Post earnings announcement drift and anchoring bias - An interaction approach
| dc.contributor.author | Lam Lam, Thuy | |
| dc.date.accessioned | 2017-10-20T08:15:20Z | |
| dc.date.accessioned | 2018-06-19T08:20:27Z | |
| dc.date.available | 2017-10-20T08:15:20Z | |
| dc.date.available | 2018-06-19T08:20:27Z | |
| dc.date.issued | 2015 | |
| dc.identifier.other | 022002691 | |
| dc.identifier.uri | http://10.8.20.7:8080/xmlui/handle/123456789/1978 | |
| dc.description.abstract | Post earnings announcement drift is one of interesting anomaly which was examined and received controversy in many stock market. This research conduct an empirical study about post earnings announcement drift in Vietnamese market. Moreover, this research combine the anchoring bias to investigate the effect of anchoring on 52-week high price on how investor react when earnings announcement release. The finding conclude that the earnings surprise have little effect on the price movement after earnings announcement released. But investors have tendency to rely on anchoring bias in both scenario of extremely earnings released or not. | en_US |
| dc.description.sponsorship | MBA. Le Hong Nhung | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | International University - HCMC | en_US |
| dc.subject | Financial management | en_US |
| dc.title | Post earnings announcement drift and anchoring bias - An interaction approach | en_US |
| dc.type | Thesis | en_US |
