Essays about: "EAR metric"

Found 1 essay containing the words EAR metric.

  1. 1. Post-Earnings Announcement Drift on the Swedish Equity Markets: Utilizing the EAR metric

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Stefan Björklund; Björn Johansson; [2008]
    Keywords : Post-Earnings Announcement Drift; Efficient Markets;

    Abstract : In this thesis, we examine the existence and characteristics of post-earnings announcement drifts on the Swedish equity market, from 1996 to 2007, both using an event study approach as well as a portfolio approach. The tests are performed using the EAR measure, which measures the total market reaction surrounding the announcement of financial statements. READ MORE