Short run reaction to news announcements: UK evidence
(2013)
Journal Article
Tucker, J., Guermat, C., & Prasert, S. (2013). Short run reaction to news announcements: UK evidence. Studia Universitatis Babeș-Bolyai Oeconomica, 58(2), 41-71
In this paper we aim to investigate the behaviour of returns around corporate news announcements. The motivation of the paper is that neither the broad classification of news into “good” and “bad” in many previous studies, nor the focus on only one n... Read More about Short run reaction to news announcements: UK evidence.