-
1
-
-
0031285990
-
Fundamental analysis, future earnings, and stock returns
-
Abarbanell, J. S., and B. J. Bushee. 1997. Fundamental analysis, future earnings, and stock returns. Journal of Accounting Research 35 (1): 1-24.
-
(1997)
Journal of Accounting Research
, vol.35
, Issue.1
, pp. 1-24
-
-
Abarbanell, J.S.1
Bushee, B.J.2
-
2
-
-
0032220831
-
Abnormal returns to a fundamental analysis strategy
-
1998. Abnormal returns to a fundamental analysis strategy. The Accounting Review 73 (1): 19-45.
-
(1998)
The Accounting Review
, vol.73
, Issue.1
, pp. 19-45
-
-
-
3
-
-
0039147416
-
Variable selection for portfolio choice
-
Ait-Sahalia, Y., and M. W. Brandt. 2001. Variable selection for portfolio choice. The Journal of Finance 56: 1297-1351.
-
(2001)
The Journal of Finance
, vol.56
, pp. 1297-1351
-
-
Ait-Sahalia, Y.1
Brandt, M.W.2
-
4
-
-
0348236963
-
Why do large firms' prices anticipate earnings earlier than small firms' prices?
-
Ayers, B. C., and R. N. Freeman. 2000. Why do large firms' prices anticipate earnings earlier than small firms' prices? Contemporary Accounting Research 17 (2): 191-212.
-
(2000)
Contemporary Accounting Research
, vol.17
, Issue.2
, pp. 191-212
-
-
Ayers, B.C.1
Freeman, R.N.2
-
5
-
-
3843060186
-
Evidence that analyst following and institutional ownership accelerates the pricing of future earnings
-
2003. Evidence that analyst following and institutional ownership accelerates the pricing of future earnings. Review of Accounting Studies 8: 47-67.
-
(2003)
Review of Accounting Studies
, vol.8
, pp. 47-67
-
-
-
6
-
-
33645943754
-
Predicting earnings using a model based on cost variability and cost sticki-ness
-
Banker, R., and L. Chen. 2006. Predicting earnings using a model based on cost variability and cost sticki-ness. The Accounting Review 81: 285-307.
-
(2006)
The Accounting Review
, vol.81
, pp. 285-307
-
-
Banker, R.1
Chen, L.2
-
8
-
-
38249035920
-
The information content of security prices-A second look
-
S. G. Ryan. 1987. The information content of security prices-A second look. Journal of Accounting and Economics 9: 139-157.
-
(1987)
Journal of Accounting and Economics
, vol.9
, pp. 139-157
-
-
Ryan, S.G.1
-
9
-
-
0031138993
-
The information content of earnings and prices: A simultaneous equations approach
-
M. L. McAnally, and C. H. Stinson. 1997. The information content of earnings and prices: A simultaneous equations approach. Journal of Accounting and Economics 23: 53-81.
-
(1997)
Journal of Accounting and Economics
, vol.23
, pp. 53-81
-
-
McAnally, M.L.1
Stinson, C.H.2
-
11
-
-
0000337650
-
Earnings forecasting research: Its implications for capital market research
-
Brown, L. D. 1993. Earnings forecasting research: Its implications for capital market research. International Journal of Forecasting 9: 295-320.
-
(1993)
International Journal of Forecasting
, vol.9
, pp. 295-320
-
-
Brown, L.D.1
-
12
-
-
45949121023
-
Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings
-
R. L. Hagerman, P. A. Griffin, and M. E. Zmijewski. 1987. Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings. Journal of Accounting and Economics 9: 61-87.
-
(1987)
Journal of Accounting and Economics
, vol.9
, pp. 61-87
-
-
Hagerman, R.L.1
Griffin, P.A.2
Zmijewski, M.E.3
-
13
-
-
0032367227
-
Can SIR be as popular as multiple linear regression?
-
Chen, C. H., and K. C. Li. 1998. Can SIR be as popular as multiple linear regression? Statistica Sinica 8: 289-316.
-
(1998)
Statistica Sinica
, vol.8
, pp. 289-316
-
-
Chen, C.H.1
Li, K.C.2
-
14
-
-
0000243445
-
Non-linearity and specification problems in unexpected earnings response regression models
-
Cheng, C. S. A., W. S. Hopewood, and J. C. McKeown. 1992. Non-linearity and specification problems in unexpected earnings response regression models. The Accounting Review 67 (3): 579-598.
-
(1992)
The Accounting Review
, vol.67
, Issue.3
, pp. 579-598
-
-
Cheng, C.S.A.1
Hopewood, W.S.2
McKeown, J.C.3
-
15
-
-
84947318637
-
Locally weighted regression: An approach to regression analysis by local fitting
-
Cleveland, W. S., and S. J. Devlin. 1988. Locally weighted regression: An approach to regression analysis by local fitting. Journal of the American Statistical Association 83 (403): 596-610.
-
(1988)
Journal of the American Statistical Association
, vol.83
, Issue.403
, pp. 596-610
-
-
Cleveland, W.S.1
Devlin, S.J.2
-
18
-
-
84984175101
-
Nonlinearities in the returns-earnings relation: Tests of alternative specifications and explanations
-
Das, S., and B. Lev. 1994. Nonlinearities in the returns-earnings relation: Tests of alternative specifications and explanations. Contemporary Accounting Research 11 (1): 353-379.
-
(1994)
Contemporary Accounting Research
, vol.11
, Issue.1
, pp. 353-379
-
-
Das, S.1
Lev, B.2
-
19
-
-
0000975683
-
Slicing regression: A link-free regression method
-
Duan, N., and K-C. Li. 1991. Slicing regression: A link-free regression method. Annals of Statistics 19: 505-530.
-
(1991)
Annals of Statistics
, vol.19
, pp. 505-530
-
-
Duan, N.1
K-C, L.2
-
20
-
-
38249012671
-
The relative and complementary performance of analyst and security-price-based measures of expected earnings
-
Elgers, P. T, and D. Murray. 1992. The relative and complementary performance of analyst and security-price-based measures of expected earnings. Journal of Accounting and Economics 15 (2): 303-316.
-
(1992)
Journal of Accounting and Economics
, vol.15
, Issue.2
, pp. 303-316
-
-
Elgers, P.T.1
Murray, D.2
-
21
-
-
0040805996
-
Forecasting profitability and earnings
-
Fama, E. F., and K. R. French. 2000. Forecasting profitability and earnings. Journal of Business 73 (2): 161-175.
-
(2000)
Journal of Business
, vol.73
, Issue.2
, pp. 161-175
-
-
Fama, E.F.1
French, K.R.2
-
22
-
-
0000864783
-
The association between accounting earnings and security returns for large and small firms
-
Freeman, R. N. 1987. The association between accounting earnings and security returns for large and small firms. Journal of Accounting and Economics 9 (2): 195-228.
-
(1987)
Journal of Accounting and Economics
, vol.9
, Issue.2
, pp. 195-228
-
-
Freeman, R.N.1
-
23
-
-
21144462546
-
A nonlinear model of security price responses to unexpected earnings
-
S. Y. Tse. 1992. A nonlinear model of security price responses to unexpected earnings. Journal of Accounting Research 30 (2): 185-209.
-
(1992)
Journal of Accounting Research
, vol.30
, Issue.2
, pp. 185-209
-
-
Tse, S.Y.1
-
24
-
-
77951568929
-
Financial analysts' forecasts of earnings: A better surrogate for market expectations
-
Fried, D., and D. Givoly. 1982. Financial analysts' forecasts of earnings: A better surrogate for market expectations. Journal of Accounting and Economics 11: 1-31.
-
(1982)
Journal of Accounting and Economics
, vol.11
, pp. 1-31
-
-
Fried, D.1
Givoly, D.2
-
25
-
-
0004296209
-
-
Englewood Cliffs, NJ: Prentice Hall
-
Greene, W. H. 2003. Econometric Analysis. Englewood Cliffs, NJ: Prentice Hall.
-
(2003)
Econometric Analysis
-
-
Greene, W.H.1
-
27
-
-
0043227323
-
Institutional ownership and the extent to which stock prices reflect future earnings
-
Jiambalvo, J., S. Rajgopal, and M. Venkatachalam. 2002. Institutional ownership and the extent to which stock prices reflect future earnings. Contemporary Accounting Research 19: 117-145.
-
(2002)
Contemporary Accounting Research
, vol.19
, pp. 117-145
-
-
Jiambalvo, J.1
Rajgopal, S.2
Venkatachalam, M.3
-
28
-
-
0004106009
-
-
2nd edition. New York, NY: Macmillan Publishing Co
-
Kmenta, J. 1986. Elements of Econometrics. 2nd edition. New York, NY: Macmillan Publishing Co.
-
(1986)
Elements of Econometrics
-
-
Kmenta, J.1
-
29
-
-
0003376426
-
Price-earnings regressions in the presence of prices leading earnings
-
Kothari, S. P. 1992. Price-earnings regressions in the presence of prices leading earnings. Journal of Accounting and Economics 15 (2-3): 173-202.
-
(1992)
Journal of Accounting and Economics
, vol.15
, Issue.2-3
, pp. 173-202
-
-
Kothari, S.P.1
-
30
-
-
38249012163
-
Information in prices about future earnings
-
R. G. Sloan. 1992. Information in prices about future earnings. Journal of Accounting and Economics 15 (2-3): 143-171.
-
(1992)
Journal of Accounting and Economics
, vol.15
, Issue.2-3
, pp. 143-171
-
-
Sloan, R.G.1
-
31
-
-
0000288294
-
Capital markets research in accounting
-
2001. Capital markets research in accounting. Journal of Accounting and Economics 31: 105-231.
-
(2001)
Journal of Accounting and Economics
, vol.31
, pp. 105-231
-
-
-
35
-
-
0038845431
-
Rationality and analyst forecast bias
-
Lim, T. 2001. Rationality and analyst forecast bias. The Journal of Finance 56: 369-385.
-
(2001)
The Journal of Finance
, vol.56
, pp. 369-385
-
-
Lim, T.1
-
36
-
-
0003878575
-
-
New York, NY: Macmillan Publishing Co
-
Lindgren, B. W. 1968. Statistical Theory. New York, NY: Macmillan Publishing Co.
-
(1968)
Statistical Theory
-
-
Lindgren, B.W.1
-
37
-
-
0345551355
-
Single-index model selections
-
Naik, P. A., and C. L. Tsai. 2001. Single-index model selections. Biometrika 88 (3): 821-832.
-
(2001)
Biometrika
, vol.88
, Issue.3
, pp. 821-832
-
-
Naik, P.A.1
Tsai, C.L.2
-
38
-
-
39149126416
-
Analysts' forecasts as earnings expectations
-
O'Brien, P. 1988. Analysts' forecasts as earnings expectations. Journal of Accounting and Economics 10: 53-83.
-
(1988)
Journal of Accounting and Economics
, vol.10
, pp. 53-83
-
-
O'Brien, P.1
-
39
-
-
0000070375
-
Financial statement analysis and the prediction of stock returns
-
Ou, J. A., and S. H. Penman. 1989a. Financial statement analysis and the prediction of stock returns. Journal of Accounting and Economics 11: 295-329.
-
(1989)
Journal of Accounting and Economics
, vol.11
, pp. 295-329
-
-
Ou, J.A.1
Penman, S.H.2
-
40
-
-
0000255658
-
Accounting measurement, price-earnings ratio, and the information content of security prices
-
1989b. Accounting measurement, price-earnings ratio, and the information content of security prices. Journal of Accounting Research 27 (Supplement): 111-144.
-
(1989)
Journal of Accounting Research
, vol.27
, Issue.SUPPL.EMENT
, pp. 111-144
-
-
-
41
-
-
0001529262
-
The information content of nonearnings accounting numbers as earnings predictors
-
1990. The information content of nonearnings accounting numbers as earnings predictors. Journal of Accounting Research 28 (1): 144-163.
-
(1990)
Journal of Accounting Research
, vol.28
, Issue.1
, pp. 144-163
-
-
-
42
-
-
0001720621
-
Combining earnings and book value in equity valuation
-
Penman, S. H. 1998. Combining earnings and book value in equity valuation. Contemporary Accounting Research 15 (3): 291-324.
-
(1998)
Contemporary Accounting Research
, vol.15
, Issue.3
, pp. 291-324
-
-
Penman, S.H.1
-
43
-
-
3843103628
-
Does the stock market fully appreciate the implications of leading indicators for future earnings? Evidence from order backlog
-
Rajgopal, S., T. Shevlin, and M. Venkatachalam. 2003. Does the stock market fully appreciate the implications of leading indicators for future earnings? Evidence from order backlog. Review of Accounting Studies 8: 461-492.
-
(2003)
Review of Accounting Studies
, vol.8
, pp. 461-492
-
-
Rajgopal, S.1
Shevlin, T.2
Venkatachalam, M.3
-
44
-
-
11244287728
-
The walk-down to beatable analyst forecasts: The role of equity issuance and insider trading incentives
-
Richardson, S., S. H. Teoh, and P. D. Wysocki. 2004. The walk-down to beatable analyst forecasts: The role of equity issuance and insider trading incentives. Contemporary Accounting Research 21 (4): 885-924.
-
(2004)
Contemporary Accounting Research
, vol.21
, Issue.4
, pp. 885-924
-
-
Richardson, S.1
Teoh, S.H.2
Wysocki, P.D.3
|