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Alternative Measures of Profit Margin: An Empirical Study of the Potential Information Content of Current Cost Accounting
10 references·2 citing·41 second hop
Alternative Measures of Profit Margin: An Empirical Study of the Potential Information Content of Current Cost Accounting (1983)Alternative Measures of Profit Margin: An…The intraday speed of adjustment of stock prices to earnings and dividend announcements (1984)The intraday speed of adjustm…The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices (1981)The Ex Ante and Ex Post Price…The information content of security prices (1980)The information content of se…The information content of SEC accounting series release no. 190 (1980)The information content of SE…The adjustment of security returns to the disclosure of replacement cost accounting information (1980)The adjustment of security re…Anticipated information releases reflected in call option prices (1979)Anticipated information relea…SEC product-line reporting and market efficiency (1975)SEC product-line reporting an…Estimation of linear models with crossed-error structure (1974)Estimation of linear models w…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Fair Value as a Relevant Metric: A Theoretical Investigation (2006)Fair Value as a Relevant Metr…Academic Research in Accounting: The Last 50 Years (1996)Academic Research in Accounti…Rational Expectations and the Theory of Price Movements (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Releases, Anomalies, and the Behavior of Security Returns. (1984)Empirical Tests of the Consumption‐Oriented CAPM (1989)Price and return models (1995)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Market efficiency in real time (2002)Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements☆ (2009)News Trading and Speed (2015)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)Simultaneous Equations with Error Components (1981)LDC's Foreign Borrowing and Default Risk: An Empirical Investigation (1983)Productivity growth in large US commercial banks: The initial post-deregulation experience (2001)Estimating betas from nonsynchronous data (1977)Measuring security price performance (1980)Accounting and Market-Value Measures of Profitability: Consistency, Determinants, and Uses (1984)Market Association Tests and FASB Statement No. 33 Disclosures: A Reexamination (1985)The Theory and Measurement of Business Income (1961)Accounting, evaluation, and economic behavior (1966)The Association Between Market Determined and Accounting Determined Risk Measures. (1970)On the irrelevance of replacement cost disclosures for security prices (1980)The impact of replacement cost disclosure on security prices (1982)The consequences of shifting the IPO offer pricing power from securities regulators to market participants in weak institutional environments: Evidence from China (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Valuation of American call options on dividend-paying stocks (1982)Theory of rational option pricing (2005)Volatility Information Trading in the Option Market (2008)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)Using daily stock returns (1985)Capital markets research in accounting (2001)Line of Business Reporting and Security Prices: An Analysis of an SEC Disclosure Rule (1977)The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information (1979)Attributes of industry, industry segment and firm‐specific information in security valuation* (1989)Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets (1986)The Interrelation of Stock and Options Market Trading-Volume Data (1988)Option Trading, Price Discovery, and Earnings News Dissemination* (1997)
this work references cited by second hop

References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1980The information content of security prices737 cited
  • 1974Estimation of linear models with crossed-error structure478 cited
  • 1984The intraday speed of adjustment of stock prices to earnings and dividend announcements436 cited
  • 1979Anticipated information releases reflected in call option prices325 cited
  • 1981The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices253 cited
  • 1980The information content of SEC accounting series release no. 19085 cited
  • 1980The adjustment of security returns to the disclosure of replacement cost accounting information63 cited
  • 1975SEC product-line reporting and market efficiency57 cited

Cited by

  • 1996Academic Research in Accounting: The Last 50 Years17 cited
  • 2006Fair Value as a Relevant Metric: A Theoretical Investigation17 cited

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