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Investor Sophistication and the Mispricing of Accruals · Study

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ArticleInvestor Sophistication and the Mispricing of Accruals

Daniel W. Collins2003

Article2003

Investor Sophistication and the Mispricing of Accruals

Daniel W. Collins · Guojin Gong · Paul Hribar

375 citations·0/0 files stored·Review of Accounting Studies

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Financial Markets and Investment Strategies Corporate Finance and Governance Auditing, Earnings Management, Governance

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References

1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1995The Limits of Arbitrage 1998The Influence of Institutional Investors on Myopic R&D Investment Behavior 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics 2002Errors in Estimating Accruals: Implications for Empirical Research 2001Institutional Investors and Equity Prices

Cited by

2006Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs 2004Do institutional investors exploit the post-earnings announcement drift?2004How Informed Are Actively Trading Institutional Investors? Evidence from Their Trading Behavior before a Break in a String of Consecutive Earnings Increases 2011The Accrual Anomaly: Risk or Mispricing?2011Going, Going, Gone? The Apparent Demise of the Accruals Anomaly

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2004Why is the Accrual Anomaly Not Arbitraged Away?preprint · 11 shared references 2006Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costsarticle · 9 shared references 2017Institutional Investment Constraints and Stock Pricesarticle · 8 shared references 2009An Examination of the Effects of Investor Sophistication on the Pricing of Accruals and Cash Flowsarticle · 8 shared references 2015A Better Measure of Institutional Informed Tradingarticle · 8 shared references 2005Short sales, institutional investors and the cross-section of stock returnsarticle · 7 shared references

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Year2003

Typearticle

Published2003-06-01

VenueReview of Accounting Studies

ISSN-L1380-6653

Languageen

Citations375

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1024417513085

openalex_workW1481501828

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2007

Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model

2006An Analysis of the Theories and Explanations Offered for the Mispricing of Accruals and Accrual Components

2006The Persistence of the Accruals Anomaly*