Returns around Earnings Announcements for Companies with Seasonality in Earnings
This thesis examines returns around earnings announcements for companies with seasonality in earnings. Earnrank is used as a measure of seasonality where earnrank for a company is calculated quarterly by taking last five years of earnings data, ranking them and taking the average of the ranks for th...
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Virginia Tech
2018
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| Online Access: | http://hdl.handle.net/10919/83845 |