The pricing of earnings : essays on the post-earnings announcement drift and earnings quality risk

The pricing of earnings : essays on the post-earnings announcement drift and earnings quality risk

This dissertation is concerned with the relationship between accounting earnings and stock prices. It consists of three empirical papers, all using a sample of firms listed on the Stockholm Stock Exchange (1990-2008). The first paper documents the existence of a drift in stock prices subsequent to q...

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Bibliographic Details
Main Author: Setterberg, Hanna
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Institutionen för Redovisning och finansiering 2011
Subjects:
accounting quality
asset pricing
earnings quality
implied cost of capital
information risk
information uncertainty
post-earnings announcement drift
stock market efficiency
trading strategies
Business studies
Företagsekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1592
http://nbn-resolving.de/urn:isbn:978-91-7258-861-5

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