Investor Inattention, Firm Reaction, and Friday Earnings Announcements

Keyphrases

• Abnormal Returns 50%
• Abnormal Trading Volume 50%
• Announcement Day 50%
• Behaviour Support 50%
• Delayed Response 50%
• Distract 50%
• Earnings Announcements 100%
• High Probability 50%
• Investor Attention 50%
• Investor Inattention 100%
• Limited Attention 100%
• Negative Earnings Surprise 50%
• News Releases 50%
• Post-earnings Announcement Drift 50%
• Stock Return Behavior 50%
• Stock Returns 50%
• Strategic Behavior 50%
• Total Response 50%
• Underreaction 50%

Economics, Econometrics and Finance

• Capital Market Returns 66%
• Earnings Announcement 100%
• Investor Attention 33%
• Investors 100%
• Profit 66%
• Trading Volume 33%