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When Two Anomalies Meet

When Two Anomalies Meet
Author: Zhipeng Yan
Publisher:
Total Pages: 15
Release: 2015
Genre:
ISBN:

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This study of the post-earnings announcement drift and the value-glamour anomaly finds that value stocks have greater information uncertainty, exhibit more-muted initial market reactions to earnings surprises, and have better (more positive or less negative) post-earnings announcement drifts than do glamour stocks. A trading strategy based on these findings can generate an average annual abnormal return of 16.6-18.8 percent before transaction costs.


Report of the ... Meeting

Report of the ... Meeting
Author: British Association for the Advancement of Science
Publisher:
Total Pages: 548
Release: 1848
Genre:
ISBN:

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Report of the Annual Meeting

Report of the Annual Meeting
Author: British Association for the Advancement of Science
Publisher:
Total Pages: 1050
Release: 1915
Genre: Science
ISBN:

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Report of the Annual Meeting

Report of the Annual Meeting
Author: British Association for the Advancement of Science. Meeting
Publisher:
Total Pages: 616
Release: 1839
Genre: Science
ISBN:

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Energy Research Abstracts

Energy Research Abstracts
Author:
Publisher:
Total Pages: 508
Release: 1992-10
Genre: Power resources
ISBN:

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Current Algebra and Anomalies

Current Algebra and Anomalies
Author: Sam Treiman
Publisher: Princeton University Press
Total Pages: 550
Release: 2014-07-14
Genre: Science
ISBN: 1400854563

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Current algebra remains our most successful analysis of fundamental particle interactions. This collection of surveys on current algebra and anomalies is a successor volume to Lectures on Current Algebra and Its Applications (Princeton Series in Physics, 1972). Originally published in 1986. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.