File:Ball brown martineau v2.png

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English: Plots the event time returns of buying stocks based on earnings announcements, adjusted for the average announcement return, using data 2010-2020, replicating Fig 5 of Martineau (2012, Critical Finance Review). Created using code found here: https://github.com/chenandrewy/figs_for_wikipedia/blob/master/ball_brown_update.r
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Author Econwikiworker

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Captions

Replication of Martineau's (2012) Replication of Ball and Brown (1968)

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8 June 2021

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0832e818f89ffcd13fd554c6b62be622e07d9e6d

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2,446 pixel

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current19:42, 8 June 2021Thumbnail for version as of 19:42, 8 June 20212,446 × 1,618 (40 KB)EconwikiworkerUploaded own work with UploadWizard
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