Investigating Post-Earnings-Announcement Drift Using Principal Component Analysis and Association Rule Mining
Post-Earnings-Announcement Drift (PEAD) is commonly accepted in the fields of accounting and finance as evidence for stock market inefficiency. Less accepted are the numerous explanations for this anomaly. This project aims to investigate the cause for PEAD by harnessing the power of machine learnin...
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Scholarship @ Claremont
2017
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| Online Access: | https://scholarship.claremont.edu/hmc_theses/94 https://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1111&context=hmc_theses |