We investigate the robustness of earnings surprise measures in the context of a revised market reaction. While existing literature suggests that financial anomalies may distort cumulative abnormal ret
This dataset include the data and code for the paper of "Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences", Primary ana
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
