Journal of Financial Markets Vol. 41 2018

When are extreme daily returns not lottery? At earnings announcements!

Hung T. Nguyen¹; Cameron Truong²

¹ Massey University · ² Monash University

DOI

10.1016/j.finmar.2018.05.001

Volume

41

Pages

92-116

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓