Reaction speed: good news is incorporated faster. A look at the Market Reaction to Annual Earnings Announcements by Louhichi Wael

SSRN-Market Reaction to Annual Earnings Announcements: The Case of Euronext Paris by Louhichi Wael: "Market Reaction to Annual Earnings Announcements: The Case of Euronext Paris "

As I am considering doing a paper on event studies, I have been looking at a few event study papers of late. In this research I stumbled upon this paper by Louhichi Wael. Wael looks at abnormal returns following