The goal of this paper is to analyze the impact of four distinct categories of soft corporate announcements on the firms' stock price. It studied the impact of such announcements on the stock prices of firms listed in the Athens Stock Exchange (ASE). To implement this analysis it used the event study methodology, a common academic tool used to analyze the effect of firms' announcements to stock prices. The effect is measured by subtracting the normal returns for a firm's stock, found through the use of a pricing model, in this case the market model, from the actual returns that the stock posted on the market. The result is the excess or abnormal returns. If those returns are statistically significant for a period around the day of the announcement (called the event window) then the effect of the studied announcement on the stock price is important.