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Rejoinder—Customer Satisfaction-Based Mispricing: Issues and Misconceptions
16 references·1 citing·39 second hop
Rejoinder—Customer Satisfaction-Based Mispricing: Issues and Misconceptions (2009)Rejoinder—Customer Satisfaction-Based Mis…Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Does the stock market fully v…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Econometrics of Event Studies…The conditional CAPM does not explain asset-pricing anomalies☆ (2006)The conditional CAPM does not…Downside Risk (2006)Downside RiskAn Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases (2004)An Examination of Long‐Term A…Analysis of Panel Data (2003)Analysis of Panel DataThe Stock Market Valuation of Research and Development Expenditures (2001)The Stock Market Valuation of…Capital markets research in accounting (2001)Capital markets research in a…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Are Nonfinancial Measures Leading Indicators of Financial Performance? An Analysis of Customer Satisfaction (1998)Are Nonfinancial Measures Lea…Industry costs of equity (1997)Industry costs of equityCustomer Satisfaction, Productivity, and Profitability: Differences Between Goods and Services (1997)Customer Satisfaction, Produc…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Earnings Innovations, Earnings Persistence, and Stock Returns (1987)Earnings Innovations, Earning…Disentangling the market value of customer satisfaction: Evidence from market reaction to the unanticipated component of ACSI announcements (2012)Disentangling the market valu…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)The Balanced Scorecard (1998)Transforming the Balanced Scorecard from Performance Measurement to Strategic Management: Part I (2001)Performance implications of strategic performance measurement in financial services firms (2003)Customer Satisfaction and Shareholder Value (2004)Biases in Dynamic Models with Fixed Effects (1981)The analysis of household surveys (1997)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)A theory of human motivation. (1943)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)… and the Cross-Section of Expected Returns (2015)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Sustainable investing in equilibrium (2020)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Judgment under Uncertainty: Heuristics and Biases (1974)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Initial conditions and moment restrictions in dynamic panel data models (1995)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Market Reactions to Tangible and Intangible Information (2006)Innovative efficiency and stock returns (2012)Replicating Anomalies (2018)
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916 cited
  • 1987Earnings Innovations, Earnings Persistence, and Stock Returns909 cited
  • 2007Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.841 cited
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    • 2012Disentangling the market value of customer satisfaction: Evidence from market reaction to the unanticipated component of ACSI announcements27 cited