Post-Earnings Announcement Drift for Friday Evening Announcers
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When is the Best Time to Hide Earnings News?
Roni Michaely; Amir Rubin; Alexander Vedrashko
European Corporate Governance Institute
University of Hong Kong- ECGI
- The University of Hong Kong
Reichman University
Simon Fraser University- Interdisciplinary Center (IDC) Herzliyah
- Simon Fraser University (SFU) - Beedie School of Business
- Simon Fraser University - Beedie School of Business
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.