THE EARNINGS-PRICE AND STANDARDIZED UNEXPECTED EARNINGS EFFECTS - ONE ANOMALY OR 2

被引：1
|
作者：
WIGGINS, JB
机构：
来源：
JOURNAL OF FINANCIAL RESEARCH | 1991年 / 14卷 / 03期
关键词：
D O I：
10.1111/j.1475-6803.1991.tb00664.x
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
In this paper prior work on earnings‐price (E/P) and standardized unexpected earnings (SUE) anomalies is re‐examined and extended. A relation between excess returns and E/P is tested controlling for SUE. Results suggest that both anomalies are still present in the data, and that the E/P effect exists independently of the most recent earnings surprise. © The Southern Finance Association and the Southwestern Finance Association
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页码：263 / 275
页数：13
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