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Problem Set on Earnings Announcements (219B, Spring 2007)

By Stefano Dellavigna


This problem set introduces you to earnings announcement data and the response of stocks to the information contained in these announcements. The focus of the problem set is two-fold: (i) to induce you to work with a data set, prepare the neccesary variable, and test hypotheses; (ii) to examine three anomalies that we discusse

Year: 2007
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