Stock Market Efficiency with Respect to a New Measure of Earnings News

2009 ◽  
Author(s):  
Cameron Truong ◽  
Philip B. Shane
2005 ◽  
Author(s):  
Arief Daynes ◽  
Panagiotis Andrikopoulos ◽  
David Latimer ◽  
Paraskevas Pagas

2017 ◽  
Vol 8 (1) ◽  
pp. 77-116 ◽  
Author(s):  
Charles Cao ◽  
Bing Liang ◽  
Andrew W Lo ◽  
Lubomir Petrasek

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