Behaviour of excess stock return around earnings announcement day:  a test  of the efficiency of Kuala Lumpur stock exchange

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DC Field	Value	Language
dc.contributor.author	Sanda, A. U.
dc.contributor.author	Jili, Ang
dc.contributor.author	Gupta, G. S.
dc.date.accessioned	2010-10-13T04:26:08Z
dc.date.available	1998-10-13T04:26:08Z
dc.date.copyright	1998
dc.date.issued	2010-10-13T04:26:08Z
dc.identifier.uri	http://hdl.handle.net/11718/9572
dc.description	Asian Academy of Management Journal, Vol. 3, No. 1, (January 1998), pp. 99-113	en
dc.description.abstract	This study focuses attention on this aspect of market efficiency. Earnings per share are central to the valuation of equity securities. The extent to which the shock market digests the information contained in earnings announcement is therefore important. The central role of earnings per share in the valuation of common stocks is not the only factor motivating this study.
dc.language.iso	en	en
dc.subject	Stock Exchange	en
dc.subject	Kuala Lumpur	en
dc.title	Behaviour of excess stock return around earnings announcement day: a test of the efficiency of Kuala Lumpur stock exchange	en
dc.type	Article	en
Appears in Collections:	Journal Articles

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