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Estimating earnings response coefficients: Pooled versus firm-specific models
16 references·16 citing·36 second hopsampled
Estimating earnings response coefficients: Pooled versus firm-specific models (1996)Estimating earnings response coefficients…Analysis of Panel Data (2003)Analysis of Panel DataPrice and return models (1995)Price and return modelsThe stock price effects of alternative types of management earnings forecasts (1993)The stock price effects of al…Perceived Auditor Quality and the Earnings Response Coefficient (1993)Perceived Auditor Quality and…Information in prices about future earnings (1992)Information in prices about f…A Nonlinear Model of Security Price Responses to Unexpected Earnings (1992)A Nonlinear Model of Security…THE RELATION BETWEEN STOCK RETURNS AND ACCOUNTING EARNINGS GIVEN ALTERNATIVE INFONNATION (1990)THE RELATION BETWEEN STOCK RE…Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research (1989)On the Usefulness of Earnings…Cross-sectional variation in the stock market response to accounting earnings announcements (1989)Cross-sectional variation in …An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)An analysis of intertemporal …Earnings Innovations, Earnings Persistence, and Stock Returns (1987)Earnings Innovations, Earning…The theory and practice of econometrics (1986)The theory and practice of ec…The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors (1979)The Association between Unsys…Applied Linear Statistical Models. (1975)Applied Linear Statistical Mo…The Association Between Market Determined and Accounting Determined Risk Measures. 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References

  • 2003Analysis of Panel Data7,858 cited
  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1975Applied Linear Statistical Models.2,287 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
  • 1993Perceived Auditor Quality and the Earnings Response Coefficient1,168 cited
  • 1989On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research1,120 cited
  • 1987Earnings Innovations, Earnings Persistence, and Stock Returns909 cited
  • 1989Cross-sectional variation in the stock market response to accounting earnings announcements816 cited
  • 1995Price and return models691 cited
  • 1970The Association Between Market Determined and Accounting Determined Risk Measures.573 cited
  • 1992A Nonlinear Model of Security Price Responses to Unexpected Earnings521 cited
  • 1979The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors462 cited
  • 1992Information in prices about future earnings370 cited
  • 1993The stock price effects of alternative types of management earnings forecasts

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297 cited
  • 1990THE RELATION BETWEEN STOCK RETURNS AND ACCOUNTING EARNINGS GIVEN ALTERNATIVE INFONNATION265 cited
  • Cited by

    • 2011Earnings Announcements and Attention Constraints: The Role of Market Design85 cited
    • 2005A Reexamination of the Persistence of Accruals and Cash Flows75 cited
    • 2009The Interdependence between Institutional Ownership and Information Dissemination by Data Aggregators74 cited
    • 1999Revisiting the Relation between the Default Risk of Debt and the Earnings Response Coefficient73 cited
    • 2006Earnings quality decline and the effect of industry specialist auditors: An analysis of the late 1990s62 cited
    • 2013Valuation of tax expense62 cited
    • 2021Corporate social responsibility and hotel financial performance56 cited
    • 2011The option market’s anticipation of information content in earnings announcements48 cited
    • 2009Commentaries and Rejoinder to “Marketing and Firm Value: Metrics, Methods, Findings, and Future Directions”: Linking Marketing Actions to Value Creation and Firm Value: Insights from Accounting Research48 cited
    • 2007PENGARUH KOMITE AUDIT TERHADAP KUALITAS LABA43 cited
    • 2005Corporate Governance, Earnings Management, and the Information Content of Accounting Earnings: Theoretical Model and Empirical Tests41 cited
    • 2019Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years40 cited
    • 2001The relationship between accounting numbers and returns: some empirical evidence from the emerging market of the Czech Republic37 cited
    • 2018Determinants of Earnings Persistence and Predictability for Lodging Properties31 cited
    • 2008The Economic Consequence of Voluntary Auditing31 cited
    • 1998The usefulness of earnings in explaining stock returns in an emerging market: the case of Cyprus31 cited