| New evidence on stock price effects associated with changes in the S&P 500 index AW Lynch, RR Mendenhall The Journal of Business 70 (3), 351-383, 1997 | 844 | 1997 |
| Comparing the post–earnings announcement drift for surprises calculated from analyst and time series forecasts J Livnat, RR Mendenhall Journal of accounting research 44 (1), 177-205, 2006 | 781 | 2006 |
| Arbitrage risk and post‐earnings‐announcement drift RR Mendenhall The Journal of Business 77 (4), 875-894, 2004 | 559 | 2004 |
| Evidence on the possible underweighting of earnings-related information RR Mendenhall Journal of Accounting Research 29 (1), 170-179, 1991 | 532 | 1991 |
| Earnings expectations, investor trade size, and anomalous returns around earnings announcements RH Battalio, RR Mendenhall Journal of Financial economics 77 (2), 289-319, 2005 | 357 | 2005 |
| Bad news and differential market reactions to announcements of earlier-quarters versus fourth-quarter earnings RR Mendenhall, WD Nichols Journal of Accounting Research, 63-86, 1988 | 228 | 1988 |
| Forecasts of earnings per share: Possible sources of analyst superiority and bias J AFFLECK‐GRAVES, LR Davis, RR Mendenhall Contemporary Accounting Research 6 (2), 501-517, 1990 | 138 | 1990 |
| The relation between the Value Line enigma and post-earnings-announcement drift J Affleck-Graves, RR Mendenhall Journal of Financial Economics 31 (1), 75-96, 1992 | 132 | 1992 |
| Option listing and the stock-price response to earnings announcements RR Mendenhall, DH Fehrs Journal of Accounting and Economics 27 (1), 57-87, 1999 | 78 | 1999 |
| The high-volume return premium and post-earnings announcement drift A Lerman, J Livnat, RR Mendenhall Available at SSRN 1122463, 2008 | 63 | 2008 |
| Who, if anyone, reacts to accrual information? RH Battalio, A Lerman, J Livnat, RR Mendenhall Journal of Accounting and Economics 53 (1-2), 205-224, 2012 | 62 | 2012 |
| How Naïve Is the Market’s Use of Firm‐Specific Earnings Information? RR Mendenhall Journal of Accounting Research 40 (3), 841-863, 2002 | 44 | 2002 |
| Post‐Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor RH Battalio, RR Mendenhall Financial Review 46 (4), 513-539, 2011 | 35 | 2011 |
| Double surprise into higher future returns A Lerman, J Livnat, RR Mendenhall Financial Analysts Journal 63 (4), 63-71, 2007 | 26 | 2007 |
| Post-earnings announcement drift: Timing and liquidity costs RH Battalio, RR Mendenhall Available at SSRN 937257, 2007 | 23 | 2007 |
| Earnings expectations and investor clienteles RH Battalio, RR Mendenhall Available at SSRN 422900, 2003 | 16 | 2003 |
| Evidence of informed trading prior to earnings announcements J Affleck-Graves, RH Jennings, RR Mendenhall NYU Working Paper No. FIN-94-001, 1995 | 14 | 1995 |
| Naive investors, earnings announcements, and stock price movements RR Mendenhall NYU Working Paper No. FIN-94-047, 1995 | 5 | 1995 |
| Implementing the Earnings Surprise Strategy B McDonald, RR Mendenhall Available at SSRN 1393403, 2009 | 4 | 2009 |
| Option listing, information production and the stock price response to earnings announcements DH Fehrs, RR Mendenhall NYU Working Paper No. FIN-94-030, 1994 | 3 | 1994 |
Robert BattalioProfessor of Finance, University of Notre DameVerified email at nd.edu
Robert BattalioProfessor of Finance, University of Notre DameVerified email at nd.edu