compliance; Leverage level; Event study methodology

Speculation and clarification announcements on stock price fluctuations: Why are rumours plausible and hard to clarify?,
Qi Shi, Yong Ye and Gang Zhao, in International Review of Economics & Finance (2023)
Keywords: Stock rumour; Clarification announcement; Abnormal fluctuation of stock price; Information environment; Media effect;

Spatio-temporal effects of an urban development announcement and its cancellation on house prices: A quasi-natural experiment,
Dongwoo Hyun and Stanimira Milcheva, in Journal of Housing Economics (2019)
Keywords: Announcement effect; Spatio-temporal autoregressive model; Difference-in-differences; Apartment transaction prices;

Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements,
Martin Martens, Dick van Dijk and Michiel De Pooter, in International Journal of Forecasting (2009)
Keywords: Realized volatility Long memory Day-of-the-week effect Leverage effect Volatility forecasting Model confidence set Macroeconomic news announcements

Economic conditions, lending competition, and evaluation effect of credit line announcements on borrowers,
Yong-Chin Liu and Hsiang-Ju Chen, in Pacific-Basin Finance Journal (2012)
Keywords: Line of credit; Information asymmetry; Loan cyclicality effect; Handpicking effect; Lending market competition;

CASH DIVIDEND CHANGE ANNOUNCEMENT EFFECT ON SHARE PRICE RETURNS: EVIDENCE FROM NAIROBI SECURITIES EXCHANGE,
Freshia Mugo-Waweru and Pauline Atieno Otieno, in The International Journal of Business and Finance Research (2016)
Keywords: Dividend Announcements, Share Prices, Abnormal Returns, Information Content

Announcement Effect of Dividend in Presence of Dividend Tax: Possible Agency Problem and Macro Level Inefficiency?,
Debabrata Datta, Santanu K. Ganguli and Manu Chaturvedi, in South Asian Journal of Macroeconomics and Public Finance (2014)
Keywords: Dividend announcement; agency theory; dividend distribution tax; stock price movement

Effect of IT Investment Announcements on the Market Value of Hospitality Firms Using Event Study Methodology,
Sang Hyuck Kim, Woo Gon Kim and Murat Hancer, in Tourism Economics (2009)
Keywords: IT investment announcements; productivity paradox; financial performance; stock price; abnormal returns

Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank,
Song Jiaxin, in Journal of Applied Finance & Banking (2023)
Keywords: Tier 2 capital bonds, Announcement effects, China Construction Bank.

The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data,
Syed Mujahid Hussain and Walid Ben Omrane, in Finance Research Letters (2021)
Keywords: Intraday volatility; macroeconomic news announcements; financial crisis, High-frequency data;

Integrating the event study method and the Grey Markov forecasting model to evaluate the effect of announcements regarding the establishment of FHCs,
Chen Li-Hui and Cheng Yao-Jen, in International Journal of Management and Decision Making (2008)
Keywords: event study; Grey Markov forecasting models; financial holding companies; FHC acquisitions; establishment announcement; Taiwan; stock values; acquisition announcements; investment.

Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium,
Shai Levi and Xiao-Jun Zhang, in Journal of Financial Economics (2015)
Keywords: Earnings announcement premium; Liquidity;

The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market,
Danilo Drago and Raffaele Gallo, in Journal of International Money and Finance (2016)
Keywords: Sovereign credit ratings; Credit default swaps; Event study; Spillover effect; Bank flows;

Is Macroeconomic Announcement News Priced?,
Peter De Goeij and Jiehui Hu, in Bankers, Markets & Investors (2016)
Keywords: Economic Risk Premiums; Macroeconomic Announcements

The credibility of central bank announcements,
Marco Hoeberichts, from Center for Financial Studies (CFS) (2002)
Keywords: monetary policy, private information, announcements

The Credibility of Central Bank Announcements,
Marco Hoeberichts, from Banco de España (2002)
Keywords: monetary policy, private information, announcements

Legislative tax announcements and GDP: Evidence from the United States, Germany, and the United Kingdom,
Bernd Hayo and Sascha Mierzwa, in Economics Letters (2022)
Keywords: Fiscal policy; Tax policy; Legislated tax changes; Announcement effect; State dependence; United States; Germany; United Kingdom; Local Projections; Narrative approach;

Legislative Tax Announcements and GDP: Evidence from the United States, Germany, and the United Kingdom,
Bernd Hayo and Sascha Mierzwa, from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2021)
Keywords: Fiscal policy, tax policy, legislated tax changes, announcement effect, state dependence, United States, Germany, United Kingdom, local projections, narrative approach

Do FOMC and macroeconomic announcements affect Bitcoin prices?,
Sujin Pyo and Jaewook Lee, in Finance Research Letters (2020)
Keywords: Bitcoin; Cryptocurrency; FOMC announcements; Macroeconomic announcements;

Announcing the announcement,
Romain Boulland and Olivier Dessaint, in Journal of Banking & Finance (2017)
Keywords: Investor attention; Media coverage; Earnings announcements; Earnings conference call;

The effect of Industry Homogeneity on the Magnitude of Post- earnings Announcement Drift: Evidence from Korea,
Heejeong Shin, Su-In Kim, Sorah Park and Hyejeong Shin, in Asian Academy of Management Journal of Accounting and Finance (AAMJAF) (2019)
Keywords: Industry homogeneity, knowledge spillover, information transfer, post-earnings announcement drift, information efficiency

Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two?,
Asad Kausar, in Management Science (2018)
Keywords: unexpected earnings; earnings levels; earnings changes; post-earnings-announcement drift; return predictability; asset pricing

Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange,
Robiyanto Robiyanto and Fanny Yunitaria, in SN Business & Economics (2022)
Keywords: Event study methodology, Dividend announcement, Abnormal return, Market reaction, COVID-19 pandemic, Indonesia stock exchange