1.Boston University – MET, 1010 Commonwealth Ave., Boston, MA, 02215, USA ;2.Crowninshield Financial Research, Inc., 56 Harvard St., Brookline, MA, 02445, USA ;3.Babson College, 231 Forest St., Babson Park, MA, 02457, USA ;
Abstract:
Review of Quantitative Finance and Accounting - The stock characteristics often used in securities litigation to assess market efficiency are dispositive indicators of reactivity to earnings...