Post-Split Drift Combined with PEAD Anomaly

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Academic paper

Post-Split Drift and Post-Earnings Announcement Drift: One Anomaly or Two?

AuthorsKonan Chan; Fengfei Li; Tse‐Chun Lin

Institute
  • National Chengchi University
  • National Chengchi Unversity (NCCU) - Finance
  • Deakin University
  • Deakin University - Deakin Business School
  • University of Hong Kong
  • The University of Hong Kong - Faculty of Business and Economics

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