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- W2760992967 endingPage "517" @default.
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- W2760992967 abstract "We review the literature on recurring firm events and predictable returns. Many common firm events recur on a predictable basis, such as earnings and dividends, among others. These events tend to be associated with large positive returns in the period when the events are predicted to occur (without conditioning on the outcome or existence of the event itself). These returns occur mainly on the long side of the portfolio, are statistically and economically large when value weighted, and replicate internationally. It is difficult to explain the observed patterns with a unified risk theory. Some of the underlying causes seem to be related to idiosyncratic risk, predictable attention, probability mistakes, and demand for corporate distributions." @default.
- W2760992967 created "2017-10-20" @default.
- W2760992967 creator A5053925065 @default.
- W2760992967 creator A5061802063 @default.
- W2760992967 date "2018-11-01" @default.
- W2760992967 modified "2023-10-18" @default.
- W2760992967 title "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series" @default.
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