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Stock price reactions to earnings announcements: evidence from Chinese markets
10 references·4 citing·47 second hop
Stock price reactions to earnings announcements: evidence from Chinese markets (2002)Stock price reactions to earnings announc…Transparency in Chinese stocks: A study of earnings forecasts by professional analysts (1999)Transparency in Chinese stock…The Strategic Timing of Corporate Disclosures (1996)The Strategic Timing of Corpo…The association between stock returns and foreign GAAP earnings versus earnings adjusted to U.S. GAAP (1996)The association between stock…The Relative Informativeness of Accounting Disclosures in Different Countries (1993)The Relative Informativeness …A Comparison of the Value-Relevance of U.S. Versus Non-U.S. GAAP Accounting Measures Using Form 20-F Reconciliations (1993)A Comparison of the Value-Rel…Cross-sectional variation in the stock market response to accounting earnings announcements (1989)Cross-sectional variation in …Seasonalities in security returns (1988)Seasonalities in security ret…Using daily stock returns (1985)Using daily stock returnsAn Empirical Investigation of the Effect of Quarterly Earnings Announcement Timing on Stock Returns (1984)An Empirical Investigation of…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Earnings benchmarks, earnings management and future stock performance of Chinese listed companies reporting under ASBE-IFRS (2017)Earnings benchmarks, earnings…Link between market return, governance and earnings management: an emerging market perspective (2014)Link between market return, g…Relative value‐relevance of accounting measures based on Chinese Accounting Standards and International Financial Reporting Standards (2012)Relative value‐relevance of a…The three-factor model and artificial neural networks: predicting stock price movement in China (2009)The three-factor model and ar…The Information Content of Annual Earnings Announcements (1968)Estimating betas from nonsynchronous data (1977)Repurchase tender offers and earnings information (1991)Overreaction to Intra‐industry Information Transfers? (2008)Limited attention and the earnings announcement returns of past stock market winners (2009)Survey of current business (1921)Disclosure, Liquidity, and the Cost of Capital (1991)Accounting earnings and cash flows as measures of firm performance (1994)The value relevance of IAS reconciliation components: empirical evidence from Finland (2000)Value relevance of international accounting standards harmonization: Evidence from A- and B-share markets in China (2005)Value Relevance of Accounting Information in Different Stock Market Segments: The Case of Chinese A-, B-, and H-Shares (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Sailing through the COVID-19 Crisis by Using AI for Financial Market Predictions (2020)Service provider portfolio selection for project management using a BP neural network (2021)A deep learning-based approach for performance assessment and prediction: A case study of pulp and paper industries (2022)Dividend Policy, Growth, and the Valuation of Shares (1961)Positive Accounting Theory (1985)Association between accounting performance measures and stock prices (1992)Price and return models (1995)The implied cost of capital: A new approach (2011)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)On the Impossibility of Informationally Efficient Markets (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Event Day 0? After‐Hours Earnings Announcements (2008)Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling (2016)Does persistence explain ESG disclosure decisions? (2018)A Simplified Model for Portfolio Analysis (1963)The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors (1979)Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)The distribution of earnings news over time and seasonalities in aggregate stock returns (1987)The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements (1989)Security Returns Around Earnings Announcements. (1991)Persuasive evidence of market inefficiency (1985)The Value Relevance of German Accounting Measures: An Empirical Analysis (1994)International Differences in the Timeliness, Conservatism, and Classification of Earnings (1999)Adoption of IFRS in Spain: Effect on the comparability and relevance of financial reporting (2007)Accounting standards and value relevance of financial statements: An international analysis (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Infrastructure Requirements for an Economically Efficient System of Public Financial Reporting and Disclosure (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1989Cross-sectional variation in the stock market response to accounting earnings announcements816 cited
  • 1993The Relative Informativeness of Accounting Disclosures in Different Countries643 cited
  • 1993A Comparison of the Value-Relevance of U.S. Versus Non-U.S. GAAP Accounting Measures Using Form 20-F Reconciliations484 cited
  • 1984An Empirical Investigation of the Effect of Quarterly Earnings Announcement Timing on Stock Returns334 cited
  • 1988Seasonalities in security returns185 cited
  • 1996The Strategic Timing of Corporate Disclosures139 cited
  • 1996The association between stock returns and foreign GAAP earnings versus earnings adjusted to U.S. GAAP124 cited
  • 1999Transparency in Chinese stocks: A study of earnings forecasts by professional analysts51 cited

Cited by

  • 2009The three-factor model and artificial neural networks: predicting stock price movement in China52 cited
  • 2012Relative value‐relevance of accounting measures based on Chinese Accounting Standards and International Financial Reporting Standards25 cited
  • 2017Earnings benchmarks, earnings management and future stock performance of Chinese listed companies reporting under ASBE-IFRS21 cited
  • 2014

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Link between market return, governance and earnings management: an emerging market perspective
14 cited