-
1
-
-
84977733335
-
Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behaviour
-
Abarbanell, J., and Bernard, V. 1992. Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behaviour. Journal of Finance, 47 (July), 1181-1207.
-
(1992)
Journal of Finance
, vol.47
, Issue.JULY
, pp. 1181-1207
-
-
Abarbanell, J.1
Bernard, V.2
-
2
-
-
0003373103
-
Analysts use of Information about Permanent and Transitory Earnings
-
Ali, A., Klein, A., and Rosenfield, K. 1992. Analysts use of Information about Permanent and Transitory Earnings. Accounting Review, 67 (No 1), 163-198.
-
(1992)
Accounting Review
, vol.67
, Issue.1
, pp. 163-198
-
-
Ali, A.1
Klein, A.2
Rosenfield, K.3
-
3
-
-
38249013584
-
The Earnings-Price anomaly
-
Ball, R. 1992. The Earnings-Price anomaly. Journal of Accounting & Economics, 15 (June/Sept), 319-345.
-
(1992)
Journal of Accounting & Economics
, vol.15
, Issue.JUNE-SEPT
, pp. 319-345
-
-
Ball, R.1
-
4
-
-
0002742759
-
An Empirical Evaluation of Accounting Income Numbers
-
Autumn
-
Ball, R., and Brown, P. 1968. An Empirical Evaluation of Accounting Income Numbers. Journal of Accounting Research, 6 (Autumn), 159-178.
-
(1968)
Journal of Accounting Research
, vol.6
, pp. 159-178
-
-
Ball, R.1
Brown, P.2
-
5
-
-
38249006507
-
Nonstationary Expected Returns: Implications for Tests of Market Efficiency and Serial Correlation in Returns
-
Ball, R., and Kothari, S. 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.2
-
7
-
-
84977713178
-
PredictingStock Returns in an Efficient Market
-
Balvers, C., Cosimano, T., and McDonald, B. 1990. PredictingStock Returns in an Efficient Market. Journal of Finance, XLV (September), 1089-1128.
-
(1990)
Journal of Finance
, vol.45
, Issue.SEPTEMBER
, pp. 1089-1128
-
-
Balvers, C.1
Cosimano, T.2
McDonald, B.3
-
8
-
-
49149140482
-
The Information Content of Security Prices
-
March
-
Beaver, W. H., Lambert, R., and Morse, D. 1980. The Information Content of Security Prices. Journal of Accounting and Economics, March, 3-28.
-
(1980)
Journal of Accounting and Economics
, pp. 3-28
-
-
Beaver, W.H.1
Lambert, R.2
Morse, D.3
-
9
-
-
84993867944
-
ARCH: Properties, Estimation and Testing
-
Bera, A., and Higgins, M. 1993. ARCH: Properties, Estimation and Testing. Journal of Economic Surveys, 1993 (December), 305-362.
-
(1993)
Journal of Economic Surveys
, vol.1993
, Issue.DECEMBER
, pp. 305-362
-
-
Bera, A.1
Higgins, M.2
-
10
-
-
0001819765
-
Post-Earnings Announcement Drift: Delayed Price Response or Risk-Premium
-
Bernard, V., and Thomas, J. 1989. Post-Earnings Announcement Drift: Delayed Price Response or Risk-Premium. Journal of Accounting Research, Supplement, 1-36.
-
(1989)
Journal of Accounting Research
, Issue.SUPPL.
, pp. 1-36
-
-
Bernard, V.1
Thomas, J.2
-
11
-
-
0000909526
-
Evidence that Stock Prices do not Fully Reflect the Implications of Current Earnings for Future Earnings
-
Bernard, V., and Thomas, J. 1990. Evidence that Stock Prices do not Fully Reflect the Implications of Current Earnings for Future Earnings. Journal of Accounting & Economics, 23, 305-340.
-
(1990)
Journal of Accounting & Economics
, vol.23
, pp. 305-340
-
-
Bernard, V.1
Thomas, J.2
-
12
-
-
0002641331
-
Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations
-
Thaler, R. H. (ed), New York: Russell Sage
-
Bernard, V. L. 1993. Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations. In: Thaler, R. H. (ed), Advances in Behavioural Finance. New York: Russell Sage.
-
(1993)
Advances in Behavioural Finance
-
-
Bernard, V.L.1
-
14
-
-
84986349349
-
Can a Well Fitted Equilibrium Asset Price Model Produce Mean-Reversion?
-
Bonomo, M., and Garcia, R. 1994. Can a Well Fitted Equilibrium Asset Price Model Produce Mean-Reversion? Journal of Applied Econometrics, 9, 19-29.
-
(1994)
Journal of Applied Econometrics
, vol.9
, pp. 19-29
-
-
Bonomo, M.1
Garcia, R.2
-
15
-
-
85006310242
-
The Accuracy & Rationality of Earnings Forecasts by UK Analysts
-
Capstaff, J., Paudyal, K., and Rees, W. 1995. The Accuracy & Rationality of Earnings Forecasts by UK Analysts. Journal of Business Finance and Accounting, 22 (January), 67-85.
-
(1995)
Journal of Business Finance and Accounting
, vol.22
, Issue.JANUARY
, pp. 67-85
-
-
Capstaff, J.1
Paudyal, K.2
Rees, W.3
-
16
-
-
0000874311
-
On the Contrarion Investment Strategy
-
Chan, K. 1988. On the Contrarion Investment Strategy. Journal of Business, 61, 147-163.
-
(1988)
Journal of Business
, vol.61
, pp. 147-163
-
-
Chan, K.1
-
17
-
-
84936823544
-
How Big is the Random Walk in GNP?
-
October
-
Cochrane, J. 1988. How Big is the Random Walk in GNP? Journal of Political Economy, October, 893-620.
-
(1988)
Journal of Political Economy
, pp. 893-1620
-
-
Cochrane, J.1
-
18
-
-
84993918492
-
Long-Term Overreaction or Biases in Computed Returns?
-
Conrad, J., and Kaul, G. 1993. Long-Term Overreaction or Biases in Computed Returns? Journal of Finance, 48 (March), 39-63.
-
(1993)
Journal of Finance
, vol.48
, Issue.MARCH
, pp. 39-63
-
-
Conrad, J.1
Kaul, G.2
-
19
-
-
0001148167
-
Time Variation in Expected Returns
-
Conrad, J., and Kaul, K. 1988. Time Variation in Expected Returns. Journal of Business, 61 (4), 409-423.
-
(1988)
Journal of Business
, vol.61
, Issue.4
, pp. 409-423
-
-
Conrad, J.1
Kaul, K.2
-
21
-
-
0002393150
-
Do Security Analysts Overreact?
-
Paper & Proceedings
-
De Bondt, W., and Thaler, R. H. 1990. Do Security Analysts Overreact? American Economic Review, 80 (Paper & Proceedings), 52-57.
-
(1990)
American Economic Review
, vol.80
, pp. 52-57
-
-
De Bondt, W.1
Thaler, R.H.2
-
22
-
-
0011889746
-
-
Charlottesville, Virginia: The Research Foundation of the Institute of Chartered Financial Analysts
-
De Bondt, W. F. M. 1992b. Earnings Forecasts and Share Price Reversals. Charlottesville, Virginia: The Research Foundation of the Institute of Chartered Financial Analysts.
-
(1992)
Earnings Forecasts and Share Price Reversals
-
-
De Bondt, W.F.M.1
-
23
-
-
24044504223
-
Betting on Trends: Intuitive Forecasts of Financial Risk and Return
-
De Bondt, W. F. M. 1993. Betting on Trends: Intuitive Forecasts of Financial Risk and Return. International Journal of Forecasting, 9, 355-371.
-
(1993)
International Journal of Forecasting
, vol.9
, pp. 355-371
-
-
De Bondt, W.F.M.1
-
24
-
-
84900013243
-
Does the Stock Market Overreact?
-
De Bondt, W. F. M., and Thaler, R. H. 1985. Does the Stock Market Overreact? Journal of Finance, XL (July), 793-808.
-
(1985)
Journal of Finance
, vol.40
, Issue.JULY
, pp. 793-808
-
-
De Bondt, W.F.M.1
Thaler, R.H.2
-
25
-
-
84977703147
-
Further Evidence of Investment Overreaction and Stock Market Seasonality
-
De Bondt, W. F. M., and Thaler, R. H. 1987. Further Evidence of Investment Overreaction and Stock Market Seasonality. Journal of Finance, XLII (July), 557-581.
-
(1987)
Journal of Finance
, vol.42
, Issue.JULY
, pp. 557-581
-
-
De Bondt, W.F.M.1
Thaler, R.H.2
-
26
-
-
0000472488
-
Likelihood Ratio Tests forIntegrated Time Series with a Unit Root
-
Dickey, D., and Fuller, W. 1981. Likelihood Ratio Tests forIntegrated Time Series with a Unit Root. Econometrica, 49, 1057-1072.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.1
Fuller, W.2
-
27
-
-
0000051984
-
Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation
-
Engle, R. 1982. Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of United Kingdom Inflation. Econometrica, 50(4), 987-1008.
-
(1982)
Econometrica
, vol.50
, Issue.4
, pp. 987-1008
-
-
Engle, R.1
-
28
-
-
84977707061
-
Stock Returns, Expected Returns and Real Activity
-
Fama, E. 1990. Stock Returns, Expected Returns and Real Activity. Journal of Finance, 45 (September), 1089-1108.
-
(1990)
Journal of Finance
, vol.45
, Issue.SEPTEMBER
, pp. 1089-1108
-
-
Fama, E.1
-
30
-
-
84936823605
-
Permanent and Temporary Components of Stock Prices
-
Fama, E. F., and French, K. R. 1988b. Permanent and Temporary Components of Stock Prices. Journal of Political Economy, 96, 246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
31
-
-
38549147867
-
Common Risk Factors in Returns on Stocks and Bonds
-
Fama, E., and French, K. R. 1993. Common Risk Factors in 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.R.2
-
32
-
-
84977737676
-
The Cross-Section of Expected Stock Returns
-
Fama, E. F., and French, K. R. 1992. The Cross-Section of Expected Stock Returns. Journal of Finance, 47 (June), 427-465.
-
(1992)
Journal of Finance
, vol.47
, Issue.JUNE
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
33
-
-
0001085867
-
Earnings Releses, Anomalies and the Behaviour of Security Returns
-
Foster, G., Olsen, C., and Shevlin, T. 1984. Earnings Releses, Anomalies and the Behaviour of Security Returns. Accounting Review, LIX (October), 574-603.
-
(1984)
Accounting Review
, vol.59
, Issue.OCTOBER
, pp. 574-603
-
-
Foster, G.1
Olsen, C.2
Shevlin, T.3
-
34
-
-
0000885430
-
Capital Equipment Analysis: The Required Rate of Profit
-
Gordon, M., and Shapiro, E. 1956. Capital Equipment Analysis: the Required Rate of Profit. Management Science, 3, 102-110.
-
(1956)
Management Science
, vol.3
, pp. 102-110
-
-
Gordon, M.1
Shapiro, E.2
-
35
-
-
84977718628
-
Evidence of Predictable Behaviour in Security Returns
-
Jagadeesh, N. 1990. Evidence of Predictable Behaviour in Security Returns. Journal of Finance, XLV (July), 881-898.
-
(1990)
Journal of Finance
, vol.45
, Issue.JULY
, pp. 881-898
-
-
Jagadeesh, N.1
-
36
-
-
84977728314
-
Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.
-
Jagadeesh, N. 1991. Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K. Journal of Finance, XLVI (September), 1427-1444.
-
(1991)
Journal of Finance
, vol.46
, Issue.SEPTEMBER
, pp. 1427-1444
-
-
Jagadeesh, N.1
-
38
-
-
84993907227
-
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
-
Jagadeesh, N., and Titman, S. 1993. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance, XLVIII (March), 65-90.
-
(1993)
Journal of Finance
, vol.48
, Issue.MARCH
, pp. 65-90
-
-
Jagadeesh, N.1
Titman, S.2
-
39
-
-
0001281632
-
Some Anomalous Evidence Regarding Market Efficiency
-
Jensen, M. 1978. Some Anomalous Evidence Regarding Market Efficiency. Journal of Financial Economics, 6, 95-102.
-
(1978)
Journal of Financial Economics
, vol.6
, pp. 95-102
-
-
Jensen, M.1
-
40
-
-
84993924970
-
Quarterly Earnings Reports and Subsequent Holding Period Returns
-
Jones, C., and Litzenburger, R. 1970. Quarterly Earnings Reports and Subsequent Holding Period Returns. Journal of Finance, March, 143-148.
-
(1970)
Journal of Finance
, vol.MARCH
, pp. 143-148
-
-
Jones, C.1
Litzenburger, R.2
-
41
-
-
38249006461
-
Another Look at Time Varying Risk and Return in a Long Horizon Contrarion Trading Strategy
-
Jones, S. 1993. Another Look at Time Varying Risk and Return in a Long Horizon Contrarion Trading Strategy. Journal of Financial Economics, 33, 67-93.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 67-93
-
-
Jones, S.1
-
42
-
-
0000125532
-
Prospect Theory: An Analysis of Decision under Risk
-
Kahnehman, D., and Tversky, A. 1979. Prospect Theory: An Analysis of Decision Under Risk. Econometrica, 47 (March), 263-291.
-
(1979)
Econometrica
, vol.47
, Issue.MARCH
, pp. 263-291
-
-
Kahnehman, D.1
Tversky, A.2
-
43
-
-
0003768818
-
-
Cambridge, England: Cambridge University Press
-
Kahnehman, D., Slovic, P., and Tversky, A. 1982. Judgement under Uncertainty: Heuristics and Biases. Cambridge, England: Cambridge University Press.
-
(1982)
Judgement under Uncertainty: Heuristics and Biases
-
-
Kahnehman, D.1
Slovic, P.2
Tversky, A.3
-
44
-
-
0002927733
-
Price Reversals: Bid Ask Errors or Market Overreaction?
-
Kaul, G., and Nimalendran, M. 1990. Price Reversals: Bid Ask Errors or Market Overreaction? Journal of Financial Economics, 28, 67-93.
-
(1990)
Journal of Financial Economics
, vol.28
, pp. 67-93
-
-
Kaul, G.1
Nimalendran, M.2
-
45
-
-
84959822288
-
Mean Reversion inStock Prices: A Re-Appraisal of the Empirical Evidence
-
Kim, M., Nelson, C., and Startz, R. 1991. Mean Reversion inStock Prices: A Re-Appraisal of the Empirical Evidence. Journal of Accounting & Economics, 58, 515-528.
-
(1991)
Journal of Accounting & Economics
, vol.58
, pp. 515-528
-
-
Kim, M.1
Nelson, C.2
Startz, R.3
-
46
-
-
38249018660
-
A Direct Test of the Cognitive Bias Theory of Share Price Reversals
-
Klein, A. 1990. A Direct Test of the Cognitive Bias Theory of Share Price Reversals. Journal of Accounting & Economics, 13, 155-66.
-
(1990)
Journal of Accounting & Economics
, vol.13
, pp. 155-166
-
-
Klein, A.1
-
47
-
-
44049112945
-
The Impact of Institutional Trading on Stock Prices
-
Lakonishok, J., Schliefer, A., and Vishney, R. 1992. The Impact of Institutional Trading on Stock Prices. Journal of Financial Economics, 32, 23-43.
-
(1992)
Journal of Financial Economics
, vol.32
, pp. 23-43
-
-
Lakonishok, J.1
Schliefer, A.2
Vishney, R.3
-
48
-
-
84993869066
-
Contrarion Investment, Extrapolation and Risk
-
Lakonishok, J., Shleifer, A., and Vishny, R. 1994. Contrarion Investment, Extrapolation and Risk. Journal of Finance, 49 (December), 1541-1578.
-
(1994)
Journal of Finance
, vol.49
, Issue.DECEMBER
, pp. 1541-1578
-
-
Lakonishok, J.1
Shleifer, A.2
Vishny, R.3
-
49
-
-
45249127135
-
The Size and Power of Variance Bound Tests
-
Lo, A., and MacKinlay, C. 1989. The Size and Power of Variance Bound Tests. Journal of Econometrics, 40, 203-238.
-
(1989)
Journal of Econometrics
, vol.40
, pp. 203-238
-
-
Lo, A.1
MacKinlay, C.2
-
50
-
-
0002484986
-
Stock Prices do not Follow Random Walks: Evidence from a Simple Specification Test
-
Spring
-
Lo, A., and MacKinlay, G. 1988. Stock Prices do not Follow Random Walks: Evidence from a Simple Specification Test. Review of Financial Studies, Spring, 41-66.
-
(1988)
Review of Financial Studies
, pp. 41-66
-
-
Lo, A.1
MacKinlay, G.2
-
51
-
-
0001173683
-
When are Contrarion Profits Due to Stock Market Overreaction?
-
Lo, A., and MacKinlay, R. 1990. When are Contrarion Profits Due to Stock Market Overreaction? Review of Financial Studies, 3(2), 175-205.
-
(1990)
Review of Financial Studies
, vol.3
, Issue.2
, pp. 175-205
-
-
Lo, A.1
MacKinlay, R.2
-
52
-
-
0000150312
-
Asset Prices in an Exchange Economy
-
Lucas, R. 1978. Asset Prices in an Exchange Economy. Econometrica, 66, 1429-45.
-
(1978)
Econometrica
, vol.66
, pp. 1429-1445
-
-
Lucas, R.1
-
53
-
-
84977718572
-
Are Stock Market Returns Predictable? a Test Using Markov-Chains
-
McQueen, G., and Thornley, S. 1991. Are Stock Market Returns Predictable? A Test Using Markov-Chains. Journal of Finance, XLVI (March), 239-263.
-
(1991)
Journal of Finance
, vol.46
, Issue.MARCH
, pp. 239-263
-
-
McQueen, G.1
Thornley, S.2
-
54
-
-
33846365735
-
Evidence Concerning the Possible Underweighting of Earnings Related Information
-
Spring
-
Mendenhall, R. 1991. Evidence Concerning the Possible Underweighting of Earnings Related Information. Journal of Accounting Research, No 1 (Spring), 170-179.
-
(1991)
Journal of Accounting Research
, Issue.1
, pp. 170-179
-
-
Mendenhall, R.1
-
56
-
-
0002158052
-
Mean Reversion in Stock Prices; Evidence and Implications
-
Poterba, J. M., and Summers, L. H. 1988. Mean Reversion in Stock Prices; Evidence and Implications. Journal of Financial Economics, 22, 27-59.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
57
-
-
0010829878
-
The Overreaction Effect -An Anomaly of the 1980's
-
Power, D., and Lonie, A. 1993. The Overreaction Effect -An Anomaly of the 1980's. British Accounting Review, 25 (December), 325-366.
-
(1993)
British Accounting Review
, vol.25
, Issue.DECEMBER
, pp. 325-366
-
-
Power, D.1
Lonie, A.2
-
58
-
-
0346479154
-
The Overreaction Effect: Some UK Evidence
-
Power, D., Lonie, A., and Lonie, R. 1991. The Overreaction Effect: Some UK Evidence. British Accounting Review, 23 (June), 149-170.
-
(1991)
British Accounting Review
, vol.23
, Issue.JUNE
, pp. 149-170
-
-
Power, D.1
Lonie, A.2
Lonie, R.3
-
59
-
-
84944043652
-
An Implicit Measure of the Bid-Ask Spread in an Efficient Market
-
Roll, R. 1984. An Implicit Measure of the Bid-Ask Spread in an Efficient Market. Journal of Finance, 39, 1127-1140.
-
(1984)
Journal of Finance
, vol.39
, pp. 1127-1140
-
-
Roll, R.1
-
60
-
-
0000098990
-
Commentary on Analysts' Forecasts
-
Schipper, K. 1991. Commentary on Analysts' Forecasts. Accounting Horizons, December, 105-119.
-
(1991)
Accounting Horizons
, vol.DECEMBER
, pp. 105-119
-
-
Schipper, K.1
-
62
-
-
84924508526
-
Do Stock Markets Reflect Fundamentals?
-
Summers, L. 1986. Do Stock Markets Reflect Fundamentals? Journal of Finance, XLI (July), 591-601.
-
(1986)
Journal of Finance
, vol.41
, Issue.JULY
, pp. 591-601
-
-
Summers, L.1
-
63
-
-
0001371984
-
Rational Choice and the Framing of Decisions
-
Tversky, A., and Kahneman, D. 1986. Rational Choice and the Framing of Decisions. Journal of Business, 59 (Supplement), 251-277.
-
(1986)
Journal of Business
, vol.59
, Issue.SUPPL.
, pp. 251-277
-
-
Tversky, A.1
Kahneman, D.2
-
64
-
-
84977701728
-
Does the Stock Market Overreact to Corporate Earnings Information
-
Zarowin, P. 1989. Does the Stock Market Overreact to Corporate Earnings Information. Journal of Finance, December, 1390-99.
-
(1989)
Journal of Finance
, vol.DECEMBER
, pp. 1390-1399
-
-
Zarowin, P.1
-
65
-
-
84971948039
-
Size, Seasonality and Stock Market Overreaction
-
Zarowin, P. 1990. Size, Seasonality and Stock Market Overreaction. Journal of Financial and Quantitative Analysis, 25 (March), 113-125.
-
(1990)
Journal of Financial and Quantitative Analysis
, vol.25
, Issue.MARCH
, pp. 113-125
-
-
Zarowin, P.1
|