Post-Event Drift is an anomalous market phenomenon in financial econometrics characterized by the sustained abnormal return movement of a security's price in the period following a significant corporate or economic event, after the initial event-induced adjustment has ostensibly concluded.
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2017–2026
15
Parents
Publications
78
Do Brokerage Analysts' Recommendations Have Investment Value?
Kent L. Womack · The Journal of Finance · 1996 · 1.8K citations
Social Sciences, Economics, Finance +17
The Disposition Effect and Underreaction to News
Andrea Frazzini · The Journal of Finance · 2006 · 910 citations · Full text
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Authors
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1–5 of 119
Institutions
105
University of California, Irvine
Irvine, United States
4 h-index
5 publications
837 citations
Emory University
Atlanta, United States
4 h-index
5 publications
500 citations
University of Vaasa
Vaasa, Finland
3 h-index
4 publications
221 citations
London Business School
London, United Kingdom
3 h-index
4 publications
285 citations
University of Toronto
Toronto, Canada
3 h-index
4 publications
568 citations
University of Washington
Seattle, United States
3 h-index
4 publications
1.1K citations
University of Arizona
Tucson, United States
3 h-index
5 publications
192 citations
European Corporate Governance Institute
Brussels, Belgium
2 h-index
2 publications
65 citations
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Venues
- SSRN Electronic Journal
Repository · 23 publications · 1K citations
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- Journal of Financial Economics
5 publications · 2.5K citations
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- Journal of Accounting Research
JAR · 5 publications · 2.2K citations
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- The Journal of Finance
4 publications · 3.8K citations
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- The Accounting Review
3 publications · 665 citations
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