-
2
-
-
0002742759
-
An empirical evaluation of accounting income numbers
-
Ball, Ray, and Philip Brown, 1968, An empirical evaluation of accounting income numbers, Journal of Accounting Research 6, 159-178.
-
(1968)
Journal of Accounting Research
, vol.6
, pp. 159-178
-
-
Ball, R.1
Brown, P.2
-
3
-
-
38249006507
-
Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns
-
Ball, Ray, and S. P. Kothari, 1989, Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns, Journal of Financial Economics 25, 51-74.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 51-74
-
-
Ball, R.1
Kothari, S.P.2
-
4
-
-
84971872075
-
The "dartboard" column: Second-hand information and price pressure
-
Barber, Brad M., and Douglas Loeffler, 1993, The "dartboard" column: Second-hand information and price pressure, Journal of Financial and Quantitative Analysis 28, 273-284.
-
(1993)
Journal of Financial and Quantitative Analysis
, vol.28
, pp. 273-284
-
-
Barber, B.M.1
Loeffler, D.2
-
5
-
-
0000342037
-
Stock prices and the dissemination of analysts' recommendations
-
Beneish, Messod D., 1991, Stock prices and the dissemination of analysts' recommendations, Journal of Business 64, 393-416.
-
(1991)
Journal of Business
, vol.64
, pp. 393-416
-
-
Beneish, M.D.1
-
6
-
-
0001840634
-
Cross-sectional dependence and problems in inference in market-based accounting research
-
Bernard, Victor L., 1987, Cross-sectional dependence and problems in inference in market-based accounting research, Journal of Accounting Research 25, 1-47.
-
(1987)
Journal of Accounting Research
, vol.25
, pp. 1-47
-
-
Bernard, V.L.1
-
7
-
-
0002641331
-
Stock price reactions to earnings announcements: A summary of recent anomalous evidence and possible explanations
-
edited by Richard Thaler, Russell Sage Foundation
-
Bernard, Victor L., 1993, Stock price reactions to earnings announcements: A summary of recent anomalous evidence and possible explanations, in Advances in Behavioral Finance, edited by Richard Thaler, Russell Sage Foundation.
-
(1993)
Advances in Behavioral Finance
-
-
Bernard, V.L.1
-
8
-
-
0001819765
-
Post-earnings-announcement drift: Delayed price response or risk premium?
-
Bernard, Victor L., and Jacob K. Thomas, 1989, Post-earnings-announcement drift: Delayed price response or risk premium? Journal of Accounting Research 27, 1-36.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 1-36
-
-
Bernard, V.L.1
Thomas, J.K.2
-
9
-
-
0000909526
-
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
-
Bernard, Victor L., and Jacob K. Thomas, 1990, Evidence that stock prices do not fully reflect the implications of current earnings for future earnings, Journal of Accounting and Economics 13, 305-340.
-
(1990)
Journal of Accounting and Economics
, vol.13
, pp. 305-340
-
-
Bernard, V.L.1
Thomas, J.K.2
-
11
-
-
0040196836
-
How good is institutional brokerage research?
-
Bidwell, Clinton M., 1977, How good is institutional brokerage research? Journal of Portfolio Management 3, 26-31.
-
(1977)
Journal of Portfolio Management
, vol.3
, pp. 26-31
-
-
Bidwell, C.M.1
-
12
-
-
0042222765
-
Stock prices and financial analysts' recommendations
-
Bjerring, James H., Josef Lakonishok, and Theo Vermaelen, 1983, Stock prices and financial analysts' recommendations, Journal of Finance 38, 187-204.
-
(1983)
Journal of Finance
, vol.38
, pp. 187-204
-
-
Bjerring, J.H.1
Lakonishok, J.2
Vermaelen, T.3
-
13
-
-
36749092418
-
Using daily stock returns: The case of event studies
-
Brown, Stephen J., and Jerold Warner, 1985, Using daily stock returns: The case of event studies, Journal of Financial Economics 14, 3-31.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 3-31
-
-
Brown, S.J.1
Warner, J.2
-
14
-
-
38249033644
-
On cross-sectional analysis in accounting research
-
Christie, A., 1987, On cross-sectional analysis in accounting research, Journal of Accounting and Economics 9, 231-258.
-
(1987)
Journal of Accounting and Economics
, vol.9
, pp. 231-258
-
-
Christie, A.1
-
15
-
-
84993901783
-
The investment performance of U.S. Equity pension fund managers: An empirical investigation
-
Coggin, T. Daniel, Frank J. Fabozzi, and Shafiqur Rahman, 1993, The investment performance of U.S. equity pension fund managers: An empirical investigation, Journal of Finance 48, 1039-1055.
-
(1993)
Journal of Finance
, vol.48
, pp. 1039-1055
-
-
Coggin, T.D.1
Fabozzi, F.J.2
Rahman, S.3
-
16
-
-
0011006390
-
The value line enigma (1965-1978): A case study of performance evaluation issues
-
Copeland, Thomas E., and David Mayers, 1982, The value line enigma (1965-1978): A case study of performance evaluation issues, Journal of Financial Economics 10, 289-321.
-
(1982)
Journal of Financial Economics
, vol.10
, pp. 289-321
-
-
Copeland, T.E.1
Mayers, D.2
-
17
-
-
0000810128
-
Can stock market forecasters forecast?
-
Cowles, Alfred, 1933, Can stock market forecasters forecast? Econometrica, 1.
-
(1933)
Econometrica
, pp. 1
-
-
Cowles, A.1
-
18
-
-
84900013243
-
Does the stock market overreact?
-
De Bondt, Werner, and Richard Thaler, 1985, Does the stock market overreact? Journal of Finance 40, 793-808.
-
(1985)
Journal of Finance
, vol.40
, pp. 793-808
-
-
De Bondt, W.1
Thaler, R.2
-
19
-
-
0002124024
-
How good is institutional brokerage research?
-
Diefenbach, R. E., 1972, How good is institutional brokerage research? Financial Analysts Journal 28, 54-60.
-
(1972)
Financial Analysts Journal
, vol.28
, pp. 54-60
-
-
Diefenbach, R.E.1
-
20
-
-
84944837890
-
An analysis of brokers' and analysts' unpublished forecasts of UK stock returns
-
Dimson, Elroy, and Paul Marsh, 1984, An analysis of brokers' and analysts' unpublished forecasts of UK stock returns, Journal of Finance 39, 1257-1292.
-
(1984)
Journal of Finance
, vol.39
, pp. 1257-1292
-
-
Dimson, E.1
Marsh, P.2
-
21
-
-
21144474059
-
Efficiency with costly information: A reinterpretation of evidence from managed portfolios
-
Elton, Edwin J., Martin J. Gruber, Sanjiv Das, and Matthew Hlavka, 1993, Efficiency with costly information: A reinterpretation of evidence from managed portfolios, Review of Financial Studies 6, 1-22.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 1-22
-
-
Elton, E.J.1
Gruber, M.J.2
Das, S.3
Hlavka, M.4
-
22
-
-
0000880130
-
Discrete expectational data and portfolio performance
-
Elton, Edwin J., Martin J. Gruber, and Seth Grossman, 1986, Discrete expectational data and portfolio performance, Journal of Finance 41, 699-713.
-
(1986)
Journal of Finance
, vol.41
, pp. 699-713
-
-
Elton, E.J.1
Gruber, M.J.2
Grossman, S.3
-
24
-
-
0000029776
-
Efficient capital markets: II
-
Fama, Eugene F., 1991, Efficient capital markets: II, Journal of Finance 46, 1575-1617.
-
(1991)
Journal of Finance
, vol.46
, pp. 1575-1617
-
-
Fama, E.F.1
-
25
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, Eugene, and Kenneth French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.1
French, K.2
-
26
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, Eugene, and Kenneth French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.1
French, K.2
-
27
-
-
0001085867
-
Earnings releases, anomalies, and the behavior of security returns
-
Foster, George, Chris Olsen, and Terry Shevlin, 1984, Earnings releases, anomalies, and the behavior of security returns, Accounting Review 59, 574-603.
-
(1984)
Accounting Review
, vol.59
, pp. 574-603
-
-
Foster, G.1
Olsen, C.2
Shevlin, T.3
-
28
-
-
21344493717
-
Analysts' decisions as products of a multi-task environment
-
Francis, Jennifer, and Donna Philbrick, 1993, Analysts' decisions as products of a multi-task environment, Journal of Accounting Research 31, 216-230.
-
(1993)
Journal of Accounting Research
, vol.31
, pp. 216-230
-
-
Francis, J.1
Philbrick, D.2
-
30
-
-
0039084784
-
Stock return variances: The arrival of information and the reaction of traders
-
French, Kenneth, and Richard Roll, 1986, Stock return variances: The arrival of information and the reaction of traders, Journal of Financial Economics 17, 5-26.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 5-26
-
-
French, K.1
Roll, R.2
-
32
-
-
0011027222
-
-
Working Paper, University of California, Los Angeles
-
Grinblatt, M., and Sheridan Titman, 1988, The evaluation of mutual fund performance: An analysis of monthly returns, Working Paper, University of California, Los Angeles.
-
(1988)
The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns
-
-
Grinblatt, M.1
Titman, S.2
-
33
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman, Sanford, and Joseph Stiglitz, 1980, On the impossibility of informationally efficient markets, American Economic Review 70, 393-408.
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
34
-
-
0003047197
-
An analysis of brokerage house securities recommendations
-
Groth, John C., Wilbur G. Lewellen, Gary G. Schlarbaum, and Ronald C. Lease, 1979, An analysis of brokerage house securities recommendations, Financial Analysts Journal 35, 32-40.
-
(1979)
Financial Analysts Journal
, vol.35
, pp. 32-40
-
-
Groth, J.C.1
Lewellen, W.G.2
Schlarbaum, G.G.3
Lease, R.C.4
-
35
-
-
0001309573
-
On market timing and investment performance II: Statistical procedures for evaluating forecasting skills
-
Henriksson, R. D., and R. C. Merton, 1981, On market timing and investment performance II: Statistical procedures for evaluating forecasting skills, Journal of Business 54, 513-533.
-
(1981)
Journal of Business
, vol.54
, pp. 513-533
-
-
Henriksson, R.D.1
Merton, R.C.2
-
36
-
-
0000612260
-
Market underreaction to open market share repurchases
-
Ikenberry, David, Josef Lakonishok, and Theo Vermaelen, 1995, Market underreaction to open market share repurchases, Journal of Financial Economics 39, 181-208.
-
(1995)
Journal of Financial Economics
, vol.39
, pp. 181-208
-
-
Ikenberry, D.1
Lakonishok, J.2
Vermaelen, T.3
-
37
-
-
0002311906
-
Efficiency with costly information: A study of mutual fund performance, 1965-1984
-
Ippolito, Richard A., 1989, Efficiency with costly information: A study of mutual fund performance, 1965-1984, Quarterly Journal of Economics 54, 1-23.
-
(1989)
Quarterly Journal of Economics
, vol.54
, pp. 1-23
-
-
Ippolito, R.A.1
-
38
-
-
0000486548
-
The performance of mutual funds in the period 1945-1964
-
Jensen, Michael, 1968, The performance of mutual funds in the period 1945-1964, Journal of Finance 23, 389-416.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-416
-
-
Jensen, M.1
-
39
-
-
0003250652
-
Optimal utilization of market forecasts and the evaluation of investment performance
-
edited by Giorgio Szego and Karl Shell, Amsterdam, North Holland
-
Jensen, Michael, 1972, Optimal utilization of market forecasts and the evaluation of investment performance, in Mathematical Methods in Investment and Finance, edited by Giorgio Szego and Karl Shell, Amsterdam, North Holland.
-
(1972)
Mathematical Methods in Investment and Finance
-
-
Jensen, M.1
-
40
-
-
0002497336
-
Stock prices and the publication of second-hand information
-
Lloyd Davies, Peter, and Michael Canes, 1978, Stock prices and the publication of second-hand information, Journal of Business 51, 43-56.
-
(1978)
Journal of Business
, vol.51
, pp. 43-56
-
-
Lloyd Davies, P.1
Canes, M.2
-
41
-
-
84977678866
-
Brokerage house investment advice
-
Logue, Dennis E., and Donald L. Tuttle, 1973, Brokerage house investment advice, Financial Review 8, 38-54.
-
(1973)
Financial Review
, vol.8
, pp. 38-54
-
-
Logue, D.E.1
Tuttle, D.L.2
-
42
-
-
84993919451
-
Price reactions to dividend initiations and omissions: Overreaction or drift?
-
Michaely, Roni, Richard H. Thaler, and Kent L. Womack, 1995, Price reactions to dividend initiations and omissions: Overreaction or drift? Journal of Finance 50, 573-608.
-
(1995)
Journal of Finance
, vol.50
, pp. 573-608
-
-
Michaely, R.1
Thaler, R.H.2
Womack, K.L.3
-
44
-
-
0011631385
-
Wall street's four-letter word
-
March
-
Pratt, Tom, 1993, Wall Street's four-letter word, Investment Dealers Digest, March, 18-22.
-
(1993)
Investment Dealers Digest
, pp. 18-22
-
-
Pratt, T.1
-
45
-
-
0000098990
-
Commentary on analysts' forecasts
-
Schipper, Katherine, 1991, Commentary on analysts' forecasts, Accounting Horizons 5, 105-121.
-
(1991)
Accounting Horizons
, vol.5
, pp. 105-121
-
-
Schipper, K.1
-
46
-
-
0000021074
-
The effect of value line investment survey rank changes on common stock prices
-
Stickel, Scott E., 1985, The effect of value line investment survey rank changes on common stock prices, Journal of Financial Economics 14, 121-143.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 121-143
-
-
Stickel, S.E.1
-
47
-
-
0002028716
-
The anatomy of the performance of buy and sell recommendations
-
Stickel, Scott E., 1995, The anatomy of the performance of buy and sell recommendations, Financial Analysts Journal 51, 25-39.
-
(1995)
Financial Analysts Journal
, vol.51
, pp. 25-39
-
-
Stickel, S.E.1
-
48
-
-
0001739404
-
Can mutual funds outguess the market?
-
Treynor, J. L., and K. Mazuy, 1966, Can mutual funds outguess the market? Harvard Business Review 44, 131-136.
-
(1966)
Harvard Business Review
, vol.44
, pp. 131-136
-
-
Treynor, J.L.1
Mazuy, K.2
|