-
1
-
-
84977733335
-
Test of analysts' overreaction/underreactiori to earnings information as an explanation for Anomalous stock price behavior
-
ABARBANELL, J., AND V. BERNARD. "Test of Analysts' Overreaction/Underreactiori to Earnings Information as an Explanation for Anomalous Stock Price Behavior." Journal of Finance 47 (1992): 1181-207.
-
(1992)
Journal of Finance
, vol.47
, pp. 1181-1207
-
-
Abarbanell, J.1
Bernard, V.2
-
3
-
-
0242420214
-
The impact of split adjusting and rounding on analysts' Forecast error calculations
-
BABER, W., AND S. KING. 'The Impact of Split Adjusting and Rounding on Analysts' Forecast Error Calculations." Accounting Horizons 16 (2002): 277-89.
-
(2002)
Accounting Horizons
, vol.16
, pp. 277-289
-
-
Baber, W.1
King, S.2
-
4
-
-
0030170359
-
How naive is the stock market's use of earnings information?
-
BALL, R., AND E. BARTOV. "How Naive Is the Stock Market's Use of Earnings Information?" Journal of Accounting & Economics 21 (1996): 319-37.
-
(1996)
Journal of Accounting & Economics
, vol.21
, pp. 319-337
-
-
Ball, R.1
Bartov, E.2
-
5
-
-
0002742759
-
An empirical evaluation of accounting income numbers
-
BALL, R., AND P. BROWN. "An Empirical Evaluation of Accounting Income Numbers." Journal of Accounting Research 6 (1968): 159-78.
-
(1968)
Journal of Accounting Research
, vol.6
, pp. 159-178
-
-
Ball, R.1
Brown, P.2
-
6
-
-
0031097135
-
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
-
BARBER, B., AND J. LYON. "Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics." Journal of Financial Economics 43 (1997): 341-72.
-
(1997)
Journal of Financial Economics
, vol.43
, pp. 341-372
-
-
Barber, B.1
Lyon, J.2
-
8
-
-
0034380942
-
Investor sophistication and patterns in stock returns after earnings announcements
-
BARTOV, E.; S. RADHAKRISHNAN; AND I. KRISY. "Investor Sophistication and Patterns in Stock Returns after Earnings Announcements." The Accounting Review 75 (2000): 43-63.
-
(2000)
The Accounting Review
, vol.75
, pp. 43-63
-
-
Bartov, E.1
Radhakrishnan, S.2
Krisy, I.3
-
9
-
-
0001819765
-
Post-earnings announcement Drift: Delayed price response or risk premium?
-
BERNARD, V. L., AND J. K. THOMAS. "Post-Earnings Announcement Drift: Delayed Price Response or Risk Premium?" Journal of Accounting Research 27 (1989): 1-36.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 1-36
-
-
Bernard, V.L.1
Thomas, J.K.2
-
10
-
-
0000909526
-
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
-
BERNARD, V. L., AND J. K. THOMAS. "Evidence That Stock Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings. "Journal of Accounting & Economics 13 (1990): 305-41.
-
(1990)
Journal of Accounting & Economics
, vol.13
, pp. 305-341
-
-
Bernard, V.L.1
Thomas, J.K.2
-
12
-
-
43949158099
-
An informational efficiency perspective on the post-earnings announcement drift
-
BHUSHAN, R. "An Informational Efficiency Perspective on the Post-Earnings Announcement Drift." Journal of Accounting & Economics 18 (1994): 45-65.
-
(1994)
Journal of Accounting & Economics
, vol.18
, pp. 45-65
-
-
Bhushan, R.1
-
16
-
-
23944478851
-
Inflation illusion and post-earnings announcement drift
-
CHORDIA, T., AND L. SHIVAKUMAR. "Inflation Illusion and Post-Earnings Announcement Drift." Journal of Accounting Research 43 (2005): 521-56.
-
(2005)
Journal of Accounting Research
, vol.43
, pp. 521-556
-
-
Chordia, T.1
Shivakumar, L.2
-
17
-
-
0000321422
-
Earnings-based and accrual-based market anomalies: One effect or two?
-
COLLINS, D., AND P. HRIBAR. "Earnings-Based and Accrual-Based Market Anomalies: One Effect or Two?" Journal ofAccounting & Economics 29 (2000): 101-23.
-
(2000)
Journal of Accounting & Economics
, vol.29
, pp. 101-123
-
-
Collins, D.1
Hribar, P.2
-
18
-
-
0742276611
-
The predictive value of expenses excluded from 'pro forma' earnings
-
DOYLE, J.; R. LUNDHOLM; AND M. SOLIMAN. "The Predictive Value of Expenses Excluded from 'Pro Forma' Earnings." Review of Accounting Studies 8 (2003): 145-74.
-
(2003)
Review of Accounting Studies
, vol.8
, pp. 145-174
-
-
Doyle, J.1
Lundholm, R.2
Soliman, M.3
-
19
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
FAMA, E. F., AND K. R. FRENCH. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Finance 33 (1993): 3-55.
-
(1993)
Journal of Finance
, vol.33
, pp. 3-55
-
-
Fama, E.F.1
French, K.R.2
-
20
-
-
0000928969
-
Risk, return and equilibrium - Empirical tests
-
FAMA, E. F., AND J. D. MACBETH. "Risk, Return and Equilibrium - Empirical Tests." Journal of Political Economy 81 (1973): 607-41.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-641
-
-
Fama, E.F.1
Macbeth, J.D.2
-
21
-
-
0001085867
-
Earnings releases, anomalies, and the behavior of security returns
-
FOSTER, G.; C. OLSEN; AND T. SHEVLIN. "Earnings Releases, Anomalies, and the Behavior of Security Returns." The Accounting Review 65 (1984): 574-603.
-
(1984)
The Accounting Review
, vol.65
, pp. 574-603
-
-
Foster, G.1
Olsen, C.2
Shevlin, T.3
-
22
-
-
0002950772
-
The multi-period information content of accounting earnings: Confirmations and contradictions of previous earnings reports
-
FREEMAN R., AND S. TSE. "The Multi-Period Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports. "Journal of Accounting Research 27 (1989): 49-79.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 49-79
-
-
Freeman, R.1
Tse, S.2
-
23
-
-
21144462546
-
A non-linear model of security price responses to unexpected earnings
-
FREEMAN, R., AND S. TSE. "A Non-Linear Model of Security Price Responses to Unexpected Earnings. Journal of Accounting Research 30 (1992): 185-209.
-
(1992)
Journal of Accounting Research
, vol.30
, pp. 185-209
-
-
Freeman, R.1
Tse, S.2
-
24
-
-
0037288662
-
Analyst forecast revisions and market price discovery
-
GLEASON, C., AND C. M. C. LEE. "Analyst Forecast Revisions and Market Price Discovery." The Accounting Revietu 78 (2003): 193-225.
-
(2003)
The Accounting Revietu
, vol.78
, pp. 193-225
-
-
Gleason, C.1
Lee, C.M.C.2
-
25
-
-
0000398111
-
Investor psychology and asset pricing
-
HIRSHLEIFER, D. "Investor Psychology and Asset Pricing. " Journal of Finance 66 (2001): 1533-97.
-
(2001)
Journal of Finance
, vol.66
, pp. 1533-1597
-
-
Hirshleifer, D.1
-
27
-
-
0036628373
-
Does meeting earnings expectations matter? Evidence from analyst forecast revisions and share prices
-
KASZNIK, R., AND M. MCNICHOLS. "Does Meeting Earnings Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices. "Journal of Accounting Research 40 (2002): 727-59.
-
(2002)
Journal of Accounting Research
, vol.40
, pp. 727-759
-
-
Kasznik, R.1
Mcnichols, M.2
-
29
-
-
3843115561
-
Post-earnings announcement drift and market participants' information processing biases
-
LIANG, L. "Post-Earnings Announcement Drift and Market Participants' Information Processing Biases." Review of Accounting Studies 8 (2003): 321-45.
-
(2003)
Review of Accounting Studies
, vol.8
, pp. 321-345
-
-
Liang, L.1
-
30
-
-
33645134749
-
Comparing the post-earnings announcement drift for surprises calculated from analyst and time-series forecasts
-
LIVNAT, J., AND R. MENDENHALL. "Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time-Series Forecasts. "Journal of Accounting Research 44 (2006): 177-205
-
(2006)
Journal of Accounting Research
, vol.44
, pp. 177-205
-
-
Livnat, J.1
Mendenhall, R.2
-
31
-
-
33846365735
-
Evidence of possible underweighting of earnings-related information
-
MENDENHALL, R. "Evidence of Possible Underweighting of Earnings-Related Information." Journal of Accounting Research 29 (1991): 170-80.
-
(1991)
Journal of Accounting Research
, vol.29
, pp. 170-180
-
-
Mendenhall, R.1
-
32
-
-
84977707554
-
A simple model of capital market equilibrium with incomplete information
-
MERTON, R. "A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance 42 (1987): 483-510.
-
(1987)
Journal of Finance
, vol.42
, pp. 483-510
-
-
Merton, R.1
-
33
-
-
33746191386
-
Conservatism and cross-sectional variation in the post-earnings- announcement-drift
-
NARAYANAMOORTHY, G. "Conservatism and Cross-Sectional Variation in the Post-Earnings-Announcement-Drift." Journal of Accounting Research 44 (2005) : 763-89.
-
(2005)
Journal of Accounting Research
, vol.44
, pp. 763-789
-
-
Narayanamoorthy, G.1
-
34
-
-
0000706085
-
A simple, positive, semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
NEWEY, W., AND K. WEST. "A Simple, Positive, Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. " Econometrica 55 (1987): 703-8.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
35
-
-
0242511197
-
The implications of using stock-split adjusted I/B/E/S data in empirical research
-
PAYNE, J., AND W. THOMAS. "The Implications of Using Stock-Split Adjusted I/B/E/S Data in Empirical Research." The Accounting Review 78 (2003): 1049-67.
-
(2003)
The Accounting Review
, vol.78
, pp. 1049-1067
-
-
Payne, J.1
Thomas, W.2
-
36
-
-
20144374716
-
Value investing: The use of historical financial statement information to separate winners from losers
-
PIOTROSKI, J. "Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers," Journal of Accounting Research 38 (2000): 1-41.
-
(2000)
Journal of Accounting Research
, vol.38
, pp. 1-41
-
-
Piotroski, J.1
-
37
-
-
0035602851
-
Investor and (value line) analyst underreaction to information about future Earnings: The corrective role of non-earnings-surprise information
-
SHANK, P., AND P. BROUS. "Investor and (Value Line) Analyst Underreaction to Information about Future Earnings: The Corrective Role of Non-Earnings-Surprise Information." Journal of Accounting Research 39 (2001): 387-404.
-
(2001)
Journal of Accounting Research
, vol.39
, pp. 387-404
-
-
Shank, P.1
Brous, P.2
-
38
-
-
0010960285
-
The delisting bias in CRSP data
-
SHUMWAY, T. "The Delisting Bias in CRSP Data." Journal of Finance 52 (1997): 327-40.
-
(1997)
Journal of Finance
, vol.52
, pp. 327-340
-
-
Shumway, T.1
-
39
-
-
0038850169
-
The delisting bias in CRSP's NASDAQ data and its implications for the size effect
-
SHUMWAY, T., AND V. A. WARTHER. "The Delisting Bias in CRSP's NASDAQ Data and Its Implications for the Size Effect. "Journal of Finance 54 (1999): 2361-79.
-
(1999)
Journal of Finance
, vol.54
, pp. 2361-2379
-
-
Shumway, T.1
Warther, V.A.2
-
40
-
-
0030305172
-
Do stock prices fully reflect information in accruals and cash flows about future earnings?
-
SLOAN, R. "Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?" The Accounting Review 71 (1996): 289-315.
-
(1996)
The Accounting Review
, vol.71
, pp. 289-315
-
-
Sloan, R.1
-
42
-
-
0039415040
-
Investor sophistication and market earnings expectations
-
WALTHER, B. "Investor Sophistication and Market Earnings Expectations. "Journal of Accounting Research 35 (1997): 157-79.
-
(1997)
Journal of Accounting Research
, vol.35
, pp. 157-179
-
-
Walther, B.1
|