SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Role of Expectations in Explaining the Cross-Section of Stock Returns
16 references·8 citing·36 second hop
The Role of Expectations in Explaining the Cross-Section of Stock Returns (2004)The Role of Expectations in Explaining th…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…Detecting Earnings Management (2012)Detecting Earnings ManagementThe rewards to meeting or beating earnings expectations (2002)The rewards to meeting or bea…Management's Incentives to Avoid Negative Earnings Surprises (2002)Management's Incentives to Av…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Earnings Management to Exceed Thresholds (1999)Earnings Management to Exceed…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 …Valuation and Clean Surplus Accounting for Operating and Financial Activities* (1995)Valuation and Clean Surplus A…Detecting Earnings Management. (1995)Detecting Earnings Management.The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Measuring security price performance (1980)Measuring security price perf…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Patent Citations and Financial Analysts’ Long-Term Growth Forecasts (2017)Patent Citations and Financia…Earnings Acceleration and Stock Returns (2017)Earnings Acceleration and Sto…Investor sentiment, stock mispricing, and long-term growth expectations (2015)Investor sentiment, stock mis…Alphanomics: The Informational Underpinnings of Market Efficiency (2015)Alphanomics: The Informationa…The Effect Of Economic Value Added On Stock Return: Evidence From Selected Companies Of Karachi Stock Exchange. (2014)The Effect Of Economic Value …The value relevance of accounting‐based performance measures in emerging economies (2011)The value relevance of accoun…Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis (2010)Relative accuracy of analysts…To Guide Or Not to Guide? Causes and Consequences of Stopping Quarterly Earnings Guidance (2006)To Guide Or Not to Guide? Cau…Prospect theory: An analysis of decision under risk (1988)Earnings management to avoid earnings decreases and losses (1997)The economic implications of corporate financial reporting (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Capital markets research in accounting (2001)Toward an Implied Cost of Capital (2001)Expected EPS and EPS Growth as Determinantsof Value (2005)The cost of capital, corporation finance and the theory of investment (2008)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Earnings Management During Import Relief Investigations (1991)Accounting earnings and cash flows as measures of firm performance (1994)Debt covenant violation and manipulation of accruals (1994)Earnings management and investor protection: an international comparison (2003)Earnings Management through Real Activities Manipulation (2003)Performance matched discretionary accrual measures (2005)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1995Detecting Earnings Management.6,532 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2012Detecting Earnings Management3,821 cited
  • 1980Measuring security price performance3,330 cited
  • 1999Earnings Management to Exceed Thresholds2,764 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1998Market 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.12,572 cited
  • 1995Valuation and Clean Surplus Accounting for Operating and Financial Activities*2,224 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 1983Size-related anomalies and stock return seasonality

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,800 cited
  • 2002The rewards to meeting or beating earnings expectations1,706 cited
  • 2002Management's Incentives to Avoid Negative Earnings Surprises1,615 cited
  • Cited by

    • 2015Alphanomics: The Informational Underpinnings of Market Efficiency55 cited
    • 2011The value relevance of accounting‐based performance measures in emerging economies39 cited
    • 2015Investor sentiment, stock mispricing, and long-term growth expectations37 cited
    • 2014The Effect Of Economic Value Added On Stock Return: Evidence From Selected Companies Of Karachi Stock Exchange.36 cited
    • 2017Earnings Acceleration and Stock Returns34 cited
    • 2006To Guide Or Not to Guide? Causes and Consequences of Stopping Quarterly Earnings Guidance33 cited
    • 2010Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis17 cited
    • 2017Patent Citations and Financial Analysts’ Long-Term Growth Forecasts11 cited