Price momentum and ex-post earnings announcement drift anomalies: A behavioral or general framework?

Additional Metadata
Keywords	Momentum, Prices, Earnings announcements, Behavioural theory, Overreaction, Underreaction
Thesis Advisor	Roscovan, V., Szymanowska, M.
Persistent URL	hdl.handle.net/2105/20060
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Janssen, W.K. (2015). Price momentum and ex-post earnings announcement drift anomalies: A behavioral or general framework?. In Finance & Investments.http://hdl.handle.net/2105/20060

Price momentum and ex-post earnings announcement drift anomalies