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THE INFORMATION CONTENT OF INFLATION‐ADJUSTED FINANCIAL STATEMENTS
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THE INFORMATION CONTENT OF INFLATION‐ADJUSTED FINANCIAL STATEMENTS (1985)THE INFORMATION CONTENT OF INFLATION‐ADJU…The Relative Information Content of the Release of Financial Results Data by Firms (1981)The Relative Information Cont…The institutional investor and financial information (1981)The institutional investor an…The Lessons to be Learned from the Development of Inflation Accounting in the UK (1980)The Lessons to be Learned fro…The Impact of Earnings Announcements on the Share Price Behaviour of Similar Type Firms (1976)The Impact of Earnings Announ…Current Cost Accounting (1976)Current Cost AccountingEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Information Content of Annual Earnings Announcements (1968)The Information Content of An…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Intra-industry information transfers associated with earnings releases (1981)Intra-Industry Effects of the Accident at Three Mile Island (1983)The BP Oil Spill: Shareholder Wealth Effects and Environmental Disclosures (2017)Portfolio Selection: Efficient Diversification of Investments (1959)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Adjustment of Stock Prices to New Information (1969)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)THE INFORMATION CONTENT OF FIRM FINANCIAL DISCLOSURES (1995)Are trading bans effective? Exchange regulation and corporate insider transactions around earnings announcements (2002)The Adjustment of Stock Prices to New Information (2003)Annual general meetings—rituals of closure or ideal speech situations? A dual analysis (2006)Divestment and inflation accounting: an unemployment machine? (1986)A Classification System for Economic Consequences Issues in Accounting Regulation (1992)Jurisdictional contests between accountants and lawyers: the case of off-balance sheet finance 1985-1990 (1999)Using daily stock returns (1985)Capital markets research in accounting (2001)Inflation accounting in a theory of calculation (1987)Mathews, Gynther and Chambers: three pioneering Australian theorists (2001)Comments on deprivai value and standard setting in measurement: from a symposium to celebrate the work of Professor William T. Baxter (2007)Ethical investment and the corporate reporting function (1991)The role of dividends in valuation models used by analysts and fund managers (1999)Bringing the environment into bank lending: implications for environmental reporting (2004)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1968The Information Content of Annual Earnings Announcements2,827 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1976The Impact of Earnings Announcements on the Share Price Behaviour of Similar Type Firms122 cited
  • 1981The institutional investor and financial information90 cited
  • 1981The Relative Information Content of the Release of Financial Results Data by Firms86 cited
  • 1976Current Cost Accounting31 cited
  • 1980The Lessons to be Learned from the Development of Inflation Accounting in the UK25 cited

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