Dark Trading and Post-Earnings-Announcement Drift

Jacob Thomas, Frank Zhang, Wei Zhu. Dark Trading and Post-Earnings-Announcement Drift. Management Science, 67(12):7785-7811, 2021. [doi]

@article{ThomasZZ21,
  title = {Dark Trading and Post-Earnings-Announcement Drift},
  author = {Jacob Thomas and Frank Zhang and Wei Zhu},
  year = {2021},
  doi = {10.1287/mnsc.2020.3828},
  url = {https://doi.org/10.1287/mnsc.2020.3828},
  researchr = {https://researchr.org/publication/ThomasZZ21},
  cites = {0},
  citedby = {0},
  journal = {Management Science},
  volume = {67},
  number = {12},
  pages = {7785-7811},
}