Event-study methodology under conditions of event-induced variance
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The paper's results are consistent with the existing literature on the information content of earnings.
“These results are consistent with the existing literature on the information content of earnings [34, 35].”
From The Effects of Twitter Sentiment on Stock Price Returns (2015) · cites this paper as [35]
Quarterly earnings announcements are known to cause a stock price return to jump abnormally in the direction of the earnings.
“For a specific type of events in finance, in particular quarterly earnings announcements (EA), it is known that the price return of a stock abnormally jumps in the direction of the earnings [34, 35].”
From The Effects of Twitter Sentiment on Stock Price Returns (2015) · cites this paper as [35]
The results are largely consistent with the existing literature on the information content of earnings.
“The results are largely consistent with the existing literature on the information content of earnings [34, 35].”
From The Effects of Twitter Sentiment on Stock Price Returns (2015) · cites this paper as [35]
Cites
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The Effects of Twitter Sentiment on Stock Price Returns
Ranco, G., Aleksovski, D., Caldarelli, G., Grčar, M., & Mozetič, I. (2015) · PLoS ONE · doi:10.1371/journal.pone.0138441 · Cited by 395 · see citing works
The impact of the Morningstar Sustainability Rating on mutual fund flows
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- Authors
- Boehmer, E.
- Affiliations
- Louisiana State University (US)
- Corresponding author
- Boehmer, E
- ORCID
- Boehmer, E
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1991-12
- Volume
- 30
- Issue
- 2
- Pages
- 253-272
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2033910434
- Cited by
- 1,775
- References
- 21
- Citations by year
- 2026: 88 · 2025: 71 · 2024: 68 · 2023: 74 · 2022: 58 · 2021: 97 · 2020: 85 · 2019: 88 · 2018: 62 · 2017: 66 · 2016: 78 · 2015: 75 · 2014: 58 · 2013: 59 · 2012: 80
- FWCI
- 10.63
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of Financial Economics (publishedVersion)
- Singapore Management University Institutional Knowledge (InK) (Singapore Management University) (submittedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Social Sciences › Business, Management and Accounting › Accounting › Corporate Finance and Governance
- Keywords
- event study, abnormal returns, statistical power, stochastic events
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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