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
files tbrutmos, lqdt, sbgb are real time hourly data for these etfs to test CPPI strategy, risky asset data - IMOEX data from 2015 year, risk free asset data - data for RGBITR from 2015, riskparityda
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
