#3129. Credit rating, post-earnings-announcement drift, and arbitrage from transient institutions

October 2026publication date
Proposal available till 29-05-2025
4 total number of authors per manuscript3510 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Finance;
Accounting;
Business, Management and Accounting (miscellaneous);
Places in the authors’ list:
place 1place 2place 3place 4
FreeFreeFreeFree
1050 $940 $820 $700 $
Contract №3129.1 Contract №3129.2 Contract №3129.3 Contract №3129.4
1 place - free (for sale)
2 place - free (for sale)
3 place - free (for sale)
4 place - free (for sale)

Abstract:
This study establishes a strong link between credit score and post-earnings announcement (PEAD) drift. The results show that transitional institutions tend to focus their arbitrage on firms with low credit ratings.
Keywords:
arbitrage; credit rating; estimation risk; post-earnings-announcement drift; transient institutional investors; uncertainty

Contacts :
0