References

• 1985Dividend Policy under Asymmetric Information3,459 cited
• 1988Permanent and Temporary Components of Stock Prices3,036 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
• 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1991Earnings Asan Explanatory Variable for Returns1,017 cited
• 1982Financial Reporting: An Accounting Revolution.953 cited
• 1987Earnings Innovations, Earnings Persistence, and Stock Returns909 cited
• 1989Cross-sectional variation in the stock market response to accounting earnings announcements816 cited
• 1989Long memory and persistence in aggregate output546 cited
• 1986The Information Contained in the Components of Earnings511 cited
• 1972SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME454 cited
• 1992Aggregate accounting earnings can explain most of security returns437 cited
• 1977The Time Series of Annual Accounting Earnings336 cited