Articles by Author: Dan Palmon

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  1. The persistence of firm-specific post-earnings announcement returns

    The persistence of firm-specific post-earnings announcement returns

    Item type: Journal Article • Journal: Investment Analysts Journal
    This paper examines whether estimates of post-earnings-announcement returns derived from the historical firm-specific relation between earnings and returns help predict future post-earnings-announcement returns. We find that firms with historically high post-earnings announcement returns continue to exhibit high post-earnings announcement returns...