A longitudinal analysis for informativeness of earnings announcements in Borsa Istanbul

Purpose – The purpose of this paper is to assess the information value of earnings announcements for the 2007–2017 period in Borsa Istanbul. Design/methodology/approach – Abnormal volatility (AVOL) and abnormal absolute return (AAR) in the three-day window around the earnings announcement are used a...

Full description

Bibliographic Details
Main Authors: Aykut Ahlatcioglu, Nesrin Okay
Format: Article
Language:English
Published: Emerald Publishing 2019-11-01
Series:Journal of Capital Markets Studies
Subjects:
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JCMS-09-2019-0045/full/pdf?title=a-longitudinal-analysis-for-informativeness-of-earnings-announcements-in-borsa-istanbul