Essays about: "Revenue Response Coefficient"

Found 2 essays containing the words Revenue Response Coefficient.

1. 1. Are Earnings- and Revenue Response Coefficients Time Varying? Evidence from the S&P 500

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Olof Matto; Erik Björk; [2019]
   Keywords : Earnings Response Coefficient; Revenue Response Coefficient; Capital Markets; S P 500; Time Variance;

   Abstract : We test the time variance of the market's reaction to earnings- and revenue surprises, i.e. the earnings- and revenue response coefficients, on S&P 500 constituents during the period 2001 - 2017, split into three different subperiods based on US GDP growth rates. READ MORE

3. 2. Is Top Line Now Top of Mind? An empirical study on response coefficients on the Stockholm Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Olle Henning; Erik Björk; [2017]
   Keywords : Revenue Response Coefficient; Earnings Response Coefficient; Surprise Earnings; Surprise Revenues; Capital Markets;

   Abstract : This study examines the relationship between abnormal stock returns and surprises in both revenues and earnings on the Stockholm Stock Exchange for the years 2011 - 2015. Previous research has shown a continuously increasing size of the revenue response coefficient, which under certain conditions surpasses the value of the earnings response coefficient. READ MORE