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dc.contributor.authorPevzner, Mikhail
dc.date.accessioned2017-06-28T20:45:39Z
dc.date.available2017-06-28T20:45:39Z
dc.date.issued2006
dc.description.abstractThis paper examines whether the previously observed future under performance of the portfolio of the late 10-K filing firms exists in post EDGAR period and any reasons for the observed under-performance. I find that there is some evidence of under-performance of the portfolio of the late filing firms. I further find that in post-EDGAR period, the late filing firms have higher de-listing probabilities and that the observed under-performance is driven by the future negative stock performance of the sample of the de-listed late filing firms. I conclude that, in post-EDGAR period the market generally correctly values late filing firms.en_US
dc.description.urihttps://poseidon01.ssrn.com/delivery.php?ID=306070120093083025116087081113081095006031030087027036073099013024095016000117080026043019049012062042054090110100002083065010027080066016052011085125115010097006059022023112015127018087022001082089065115099001076091085022108102000093012099024017094&EXT=pdfen_US
dc.format.extent51 pagesen_US
dc.genrejournal articlesen_US
dc.identifierdoi:10.13016/M2QJ77Z18
dc.identifier.citationPevzner, Mikhail, Abnormal Stock Performance of Late Filing Firms: Additional Investigation (June 2006).en_US
dc.identifier.uri10.2139/ssrn.1144767
dc.identifier.urihttp://hdl.handle.net/11603/4274
dc.language.isoen_USen_US
dc.publisherSSRNen_US
dc.relation.isAvailableAtUniversity of Baltimore
dc.titleAbnormal Stock Performance of Late Filing Firms: Additional Investigationen_US
dc.typeTexten_US


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