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Volumn 23, Issue 4, 2004, Pages 353-376

Risk, mispricing, and value investing

Author keywords

accruals; book to market; market efficiency; mispricing

Indexed keywords


EID: 10044287495     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:REQU.0000049321.34133.95     Document Type: Article
Times cited : (36)

References (21)
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  • 3
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    • The Information Content of Annual Earnings Announcements
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  • 4
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    • The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings
    • Brown, L. D. and M. S. Rozeff. "The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings." The Journal of Finance 33, 1-16 (1978).
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    • Brown, L.D.1    Rozeff, M.S.2
  • 5
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    • Security Analyst Superiority Relative to Univariate Time Series Models in Forecasting Quarterly Earnings
    • Brown, L. D., P. A. Griffin, R. L. Hagerman and M. E. Zmijewski. "Security Analyst Superiority Relative to Univariate Time Series Models in Forecasting Quarterly Earnings." Journal of Accounting and Economics 9, 61-88 (1987).
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    • Brown, L.D.1    Griffin, P.A.2    Hagerman, R.L.3    Zmijewski, M.E.4
  • 7
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    • A Test of the Error-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts
    • Doukas, J. A., C. F. Kim and C. Pantzalis. "A Test of the Error-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts." The Journal of Finance 57, 2143-2166 (2002).
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  • 8
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    • Efficient Capital Markets: II
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  • 9
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    • The Cross-Section of Expected Stock Returns
    • Fama, E. F. and K. R. French, "The Cross-Section of Expected Stock Returns." The Journal of Finance 47,427-465 (1992).
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  • 10
    • 0043172419 scopus 로고    scopus 로고
    • Book-to-Market Equity, Distress Risk, and Stock Returns
    • Griffin, I. and M. Lemmon. "Book-to-Market Equity, Distress Risk, and Stock Returns." The Journal of Finance 57, 2317-2336 (2002).
    • (2002) The Journal of Finance , vol.57 , pp. 2317-2336
    • Griffin, I.1    Lemmon, M.2
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    • Cheap Stocks: Undervalued? June 8
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  • 15
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    • Analysts' Forecasts as Earnings Expectations
    • O'Brien P. C. "Analysts' Forecasts as Earnings Expectations." Journal of Accounting and Economics 10, 53-83 (1988).
    • (1988) Journal of Accounting and Economics , vol.10 , pp. 53-83
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  • 16
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    • Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
    • Piotroski, J. D., "Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers." Journal of Accounting Research 38, 1-41 (2000).
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    • Piotroski, J.D.1
  • 18
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    • The Delisting Return Bias in CRSP Data
    • Shumway, T., "The Delisting Return Bias in CRSP Data." The Journal of Finance 52, 327-340 (1997).
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  • 19
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    • Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
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  • 21
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    • Leading the News: AT&T Corp. Resorts To Unusual Motion: Reverse Stock Split - Market Capitalization Stays Constant, but Measure Would Boost Share Price. April 11
    • The Wall Street Journal, Leading the News: AT&T Corp. Resorts To Unusual Motion: Reverse Stock Split - Market Capitalization Stays Constant, but Measure Would Boost Share Price. April 11 (2002).
    • (2002) The Wall Street Journal


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.