-
1
-
-
84977737410
-
Purchasing Power Parity in the Long Run
-
Abuaf N., Jorion P. 1990. “Purchasing Power Parity in the Long Run.” Journal of Finance 45: 45-174.
-
(1990)
Journal of Finance
, vol.45
, pp. 45-174
-
-
Abuaf, N.1
Jorion, P.2
-
2
-
-
84944835541
-
Deviations from Purchasing Power Parity in the Long Run
-
Adler M., Lehmann B. 1983. “Deviations from Purchasing Power Parity in the Long Run.” Journal of Finance 38: 38-1487.
-
(1983)
Journal of Finance
, vol.38
, pp. 38-1487
-
-
Adler, M.1
Lehmann, B.2
-
3
-
-
0001356406
-
Permanent versus Transitory Components of Annual Earnings and Estimation Error in Earnings Response Coefficients
-
Ali A., Zarowin P. 1992a. “Permanent versus Transitory Components of Annual Earnings and Estimation Error in Earnings Response Coefficients.” Journal of Accounting and Economics 15: 15-264.
-
(1992)
Journal of Accounting and Economics
, vol.15
, pp. 15-264
-
-
Ali, A.1
Zarowin, P.2
-
4
-
-
21144481849
-
The Role of Earnings Levels in Annual Earnings-Returns Studies
-
Ali A., Zarowin P. 1992b. “The Role of Earnings Levels in Annual Earnings-Returns Studies.” Journal of Accounting Research 30: 30-296.
-
(1992)
Journal of Accounting Research
, vol.30
, pp. 30-296
-
-
Ali, A.1
Zarowin, P.2
-
5
-
-
84993595830
-
Some Time Series Properties of Accounting Income
-
Ball R., Watts R. 1972. “Some Time Series Properties of Accounting Income.” Journal of Finance 27: 27-681.
-
(1972)
Journal of Finance
, vol.27
, pp. 27-681
-
-
Ball, R.1
Watts, R.2
-
6
-
-
0001509216
-
The Relationship Between Time-Series Models and the Security Market's Expectation of Quarterly Earnings
-
Bathke A. W. Jr., Lorek K. S. 1984. “The Relationship Between Time-Series Models and the Security Market's Expectation of Quarterly Earnings.” The Accounting Review 59: 59-176.
-
(1984)
The Accounting Review
, vol.59
, pp. 59-176
-
-
Bathke, A.W.1
Lorek, K.S.2
-
10
-
-
0001819765
-
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
-
Bernard V. L., Thomas J. K. 1989. “Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?” Journal of Accounting Research 27: 27-36.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 27-36
-
-
Bernard, V.L.1
Thomas, J.K.2
-
11
-
-
49149136203
-
A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the ‘Business Cycle.
-
Beveridge S., Nelson C. R. 1981. “A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the ‘Business Cycle.’” Journal of Monetary Economics 7: 7-174.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 7-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
14
-
-
0000337650
-
Earnings Forecasting Research: Its Implications for Capital Markets Research
-
Brown L. 1993. “Earnings Forecasting Research: Its Implications for Capital Markets Research.” International Journal of Forecasting 9: 9-320.
-
(1993)
International Journal of Forecasting
, vol.9
, pp. 9-320
-
-
Brown, L.1
-
15
-
-
0001146559
-
Univariate Time-Series Models of Quarterly Accounting Earnings Per Share: A Proposed Model
-
Brown L., Rozeff M. 1979. “Univariate Time-Series Models of Quarterly Accounting Earnings Per Share: A Proposed Model.” Journal of Accounting Research 17: 17-189.
-
(1979)
Journal of Accounting Research
, vol.17
, pp. 17-189
-
-
Brown, L.1
Rozeff, M.2
-
16
-
-
84936823544
-
How Big is the Random Walk in GNP?
-
Cochrane John H. 1988. “How Big is the Random Walk in GNP?” Journal of Political Economy 96: 96-920.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 96-920
-
-
Cochrane, J.H.1
-
18
-
-
21344493369
-
Measuring Equilibrating Forces of Financial Ratios
-
Davis H. Z., Peles Y. C. 1993. “Measuring Equilibrating Forces of Financial Ratios.” Accounting Review 68: 68-747.
-
(1993)
Accounting Review
, vol.68
, pp. 68-747
-
-
Davis, H.Z.1
Peles, Y.C.2
-
19
-
-
85036258669
-
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
-
Dickey D. A., Fuller W. A. 1979. “Distribution of the Estimators for Autoregressive Time Series with a Unit Root.” Journal of The American Statistical Associations 74: 74-431.
-
(1979)
Journal of The American Statistical Associations
, vol.74
, pp. 74-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
20
-
-
0000472488
-
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
-
Dickey D. A., Fuller W. A. 1981. “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.” Econometrica 49: 49-1072.
-
(1981)
Econometrica
, vol.49
, pp. 49-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
21
-
-
0000185032
-
Earnings Management in an Overlapping Generation Model
-
Dye R. 1988. “Earnings Management in an Overlapping Generation Model.” Journal of Accounting Research 26: 26-235.
-
(1988)
Journal of Accounting Research
, vol.26
, pp. 26-235
-
-
Dye, R.1
-
22
-
-
0000013567
-
Cointegration and Error Correction: Representation, Estimation and Testing
-
Engle R. F., Granger C. W. J. 1987. “Cointegration and Error Correction: Representation, Estimation and Testing.” Econometrica 55: 55-276.
-
(1987)
Econometrica
, vol.55
, pp. 55-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
23
-
-
0000190409
-
Testing for Unit Roots: 2
-
Evans G. B. A., Savin N. E. 1984. “Testing for Unit Roots: 2.” Econometrica 52: 52-1269.
-
(1984)
Econometrica
, vol.52
, pp. 52-1269
-
-
Evans, G.B.A.1
Savin, N.E.2
-
25
-
-
84936823605
-
Permanent and Temporary Components of Stock Prices
-
Fama E. F., French K. R. 1988. “Permanent and Temporary Components of Stock Prices.” Journal of Political Economy 96: 96-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 96-273
-
-
Fama, E.F.1
French, K.R.2
-
26
-
-
0002758163
-
Quarterly Accounting Data: Time Series Properties and Predictive Ability Results
-
Foster G. 1977. “Quarterly Accounting Data: Time Series Properties and Predictive Ability Results.” The Accounting Review 52: 52-21.
-
(1977)
The Accounting Review
, vol.52
, pp. 21-52
-
-
Foster, G.1
-
27
-
-
3042983496
-
Income-Smoothing Behavior under Selected Stochastic Processes
-
Gonedes N. J. 1972. “Income-Smoothing Behavior under Selected Stochastic Processes.” Journal of Business 45: 45-584.
-
(1972)
Journal of Business
, vol.45
, pp. 45-584
-
-
Gonedes, N.J.1
-
29
-
-
84910224284
-
Some Consequences of the Valuation Model When Expectations Are Taken to be Optimum Forecasts
-
Granger C. W. J. 1975. “Some Consequences of the Valuation Model When Expectations Are Taken to be Optimum Forecasts.” Journal of Finance 30: 30-145.
-
(1975)
Journal of Finance
, vol.30
, pp. 30-145
-
-
Granger, C.W.J.1
-
30
-
-
49149136839
-
Some Properties of Time Series Data and Their Use in Econometric Model Specification
-
Granger C. W. J. 1981. “Some Properties of Time Series Data and Their Use in Econometric Model Specification.” Journal of Econometrics 29: 29-130.
-
(1981)
Journal of Econometrics
, vol.29
, pp. 29-130
-
-
Granger, C.W.J.1
-
31
-
-
0002335260
-
The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence
-
Griffin P. 1977. “The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence.” Journal of Accounting Research 15: 15-83.
-
(1977)
Journal of Accounting Research
, vol.15
, pp. 15-83
-
-
Griffin, P.1
-
32
-
-
21344494861
-
Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach
-
Kao C., Wu C. 1994a. “Tests of Dividend Signaling Using the Marsh-Merton Model: A Generalized Friction Approach.” Journal of Business 67: 67-68.
-
(1994)
Journal of Business
, vol.67
, pp. 67-68
-
-
Kao, C.1
Wu, C.2
-
33
-
-
21844506152
-
Rational Expectations, Informational Signaling and Dividend Adjustment to Permanent Earnings
-
Kao C., Wu C. 1994b. “Rational Expectations, Informational Signaling and Dividend Adjustment to Permanent Earnings.” Review of Economics and Statistics 76: 76-502.
-
(1994)
Review of Economics and Statistics
, vol.76
, pp. 76-502
-
-
Kao, C.1
Wu, C.2
-
34
-
-
0000379726
-
Income Smoothing as Rational Equilibrium Behavior
-
Lambert R. 1984. “Income Smoothing as Rational Equilibrium Behavior.” The Accounting Review 59: 59-618.
-
(1984)
The Accounting Review
, vol.59
, pp. 59-618
-
-
Lambert, R.1
-
35
-
-
0345872479
-
Using Shrinkage Estimators to Improve upon Time-Series Model Proxies for the Security Market's Expectation of Earnings
-
Landsman W. R., Damodaran A. 1989. “Using Shrinkage Estimators to Improve upon Time-Series Model Proxies for the Security Market's Expectation of Earnings.” Journal of Accounting Research 27: 27-115.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 27-115
-
-
Landsman, W.R.1
Damodaran, A.2
-
36
-
-
0001250497
-
Expectation Formation and the Financial Ratio Adjustment Processes
-
Lee C. F., Wu C. 1988. “Expectation Formation and the Financial Ratio Adjustment Processes.” The Accounting Review 63: 63-306.
-
(1988)
The Accounting Review
, vol.63
, pp. 63-306
-
-
Lee, C.F.1
Wu, C.2
-
37
-
-
0001199687
-
Industry Averages as Targets for Financial Ratios
-
Lev B. 1969. “Industry Averages as Targets for Financial Ratios.” Journal of Accounting Research 7: 7-299.
-
(1969)
Journal of Accounting Research
, vol.7
, pp. 7-299
-
-
Lev, B.1
-
38
-
-
0002744905
-
Distribution of Income of Corporations
-
Lintner J. 1956. “Distribution of Income of Corporations.” American Economic Review 46: 46-113.
-
(1956)
American Economic Review
, vol.46
, pp. 46-113
-
-
Lintner, J.1
-
40
-
-
0002484986
-
Stock Market Price Do Not Follow Random Walks: Evidence from a Simple Specification Test
-
Lo A. W., MacKinlay A. C. 1988. “Stock Market Price Do Not Follow Random Walks: Evidence from a Simple Specification Test.” Review of Financial Studies 1: 1-66.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 1-66
-
-
Lo, A.W.1
MacKinlay, A.C.2
-
41
-
-
21144480720
-
Time-Series Properties and Predictive Ability of Funds Flow Variables
-
Lorek K. S., Schaefer T. F., Willinger G. L. 1993. “Time-Series Properties and Predictive Ability of Funds Flow Variables.” The Accounting Review 68: 68-163.
-
(1993)
The Accounting Review
, vol.68
, pp. 68-163
-
-
Lorek, K.S.1
Schaefer, T.F.2
Willinger, G.L.3
-
42
-
-
0002772595
-
Dividend Behavior for the Aggregate Stock Market
-
Marsh T., Merton R. 1987. “Dividend Behavior for the Aggregate Stock Market.” Journal of Business 60: 60-40.
-
(1987)
Journal of Business
, vol.60
, pp. 40-60
-
-
Marsh, T.1
Merton, R.2
-
43
-
-
84911588406
-
On Unit Roots and the Empirical Modeling of Exchange Rates
-
Meese R. A., Singleton K. J. 1982. “On Unit Roots and the Empirical Modeling of Exchange Rates.” Journal of Finance 37: 37-1035.
-
(1982)
Journal of Finance
, vol.37
, pp. 37-1035
-
-
Meese, R.A.1
Singleton, K.J.2
-
44
-
-
0001699517
-
Dividend Policy, Growth and the Valuation of Shares
-
Miller M. H., Modigliani F. 1961. “Dividend Policy, Growth and the Valuation of Shares.” Journal of Business 34: 34-433.
-
(1961)
Journal of Business
, vol.34
, pp. 34-433
-
-
Miller, M.H.1
Modigliani, F.2
-
45
-
-
0000725317
-
Income Smoothing and Incentives: Empirical Tests Using Accounting Changes
-
Moses O. D. 1987. “Income Smoothing and Incentives: Empirical Tests Using Accounting Changes.” The Accounting Review 62: 62-375.
-
(1987)
The Accounting Review
, vol.62
, pp. 62-375
-
-
Moses, O.D.1
-
46
-
-
49049143455
-
Trends and Random Walks in Macro-Economic Time Series
-
Nelson C. R., Plosser C. I. 1982. “Trends and Random Walks in Macro-Economic Time Series.” Journal of Monetary Economics 10: 10-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 10-162
-
-
Nelson, C.R.1
Plosser, C.I.2
-
47
-
-
0001748237
-
Price Earnings Ratios and Earnings Capitalization under Uncertainty
-
Ohlson J. A. 1983. “Price Earnings Ratios and Earnings Capitalization under Uncertainty.” Journal of Accounting Research 21: 21-154.
-
(1983)
Journal of Accounting Research
, vol.21
, pp. 21-154
-
-
Ohlson, J.A.1
-
48
-
-
84984183910
-
The Theory of Value and Earnings and an Introduction to the Ball-Brown Analysis
-
Ohlson J. A. 1991. “The Theory of Value and Earnings and an Introduction to the Ball-Brown Analysis.” Contemporary Accounting Research 8: 8-19.
-
(1991)
Contemporary Accounting Research
, vol.8
, pp. 8-19
-
-
Ohlson, J.A.1
-
49
-
-
21144463383
-
Changes versus Levels in Earnings as Explanatory Variables for Returns: Some Theoretical Considerations
-
Ohlson J. A., Shroff P. K. 1992. “Changes versus Levels in Earnings as Explanatory Variables for Returns: Some Theoretical Considerations.” Journal of Accounting Research 30: 30-226.
-
(1992)
Journal of Accounting Research
, vol.30
, pp. 30-226
-
-
Ohlson, J.A.1
Shroff, P.K.2
-
50
-
-
0000070375
-
Financial Statement Analysis and the Prediction of Stock Returns
-
Ou J., Penman S. 1989a. “Financial Statement Analysis and the Prediction of Stock Returns.” Journal of Accounting and Economics 27: 27-329.
-
(1989)
Journal of Accounting and Economics
, vol.27
, pp. 27-329
-
-
Ou, J.1
Penman, S.2
-
51
-
-
0000255658
-
Accounting Measurement, Price-Earnings Ratio, and the Information Content of Security Price
-
(Supplement)
-
Ou J., Penman S. 1989b. “Accounting Measurement, Price-Earnings Ratio, and the Information Content of Security Price.” Journal of Accounting Research 27 (Supplement): 111-152.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 111-152
-
-
Ou, J.1
Penman, S.2
-
52
-
-
0000308535
-
Time Series Regression with a Unit Root
-
Phillips P. 1987. “Time Series Regression with a Unit Root.” Econometrica 55: 55-301.
-
(1987)
Econometrica
, vol.55
, pp. 55-301
-
-
Phillips, P.1
-
53
-
-
77956888124
-
Testing for a Unit Root in Time Series Regression
-
Phillips P., Perron P., 1988. “Testing for a Unit Root in Time Series Regression.” Biometrica 75: 75-346.
-
(1988)
Biometrica
, vol.75
, pp. 75-346
-
-
Phillips, P.1
Perron, P.2
-
55
-
-
19044371729
-
Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order
-
Said S. E., Dickey D. A. 1984. “Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order.” Biometrica 71: 71-607.
-
(1984)
Biometrica
, vol.71
, pp. 71-607
-
-
Said, S.E.1
Dickey, D.A.2
-
57
-
-
0002814040
-
Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data
-
Schwert G. W. 1987. “Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data.” Journal of Monetary Economics 20: 20-103.
-
(1987)
Journal of Monetary Economics
, vol.20
, pp. 20-103
-
-
Schwert, G.W.1
-
59
-
-
84950444719
-
Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
-
Tsay R. S., Tiao G. C. 1984. “Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models.” Journal of the American Statistical Association 79: 79-96.
-
(1984)
Journal of the American Statistical Association
, vol.79
, pp. 79-96
-
-
Tsay, R.S.1
Tiao, G.C.2
-
61
-
-
0001690533
-
The Information Content of Dividends
-
Watts R. 1973. “The Information Content of Dividends.” Journal of Business 46: 46-211.
-
(1973)
Journal of Business
, vol.46
, pp. 46-211
-
-
Watts, R.1
-
62
-
-
0000304809
-
A Note on the Correlation of First Differences of Averages in a Random Chain
-
Working H. 1960. “A Note on the Correlation of First Differences of Averages in a Random Chain.” Econometrica 28: 28-918.
-
(1960)
Econometrica
, vol.28
, pp. 28-918
-
-
Working, H.1
|