KGSurpriseCategory: Classification of stocks

Description Usage Author(s) References

Description

This data set classifies the 670 firms analysed into 3 categories: good, bad, and medium – on the basis of unexpected deviation of realized earnings from the forecast following the earnings' announcements.

Usage

1

Author(s)

Sargam Jain

References

Doron Kliger and Gregory Gurevich (2014). Event studies for financial research – A comprehensive guide.


nipfpmf/eventstudies documentation built on June 7, 2020, 3:57 p.m.