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Firm–specific information processing and the delayed discovery of macroeconomic news: evidence from earnings announcement returns

Published Online: 2026-05-13

Published Print: 2026-09

Authors

Pan, Jing https://orcid.org/0000-0002-1360-1636
Sul, Edward

Wang, Sean
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Text and Data Mining valid from 2026-05-13

Version of Record valid from 2026-05-13
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Article History

Received: 24 May 2024

Accepted: 2 April 2026

First Online: 13 May 2026

Change Date: 11 June 2026

Change Type: Update

Change Details: This paper has been updated to correct the equal contribution statement.

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