The information content of security prices

Journal of Accounting and Economics

Volumn 2, Issue 1, 1980, Pages 3-28

  Beaver, William ^a   Lambert, Richard ^a   Morse, Dale ^b  

^a STANFORD UNIVERSITY   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49149140482     PISSN: 01654101     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-4101(80)90013-0     Document Type: Article

References (27)

1. The time series properties of annual earnings
2. An empirical evaluation of accounting income numbers
3. Some time series properties of accounting income
4. The investment performance of common stocks in relation to their price-earnings ratios A test of the efficient market hypothesis
5. The effect of earnings yield on assessments of the association between annual accounting income numbers and security prices
6. The time series behavior of earnings variables empirical research in accounting Selected studies
7. The association between market-determined and accounting-determined measures of systematic risk
8. What determines price earnings ratios?
9. The association between unsystematic security returns and the magnitude of earnings forecast errors
10. On systematic and unsystematic components of financial risk
11. The capital asset pricing model: Some empirical tests
12. Further evidence of the time series properties of accounting income
13. Investor evaluation of accounting information Some additional evidence
14. A note on the market model and the two parameter model
15. Risk return and equilibrium Empirical tests
16. Speculative investor behavior in a stock market with heterogeneous expectations
17. Rational expectations and the theory of price movements
18. Rational expectations and the predictive efficiency of econometric models
19. Risk return security-valuation and the stochastic behavior of accounting numbers
20. Forecasting in dynamic models with stochastic regressors
21. Asymptotic behavior of temporal aggregates of time series
22. The time series of annual accounting earnings
23. Note of the correlation of first differences of averages in a random chain