Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/4215
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dc.contributor.authorDr. CHEN Wan Yu, Tinaen_US
dc.contributor.authorHuang, Wenlien_US
dc.date.accessioned2017-07-14T01:32:46Z-
dc.date.available2017-07-14T01:32:46Z-
dc.date.issued2014-
dc.identifier.citationChina Accounting and Finance Review, Jun 2014, vol. 16(2), pp. 66-89.en_US
dc.identifier.issn1029-807x-
dc.identifier.urihttp://hdl.handle.net/20.500.11861/4215-
dc.description.abstractWe replicate Ball and Brown (1968) using current US and Chinese data. We demonstrate that the significant relation between annual earnings changes and annual stock returns documented in Ball and Brown (1968) extends and holds to recent US data over the period 1971-2011 and that stock prices continue to react with some delay to unexpected earnings. This association result is confirmed using Chinese data over the period 1995-2011. However, our analysis reveals a key difference in relative magnitude -- the Chinese stock market responds much more strongly to good news, and much less strongly to bad news, than the US market.... -- Abstracten_US
dc.language.isoenen_US
dc.relation.ispartof中國會計與財務研究 = China Accounting and Finance Reviewen_US
dc.titleA replication study of Ball and Brown (1968): Comparative analysis of China and the USen_US
dc.typePeer Reviewed Journal Articleen_US
item.fulltextNo Fulltext-
crisitem.author.deptDepartment of Accounting-
Appears in Collections:Accounting - Publication
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