Information Effects and Stock Market Response to Signs of Firm Deterioration

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1981
Volume: 16
Issue: 1
Pages: 35-51

Authors (2)

Altman, Edward I. (New York University (NYU)) Brenner, Menachem (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A recent issue of the Journal of Financial Economics (June/September 1978) is devoted to reporting anomalous evidence regarding market efficiency. This study may qualify under the same heading. Here we examine the market response to information about firms whose future is assessed as being extremely problematic.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:16:y:1981:i:01:p:35-51_00
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24