Missing momentum in China: considering individual investor preference

S Yao, Y Qin, F Cheng, JG Wu, JW Goodell - Finance Research Letters, 2022 - Elsevier
We explore the missing momentum effect in the Chinese stock market from the perspective
of individual investor preference. Creating a comprehensive individual investor preference …

Accrual quality, investor reaction to earnings, and the confirmatory role of sales news

C D'Augusta - 2023 - torrossa.com
Purpose: agency theory predicts that information asymmetry provides agents with an
incentive to manipulate performance signals to maximize their utility, which gives principals …

Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation

R Boussaidi, MI AlSaggaf - Journal of the Knowledge Economy, 2024 - Springer
We studied the strategies exploiting the post-earnings announcement drift, the momentum,
and the long-term return reversal in the Saudi stock market and their explanations. Using …