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// constructs / earnings_surprise_etm

Earnings Surprise & PEAD

id: earnings_surprise_etm

Post-Earnings Announcement Drift (PEAD) — the tendency for stock prices to continue drifting in the direction of an earnings surprise for weeks after announcement. One of the strongest violations of semi-strong EMH.

// usage

Used in 1 pax

↑ positive relationship 1 finding