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Market assessment of industry and firm earnings information
16 references·3 citing·42 second hop
Market assessment of industry and firm earnings information (1997)Market assessment of industry and firm ea…Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association (1994)Lack of timeliness and noise …Information in prices about future earnings (1992)Information in prices about f…Aggregate accounting earnings can explain most of security returns (1992)Aggregate accounting earnings…A Nonlinear Model of Security Price Responses to Unexpected Earnings (1992)A Nonlinear Model of Security…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)An analysis of intertemporal …On cross-sectional analysis in accounting research (1987)On cross-sectional analysis i…Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research (1987)Cross-Sectional Dependence an…Intra-industry information transfers associated with earnings releases (1981)Intra-industry information tr…The information content of security prices (1980)The information content of se…The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors (1979)The Association between Unsys…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Some Preliminary Findings on the Association between the Earnings of a Firm, Its Industry, and the Economy (1967)Some Preliminary Findings on …Market and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years (2019)Commemorating the 50‐Year Ann…Intra-Industry Information Transfers and the Post-Earnings Announcement Drift (2011)Intra-Industry Information Tr…Företaget som investeringsobjekt : hur placerare och analytiker arbetar med att ta fram ett investeringsobjekt (2001)Företaget som investeringsobj…The Information Content of Annual Earnings Announcements (1968)Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings (1987)Testing Asymmetric-Information Asset Pricing Models (2012)Using and Interpreting Fixed Effects Models (2023)Rational Expectations and the Theory of Price Movements (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Releases, Anomalies, and the Behavior of Security Returns. (1984)Empirical Tests of the Consumption‐Oriented CAPM (1989)Price and return models (1995)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Diversification, Ricardian Rents, and Tobin's q (1988)The Event Study Methodology Since 1969 (1998)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Editor's Choice Digesting Anomalies: An Investment ApproachMean reversion in stock prices (1988)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)Investor Psychology and Asset Pricing (2001)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Special Information and Insider Trading (1974)The theory and practice of econometrics (1986)Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Abnormal returns to a fundamental analysis strategy. (1998)Managerial Decisions and Long-Term Stock Price Performance (1998)The relationship between return and market value of common stocks (1981)Positive Accounting Theory (1985)Earnings forecasting research: its implications for capital markets research (1993)Scale Effects in Capital Markets‐Based Accounting Research (2009)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)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Earnings Asan Explanatory Variable for Returns (1991)Forecasting Profitability and Earnings (2000)Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)
this work references cited by second hop

References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1980The information content of security prices737 cited
  • 1981Intra-industry information transfers associated with earnings releases592 cited
  • 1987Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research548 cited
  • 1987On cross-sectional analysis in accounting research541 cited
  • 1992A Nonlinear Model of Security Price Responses to Unexpected Earnings521 cited
  • 1994Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association471 cited
  • 1979The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors462 cited
  • 1992Aggregate accounting earnings can explain most of security returns437 cited

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1992
Information in prices about future earnings
370 cited
  • 1967Some Preliminary Findings on the Association between the Earnings of a Firm, Its Industry, and the Economy227 cited
  • Cited by

    • 2019Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years40 cited
    • 2011Intra-Industry Information Transfers and the Post-Earnings Announcement Drift31 cited
    • 2001Företaget som investeringsobjekt : hur placerare och analytiker arbetar med att ta fram ett investeringsobjekt23 cited