-
1
-
-
84977733335
-
Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior
-
Abarbanell, J., and V. Bernard. 1992. Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior. Journal of Finance 47 (3): 1181-207.
-
(1992)
Journal of Finance
, vol.47
, Issue.3
, pp. 1181-1207
-
-
Abarbanell, J.1
Bernard, V.2
-
2
-
-
0000544084
-
Volume of trading and the dispersion in financial analysts' earnings forecasts
-
Ajinkya, B., R. Atiase, and M. Gift. 1991. Volume of trading and the dispersion in financial analysts' earnings forecasts. Accounting Review 66 (2): 389-401.
-
(1991)
Accounting Review
, vol.66
, Issue.2
, pp. 389-401
-
-
Ajinkya, B.1
Atiase, R.2
Gift, M.3
-
3
-
-
84977709851
-
Trading mechanisms and stock returns: An empirical investigation
-
Amihud, Y., and H. Mendelson. 1987. Trading mechanisms and stock returns: An empirical investigation. Journal of Finance, 42: 533-53.
-
(1987)
Journal of Finance
, vol.42
, pp. 533-553
-
-
Amihud, Y.1
Mendelson, H.2
-
4
-
-
38249013584
-
The earnings-price anomaly
-
Ball, R. 1992. The earnings-price anomaly. Journal of Accounting and Economics 15 (2/3): 319-15.
-
(1992)
Journal of Accounting and Economics
, vol.15
, Issue.2-3
, pp. 319-415
-
-
Ball, R.1
-
5
-
-
0002920082
-
The information content of annual earnings releases: A trading volume approach
-
Bamber, L. 1986. The information content of annual earnings releases: A trading volume approach. Journal of Accounting Research 24 (Spring): 40-56.
-
(1986)
Journal of Accounting Research
, vol.24
, Issue.SPRING
, pp. 40-56
-
-
Bamber, L.1
-
6
-
-
0001275158
-
Unexpected earnings, firm size, and trading volume around quarterly earnings announcements
-
_. 1987. Unexpected earnings, firm size, and trading volume around quarterly earnings announcements. Accounting Review 62 (July): 510-32.
-
(1987)
Accounting Review
, vol.62
, Issue.JULY
, pp. 510-532
-
-
-
7
-
-
0031286963
-
Trading volume and different aspects of disagreement coincident with earnings announcements
-
Bamber, L., O. Barron, and T. Stober. 1997. Trading volume and different aspects of disagreement coincident with earnings announcements. Accounting Review 72 (October): 575-97.
-
(1997)
Accounting Review
, vol.72
, Issue.OCTOBER
, pp. 575-597
-
-
Bamber, L.1
Barron, O.2
Stober, T.3
-
9
-
-
21844513264
-
Trading volume and belief revisions that differ among individual analysts
-
Barron, O. 1995. Trading volume and belief revisions that differ among individual analysts. Accounting Review 70 (4): 581-97.
-
(1995)
Accounting Review
, vol.70
, Issue.4
, pp. 581-597
-
-
Barron, O.1
-
10
-
-
0002641331
-
Stock price reactions to earnings announcements: A summary of recent anomalous evidence and possible explanations
-
ed. R. Thaler, New York: Russell Sage Foundation
-
Bernard, V. 1993. Stock price reactions to earnings announcements: A summary of recent anomalous evidence and possible explanations. In Advances in Behavioral Finance, ed. R. Thaler, 303-40. New York: Russell Sage Foundation.
-
(1993)
Advances in Behavioral Finance
, pp. 303-340
-
-
Bernard, V.1
-
11
-
-
0001819765
-
Post-earnings-announcement drift: Delayed price response or risk premium?
-
Bernard, V., and J. Thomas. 1989. Post-earnings-announcement drift: Delayed price response or risk premium? Journal of Accounting Research 27 (Supplement): 1-36.
-
(1989)
Journal of Accounting Research
, vol.27
, Issue.SUPPL.
, pp. 1-36
-
-
Bernard, V.1
Thomas, J.2
-
12
-
-
0000909526
-
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
-
_. 1990. Evidence that stock prices do not fully reflect the implications of current earnings for future earnings. Journal of Accounting and Economics 13: 305-40.
-
(1990)
Journal of Accounting and Economics
, vol.13
, pp. 305-340
-
-
-
13
-
-
0030305315
-
The interdependence of reporting discretion and informational efficiency in laboratory markets
-
Bloomfield, R. 1996. The interdependence of reporting discretion and informational efficiency in laboratory markets. Accounting Review 71 (4): 493-511.
-
(1996)
Accounting Review
, vol.71
, Issue.4
, pp. 493-511
-
-
Bloomfield, R.1
-
16
-
-
0000927898
-
Evidence that prices do not fully reflect the implications of current earnings for future earnings
-
Calegari, M., and N. Fargher. 1997. Evidence that prices do not fully reflect the implications of current earnings for future earnings. Contemporary Accounting Research 14 (3): 397-433.
-
(1997)
Contemporary Accounting Research
, vol.14
, Issue.3
, pp. 397-433
-
-
Calegari, M.1
Fargher, N.2
-
18
-
-
0039571001
-
-
Working paper, UCLA
-
Daniel, K., D. Hirschleifer, and A. Subrahmanyan. 1997. A theory of overconfidence, self-attribution and security market under- and over-reactions. Working paper, UCLA.
-
(1997)
A Theory of Overconfidence, Self-attribution and Security Market under- and Over-reactions
-
-
Daniel, K.1
Hirschleifer, D.2
Subrahmanyan, A.3
-
19
-
-
84900013243
-
Does the stock market overreact?
-
De Bondt, W., and R. Thaler. 1985. Does the stock market overreact? Journal of Finance 40: 793-805.
-
(1985)
Journal of Finance
, vol.40
, pp. 793-805
-
-
De Bondt, W.1
Thaler, R.2
-
20
-
-
84977703147
-
Further evidence on investor overreaction and stock market seasonality
-
_. 1987. Further evidence on investor overreaction and stock market seasonality. Journal of Finance 42: 557-81.
-
(1987)
Journal of Finance
, vol.42
, pp. 557-581
-
-
-
22
-
-
38249018664
-
The mechanics of automated trade execution systems
-
Domowitz, I. 1990. The mechanics of automated trade execution systems. Journal of Financial Intermediation 1: 167-94.
-
(1990)
Journal of Financial Intermediation
, vol.1
, pp. 167-194
-
-
Domowitz, I.1
-
23
-
-
84977400236
-
How trading institutions affect financial market performance: Some laboratory evidence
-
Friedman, D. 1993. How trading institutions affect financial market performance: Some laboratory evidence. Economic Inquiry 31 (July): 410-35.
-
(1993)
Economic Inquiry
, vol.31
, Issue.JULY
, pp. 410-435
-
-
Friedman, D.1
-
25
-
-
49649138413
-
Subjective probability: A judgment of representativeness
-
Kahneman, D., and A. Tversky. 1972. Subjective probability: A judgment of representativeness. Cognitive Psychology 3: 430-54.
-
(1972)
Cognitive Psychology
, vol.3
, pp. 430-454
-
-
Kahneman, D.1
Tversky, A.2
-
26
-
-
85141101504
-
Differential interpretation of public signals and trade in speculative markets
-
Kandel, E., and N. Pearson. 1995. Differential interpretation of public signals and trade in speculative markets. Journal of Political Economy 103 (4): 831-72.
-
(1995)
Journal of Political Economy
, vol.103
, Issue.4
, pp. 831-872
-
-
Kandel, E.1
Pearson, N.2
-
27
-
-
0000358003
-
Trading volume and price reactions to public announcements
-
Kim, O., and R. Verrecchia. 1991a. Trading volume and price reactions to public announcements. Journal of Accounting Research 29 (2): 302-21.
-
(1991)
Journal of Accounting Research
, vol.29
, Issue.2
, pp. 302-321
-
-
Kim, O.1
Verrecchia, R.2
-
28
-
-
0000114036
-
Market reaction to anticipated announcements
-
_. 1991b. Market reaction to anticipated announcements. Journal of Financial Economics 30 (December): 273-309.
-
(1991)
Journal of Financial Economics
, vol.30
, Issue.DECEMBER
, pp. 273-309
-
-
-
29
-
-
0001890588
-
Market liquidity and volume around earnings announcements
-
_. 1994. Market liquidity and volume around earnings announcements. Journal of Accounting and Economics 17: 41-67.
-
(1994)
Journal of Accounting and Economics
, vol.17
, pp. 41-67
-
-
-
30
-
-
84977707526
-
Trading mechanisms in securities markets
-
Madhavan, A. 1992. Trading mechanisms in securities markets. Journal of Finance 47 (June): 607-41.
-
(1992)
Journal of Finance
, vol.47
, Issue.JUNE
, pp. 607-641
-
-
Madhavan, A.1
-
31
-
-
0030305177
-
Individuals' perceptions and misperceptions of time series properties of quarterly earnings
-
Maines, L., and J. Hand. 1996. Individuals' perceptions and misperceptions of time series properties of quarterly earnings. Accounting Review 71 (3): 317-36.
-
(1996)
Accounting Review
, vol.71
, Issue.3
, pp. 317-336
-
-
Maines, L.1
Hand, J.2
-
32
-
-
0040799579
-
Public disclosure, private information collection, and short-term trading
-
McNichols, M., and B. Trueman. 1994. Public disclosure, private information collection, and short-term trading. Journal of Accounting and Economics 17 (January): 69-94.
-
(1994)
Journal of Accounting and Economics
, vol.17
, Issue.JANUARY
, pp. 69-94
-
-
McNichols, M.1
Trueman, B.2
-
33
-
-
49049133343
-
Information, trade and common knowledge
-
Milgrom, P., and N. Stokey. 1982. Information, trade and common knowledge. Journal of Economic Theory 26 (1): 17-27.
-
(1982)
Journal of Economic Theory
, vol.26
, Issue.1
, pp. 17-27
-
-
Milgrom, P.1
Stokey, N.2
-
34
-
-
0030240498
-
Common beliefs and the existence of speculative trade
-
Neeman, Z. 1996. Common beliefs and the existence of speculative trade. Games and Economic Behavior 16 (1): 77-96.
-
(1996)
Games and Economic Behavior
, vol.16
, Issue.1
, pp. 77-96
-
-
Neeman, Z.1
-
35
-
-
0000486398
-
The intraday speed of adjustment of stock prices to earnings and dividend announcements
-
Patell, J., and M. Wolfson. 1984. The intraday speed of adjustment of stock prices to earnings and dividend announcements. Journal of Financial Economics 13: 223-52.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 223-252
-
-
Patell, J.1
Wolfson, M.2
-
36
-
-
0000732774
-
Efficiency of experimental security markets with insider information: An application of rational expectations models
-
Plott, C., and S. Sunder. 1982. Efficiency of experimental security markets with insider information: An application of rational expectations models. Journal of Political Economy 90: 663-98.
-
(1982)
Journal of Political Economy
, vol.90
, pp. 663-698
-
-
Plott, C.1
Sunder, S.2
-
37
-
-
0040517707
-
Call and continuous trading mechanisms under asymmetric information: An experimental investigation
-
Schnitzlein, C. 1996. Call and continuous trading mechanisms under asymmetric information: An experimental investigation. Journal of Finance 51: 613-36.
-
(1996)
Journal of Finance
, vol.51
, pp. 613-636
-
-
Schnitzlein, C.1
-
38
-
-
0001547941
-
Bubbles, crashes, and endogenous expectations in experimental spot asset markets
-
Smith, V., G. Suchanek, and A. Williams. 1988. Bubbles, crashes, and endogenous expectations in experimental spot asset markets. Econometrica 56 (September): 1119-51.
-
(1988)
Econometrica
, vol.56
, Issue.SEPTEMBER
, pp. 1119-1151
-
-
Smith, V.1
Suchanek, G.2
Williams, A.3
-
40
-
-
0016264378
-
Judgment under uncertainty: Heuristics and biases
-
Tversky, A., and D. Kahneman. 1974. Judgment under uncertainty: Heuristics and biases. Science 185: 1124-31.
-
(1974)
Science
, vol.185
, pp. 1124-1131
-
-
Tversky, A.1
Kahneman, D.2
-
41
-
-
21144477357
-
Price bubbles and crashes in experimental call markets
-
Van Boening, M., A. Williams, and S. LaMaster. 1993. Price bubbles and crashes in experimental call markets. Economics Letters 41: 179-85.
-
(1993)
Economics Letters
, vol.41
, pp. 179-185
-
-
Van Boening, M.1
Williams, A.2
LaMaster, S.3
|