Stock price reaction to profit warnings: the role of time-varying betas

Yin, S., Mazouz, K., Benamraoui, A. et al. (1 more author) (2017) Stock price reaction to profit warnings: the role of time-varying betas. Review of Quantitative Finance and Accounting. pp. 1-27. ISSN 0924-865X

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Authors/Creators:
  • Yin, S.
  • Mazouz, K.
  • Benamraoui, A.
  • Saadouni, B.
Copyright, Publisher and Additional Information: © The Author(s) 2017. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Dates:
  • Published: 18 February 2017
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 10 Mar 2017 12:31
Last Modified: 10 Mar 2017 12:31
Published Version: https://doi.org/10.1007/s11156-017-0623-3
Status: Published
Publisher: Springer Verlag
Refereed: Yes
Identification Number: https://doi.org/10.1007/s11156-017-0623-3

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