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Stock returns and earnings announcements in Finland
16 references·1 citing·35 second hop
Stock returns and earnings announcements in Finland (1996)Stock returns and earnings announcements …Financial statement analysis (2007)Financial statement analysisThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…The Multiperiod Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports (1989)The Multiperiod Information C…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 …Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Debt/Equity Ratio and Expecte…Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)Trading Mechanisms and Stock …Information and Competitive Price Systems (1976)Information and Competitive P…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…On the Association Between Operating Leverage and Risk (1974)On the Association Between Op…A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS (1973)A NOTE ON USING CROSS‐SECTION…THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS (1972)THE EFFECT OF THE FIRM'S CAPI…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Accounting income, income components and market-to-book equity ratios: Finnish evidence (1998)Accounting income, income com…Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating betas from nonsynchronous data (1977)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Another Look at the Cross-Section of Expected Stock Returns (1995)Replicating Anomalies (2018)Measuring security price performance (1980)Using daily stock returns (1985)The Event Study Methodology Since 1969 (1998)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Earnings Management During Import Relief Investigations (1991)Event Studies in Economics and Finance (1997)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)The cost of capital, corporation finance and the theory of investment (2008)An Intertemporal Capital Asset Pricing Model (1973)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)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Efficient Capital Markets: II (1991)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
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  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
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  • 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS1,130 cited
  • 2007Financial statement analysis1,022 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1987Trading Mechanisms and Stock Returns: An Empirical Investigation769 cited
  • 1974On the Association Between Operating Leverage and Risk513 cited
  • 1973A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

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477 cited
  • 1989The Multiperiod Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports229 cited
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    • 1998Accounting income, income components and market-to-book equity ratios: Finnish evidence13 cited