@article {1975666, title = {A new metric of market underreaction to earnings announcements: An empirical test}, journal = {Asia-Pacific Journal of Financial Studies}, year = {2020}, month = {2020}, keywords = {Finance}, author = {Chung,Kee H and Kim,Oliver and Lim,Steve and Yang,Sean} } @article {1975671, title = {An analytical measure of market underreactions to earnings surprises}, journal = {International Review of Economics and Finance}, volume = {64}, year = {2019}, month = {2019}, pages = {612-624}, keywords = {Finance}, author = {Chung,Kee and Kim,Olive and Lim,Steve and Yang,Sean} }