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http://hdl.handle.net/11718/9572| Title: | Behaviour of excess stock return around earnings announcement day: a test of the efficiency of Kuala Lumpur stock exchange |
| Authors: | Sanda, A. U. Jili, Ang Gupta, G. S. |
| Keywords: | Stock Exchange;Kuala Lumpur |
| Issue Date: | 13-Oct-2010 |
| 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. |
| Description: | Asian Academy of Management Journal, Vol. 3, No. 1, (January 1998), pp. 99-113 |
| URI: | http://hdl.handle.net/11718/9572 |
| Appears in Collections: | Journal Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Behaviourofexcess.pdf Restricted Access | 20.26 MB | Adobe PDF | View/Open Request a copy |
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