Excess returns, stock splits, and analyst earnings forecasts

Journal of Portfolio Management

Volumn 25, Issue 2, 1999, Pages 70-76

  Ye, Jia ^a  

^a First Quadrant   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033249530     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1999.319733     Document Type: Article

References (9)

1. Ackert, L.F., and G. Athanassakos. "Prior Uncertainty, Analyst Bias, and Subsequent Abnormal Returns." Working paper, Berry College, 1997.
2. Ball, R., and P. Brown. "An Empirical Evaluation of Accounting Income Numbers." Journal of Accounting Research, Autumn 1968, pp. 158-178.
3. Grinblatt, M.S., R.W. Masulis, and S. Titman. "The Valuation Effects of Stock Splits and Stock Dividends." Journal of Financial Economics, 1984, pp. 405-435.
4. Huberts, L.C., and R.J. Fuller. "Predictability Bias in the U.S. Equity Market." Financial Analysts Journal, March-April 1995, pp. 12-28.
5. Ikenberry, D.L., G. Rankine, and E.K. Stice. "What Do Stock Splits Really Signal?" Journal of Financial and Quantitative Analysis, 1996, pp. 357-375.
6. Latané, H.A., and C.P. Jones. "Standardized Unexpected Earnings - A Progress Report." Journal of Finance, 1977, pp. 1457-1465.
7. Peters, D.J. "Are Earnings Surprises Predictable?" Journal of Investing, Summer 1993a, pp. 47-51.
8. -. "The Influence of Size on Earnings Surprise Predictability." Journal of Investing, Winter 1993b, pp. 54-59.
9. Ye, J. "Stock Splits: Evidence on the 'Attention' Hypothesis." Working paper, First Quadrant, L.P., 1997.