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1
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42
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15
The aim of the study is to measure the investors' response to the good and bad earnings announcements announced by the firms and determine how these announcements affect the stock returns. The study covers the period of 2015-2018 and has been analyzed by the event study method on the companies included in the BIST 30 index. As a result of the study, it was determined that both good and bad earnings announcements were effective on cumulative abnormal returns. It has been observed that this effect is higher in companies whose profitability and loss increased by more than 50% compared to the previous period.
The aim of the study is to measure the investors' response to the good and bad earnings announcements announced by the firms and determine how these announcements affect the stock returns. The study covers the period of 2015-2018 and has been analyzed by the event study method on the companies included in the BIST 30 index. As a result of the study, it was determined that both good and bad earnings announcements were effective on cumulative abnormal returns. It has been observed that this effect is higher in companies whose profitability and loss increased by more than 50% compared to the previous period.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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