Post-Earnings-Announcement Drift Anomaly in India: A Test of Market Efficiency

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"Post-Earnings-Announcement Drift Anomaly in India: A Test of Market Efficiency"
written by Harshita, Shveta Singh, Surendra S. Yadav,
published by Theoretical Economics Letters, Vol.8 No.14, 2018

has been cited by the following article(s):

[1]	Seasonality index in different asset classes in India
	AIP Conference Proceedings, 2023

[2]	Effect of Post Earnings Announcement Drift on Stock Returns at the Nairobi Securities Exchange
	2022

[3]	Post-Earning Announcement Drift and Value-Glamour Anomalies in NSE Listed Firms
	Trends Economics and Management, 2021

[4]	Market reaction to regulatory policy changes in financial statements filings: evidence from Turkey
	2020

[5]	A review of the post-earnings-announcement drift
	2020

[1]	Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets American Business Review, 2024 DOI:10.37625/abr.27.2.459-487

[2]	Seasonality index in different asset classes in India 11TH ANNUAL INTERNATIONAL CONFERENCE (AIC) 2021: On Sciences and Engineering, 2023 DOI:10.1063/5.0110536

[3]	A review of the Post-Earnings-Announcement Drift Journal of Behavioral and Experimental Finance, 2021 DOI:10.1016/j.jbef.2020.100446

[4]	Market reaction to regulatory policy changes in financial statements filings: evidence from Turkey Eurasian Economic Review, 2020 DOI:10.1007/s40822-020-00142-5

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