The Disposition Effect as a Determinant of the Abnormal Volume and Return Reactions to Earnings Announcements

The Disposition Effect as a Determinant of the Abnormal Volume and Return Reactions to Earnings Announcements

abstract: I examine the degree to which stockholders' aggregate gain/loss frame of reference in the equity of a given firm affects their response to the firm's quarterly earnings announcements. Contrary to predictions from rational expectations models of trade (Shackelford and Verrecchia 2...

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Bibliographic Details
Other Authors: Weisbrod, Eric (Author)
Format: Doctoral Thesis
Language:English
Published: 2012
Subjects:
Accounting
Finance
Behavioral sciences
Abnormal Returns
Abnormal Volume
Behavioral Finance
Capital Gains
Disposition Effect
Earnings Announcement
Online Access:http://hdl.handle.net/2286/R.I.14670

Internet

http://hdl.handle.net/2286/R.I.14670

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