1) Aghabekzadeh, M. Foroughi, d. (2017). Investigating the Stock Market Response to Concurrent Intermediate Earnings News and Forecasting Annual Earnings. Financial Accounting Quarterly, Volume 9, Number 34, 124-149
2) Anagnostopoulou, S, Tsekrekos, A. (2019). Accounting quality, information risk and the term structure of implied volatility around earnings announcements. Research in International Business and Finance,41 , 445-460. DOI: 10.1016/j.ribaf.2017.04.046
3) Arab Salehi, M. Hamidian, N. Amiri, H. (2018). Investigating the Role of Accounting Information Uncertainty on Investors' Response to Earning Announcement, Financial Accounting Experimental Studies, Article 7, Volume 15, Number 57, Spring 2018, 147-170
4) Barber, B. De George, E., Lehavy, R, Trueman, B. (2013). The earnings announcement premium around the globe. Journal of Financial Economics 108, 118-138. https://doi.org/10.1016/j.jfineco.2012.10.006
5) Barberis, N., Shleifer, A, Vishny, R. (1998). A model of investor sentiment. Journal of Financial Economics 49, 307-343.
6) Bird, Ron, Yeung, D. (2012). How do investors react under uncertainty? Pacific-Basin Finance Journal 20, 310-327. DOI: 10.1016/j.pacfin.2011.10.001 ·
7) Brenner, Menachem, Izhakian, Yehuda. (2019). Asset Pricing and Ambiguity: Empirical Evidence November. NYU Working Paper No. 2451/31453. Available at SSRN: https://ssrn.com/abstract=1996802
8) Choi, H. M. (2015). A Tale of two uncertainties. Journal of Banking and Finance, 92, 81-99.
9) Ellsberg, D. (1961). Risk, ambiguity, and the Savage axioms. The quarterly journal of economics, Vol. 75, pp.643-669 DOI: 10.2307/1884324
10) Epstein, L. G, Schneider, M. (2008). Ambiguity, information quality, and asset pricing, The Journal of Finance, Vol.63, No.1, pp197-228
11) Foroughi, D. Aysek, S.M. (2015). Investigating the Market Response to the Announcement of the Predicted Earnings per Share, Article 8, Volume 5, Number 1, 196-96
12) Hamidian, N. Arab Salehi, M. Amiri, H. (2018). Investigating Investors' Response to Corporate Annual Reporting Given Market Uncertainty and Corporate Information Uncertainty, Accounting Advances, Paper 3, Volume 10, Number 1, 61-94
13) Hosseini Chegeni, A, Haghgoo, B; Rahmani Nejad, L. (2014). Investigating Investor Behavioral Biases in Tehran Stock Exchange Based on Structural Equation Modeling, Financial Management Strategy, Second Year, No. 7.
14) Kim, Taehyuk, Ha. Aejin. (2010). Investor Sentiment and Market Anomalies 23rd Australasian Finance and Banking Conference .http://dx.doi.org/10.2139/ssrn.1663649
15) Kurdistani, GH, R.; (2012). Efficiency of the Stock Market Response to Accounting Earnings Announcement News, 10th National Accounting Conference, Tehran, Al-Zahra University
16) Lee, D.-H. B.-K. Min and T.S. Kim,(2019) Dispersion of beliefs, ambiguity, and the cross-section of stock returns. Journal of Empirical Finance (2019), https://doi.org/10.1016/j.jempfin.2019.01.001
17) Liu, Mengxi (Maggie) and Chan, Kam Fong, Faff, Robert W.(2018,2019). Firm-Level Information Ambiguity and the Earnings Announcement Premium (January 10, 2018,October,2019). Available at SSRN: https://ssrn.com/abstract=3221030 or http: //dx.doi. org/10. 2139/ ssrn. .
18) Neururer, T., Papadakis, G. & Riedl, E. J. (2016). Tests of investor learning models using earnings innovations and implied volatilities. Review of Accounting Studies, 21, 400-437.
19) Knight, F.H. (1921) Risk, Uncertainty, and Profit. Hart, Schaffner, and Marx Prize Essays, No. 31. Houghton Mifflin, Boston and New York