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Information and the Sequential Valuation of Assets in Arbitrage-Free Economies
8 references·15 citing·27 second hop
Information and the Sequential Valuation of Assets in Arbitrage-Free Economies (1980)Information and the Sequential Valuation …The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…The information content of security prices (1980)The information content of se…Further results on the informational efficiency of competitive stock markets (1978)Further results on the inform…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Risk Aversion and the Martingale Property of Stock Prices (1973)Risk Aversion and the Marting…Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)Existence of Equilibrium of P…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…The Theory of Linear Economic Models (1962)The Theory of Linear Economic…Accounting based valuation models: what have we learned? (2004)Accounting based valuation mo…Endogenous Parameter Time Series Estimation of the Ohlson Model: Linear and Nonlinear Analyses (2003)Endogenous Parameter Time Ser…Dividend taxes and firm valuation: (2003)Dividend taxes and firm valua…Linear Accounting Valuation When Abnormal Earnings Are AR(2) (2001)Linear Accounting Valuation W…Linear Information Dynamics, Dividend Irrelevance, Corporate Valuation and the Clean Surplus Relationship (1997)Linear Information Dynamics, …Modeling dividends, earnings, and book value equity: An empirical investigation of the ohlson valuation dynamics (1996)Modeling dividends, earnings,…Earnings, Book Values, and Dividends in Equity Valuation* (1995)Earnings, Book Values, and Di…A PERSPECTIVE ON ACCOUNTING AND STOCK PRICES (1995)A PERSPECTIVE ON ACCOUNTING A…The Ability of Earnings to Predict Future Earnings and Cash Flow (1994)The Ability of Earnings to Pr…Financial statement analysis and the prediction of stock returns (1989)Financial statement analysis …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…Price-Earnings Ratios and Earnings Capitalization Under Uncertainty (1983)Price-Earnings Ratios and Ear…SOME FORMAL CONNECTIONS BETWEEN ECONOMIC VALUES AND YIELDS AND ACCOUNTING NUMBERS (1982)SOME FORMAL CONNECTIONS BETWE…Rational Expectations and the Theory of Price Movements (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Capital markets research in accounting (2001)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Positive Accounting Theory (1985)Stock Prices, Earnings and Expected Dividends (1988)Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Valuation and Clean Surplus Accounting for Operating and Financial Activities* (1995)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)… and the Cross-Section of Expected Returns (2015)An Intertemporal Capital Asset Pricing Model (1973)The relations among environmental disclosure, environmental performance, and economic performance: a simultaneous equations approach (2003)Cash Flow Patterns as a Proxy for Firm Life Cycle (2011)Existence and Uniqueness of Equilibrium Points for Concave N-Person Games (1965)Asset pricing and the bid-ask spread (1986)The Circular Economy: An Interdisciplinary Exploration of the Concept and Application in a Global Context (2015)Option pricing: A simplified approach (1979)A Theory of the Term Structure of Interest Rates (1985)
this work references cited by second hop

References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1962The Theory of Linear Economic Models901 cited
  • 1980The information content of security prices763 cited
  • 1972Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets722 cited
  • 1973Risk Aversion and the Martingale Property of Stock Prices357 cited
  • 1978Further results on the informational efficiency of competitive stock markets198 cited

Cited by

  • 1995Earnings, Book Values, and Dividends in Equity Valuation*5,061 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
  • 1989Financial statement analysis and the prediction of stock returns1,002 cited
  • 1987Earnings Innovations, Earnings Persistence, and Stock Returns909 cited
  • 1989Cross-sectional variation in the stock market response to accounting earnings announcements816 cited
  • 1982SOME FORMAL CONNECTIONS BETWEEN ECONOMIC VALUES AND YIELDS AND ACCOUNTING NUMBERS443 cited
  • 1994

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The Ability of Earnings to Predict Future Earnings and Cash Flow
317 cited
  • 2004Accounting based valuation models: what have we learned?97 cited
  • 1995A PERSPECTIVE ON ACCOUNTING AND STOCK PRICES69 cited
  • 1997Linear Information Dynamics, Dividend Irrelevance, Corporate Valuation and the Clean Surplus Relationship68 cited
  • 2003Endogenous Parameter Time Series Estimation of the Ohlson Model: Linear and Nonlinear Analyses57 cited
  • 2001Linear Accounting Valuation When Abnormal Earnings Are AR(2)57 cited
  • 2003Dividend taxes and firm valuation:56 cited
  • 1996Modeling dividends, earnings, and book value equity: An empirical investigation of the ohlson valuation dynamics53 cited
  • 1983Price-Earnings Ratios and Earnings Capitalization Under Uncertainty52 cited