Change in earnings that lead to change in stock prices

Authors

  • Amitesh Peddi Eric Donald

DOI:

https://doi.org/10.47611/jsrhs.v11i1.2512

Keywords:

Efficient market hypothesis, Change in earnings that lead to change in stock price

Abstract

The efficient market hypothesis theory states that stock prices completely reflect all available information, but it does not tell us about the change in information that leads to change in stock prices.  In order to find the magnitude, four regressions were carried out. Their results were statistically not significant and conveyed that the efficient market hypothesis is right.

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References or Bibliography

Malkiel, B. G. (1989). Efficient market hypothesis. In Finance (bll 127–134). Springer.

Fama, E. F. (1960). Efficient market hypothesis. Diss. PhD Thesis, Ph. D. dissertation.

Gabaix, X., & Koijen, R. S. J. (2021). In search of the origins of financial fluctuations: The inelastic markets hypothesis. National Bureau of Economic Research.

Miller, Merton. 1991. Financial innovations and market volatility, Cambridge: Blackwell

Published

06-12-2022

How to Cite

Peddi, A. (2022). Change in earnings that lead to change in stock prices. Journal of Student Research, 11(1). https://doi.org/10.47611/jsrhs.v11i1.2512

Issue

Vol. 11 No. 1 (2022)

Section

HS Research Projects

Copyright (c) 2022 Amitesh Peddi

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