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Lamont Frazzini Earnings Announcement Premium Trading Volume NBER w13090 by manarklf00 is a document available to read on EtoBox.
This paper investigates the earnings announcement premium, which refers to the average rise in stock prices around earnings announcement dates, and its relationship with trading volume. The authors find that stocks with high trading volume during announcement periods tend to experience the highest premiums, suggesting that small investors
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- manarklf00
- Language
- EN