• 76 Citations
  • 5 h-Index
20052017
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Fingerprint Dive into the research topics where Susana Yu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Futures markets Business & Economics
Announcement Business & Economics
Stock returns Business & Economics
Stock prices Business & Economics
Price reversal Business & Economics
Trading strategies Business & Economics
Information content Business & Economics
Momentum Business & Economics

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Research Output 2005 2017

  • 76 Citations
  • 5 h-Index
  • 14 Article
1 Citation (Scopus)

Market adaptation to Regulation Fair Disclosure: The use of industry information to enhance the informational environment

Yu, S. & Webb, G., 1 Jan 2017, In : Journal of Economics and Business. 89, p. 1-12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Earnings announcements
Information industry
Regulation fair disclosure
Stock returns
Industry
1 Citation (Scopus)

The information content of dividend initiation announcements: The case of information technology firms

Yu, S. & Webb, G., 1 Jan 2017, In : Managerial Finance. 43, 7, p. 794-811 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Information content
Announcement
Dividend initiation
Life cycle theory
Signaling hypothesis
2 Citations (Scopus)

What happens when a stock is added to the Nasdaq-100 index? What doesn’t happen?

Yu, S., Webb, G. & Tandon, K., 11 May 2015, In : Managerial Finance. 41, 5, p. 480-506 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Nasdaq
Abnormal returns
Liquidity
Analysts
Announcement
9 Citations (Scopus)

New empirical evidence on the investment success of momentum strategies based on relative stock prices

Yu, S., 1 Jul 2012, In : Review of Quantitative Finance and Accounting. 39, 1, p. 105-121 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Trading strategies
Momentum strategies
Stock prices
Empirical evidence
Momentum trading
4 Citations (Scopus)

Abnormal stock returns, for the event firm and its rivals, following the event firm's large one-day stock price drop

Yu, S. & Leistikow, D., 18 Jan 2011, In : Managerial Finance. 37, 2, p. 151-172 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock prices
Stock returns
Large firms
Cumulative abnormal return
Abnormal returns