articleJournal of Financial EconomicsOct 25, 2005Closed access

Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

RSRonnie Sadka

University of Washington

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,009
total citations
FWCI
25.58
Percentile
100%
References
92
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Market liquidity
  • Economics
  • Post-earnings-announcement drift
  • Portfolio
  • Capital asset pricing model
  • Earnings
  • Financial economics
  • Momentum (technical analysis)
No related works found for this paper.