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Management Forecasts, Idiosyncratic Risk, and the Information Environment
16 references·2 citing·43 second hop
Management Forecasts, Idiosyncratic Risk, and the Information Environment (2016)Management Forecasts, Idiosyncratic Risk,…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)The Colors of Investors' Mone…Performance matched discretionary accrual measures (2005)Performance matched discretio…Credibility of Management Forecasts (2005)Credibility of Management For…Information and the Cost of Capital (2004)Information and the Cost of C…Stock Valuation and Learning about Profitability (2003)Stock Valuation and Learning …The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors (2002)The Quality of Accruals and E…Management's Incentives to Avoid Negative Earnings Surprises (2002)Management's Incentives to Av…Earnings Surprises, Growth Expectations, and Stock Returns or Don't Let an Earnings Torpedo Sink Your Portfolio (2002)Earnings Surprises, Growth Ex…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…Corporate Governance and Transparency in Japan (2021)Corporate Governance and Tran…Financial globalisation uncertainty/instability is good for financial development (2017)Financial globalisation uncer…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law and Finance (1998)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)Accounting earnings and cash flows as measures of firm performance (1994)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Errors in Estimating Accruals: Implications for Empirical Research (2002)How does financial reporting quality relate to investment efficiency? (2009)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)A review of archival auditing research (2014)Experimental and Quasi-Experimental Designs for Research (1963)Earnings Management through Real Activities Manipulation (2003)Continuous Auctions and Insider Trading (1985)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2005Performance matched discretionary accrual measures6,963 cited
  • 2002The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors5,163 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2007The Colors of Investors' Money: The Role of Institutional Investors Around the World2,025 cited
  • 2002Management's Incentives to Avoid Negative Earnings Surprises1,615 cited
  • 2002Earnings Surprises, Growth Expectations, and Stock Returns or Don't Let an Earnings Torpedo Sink Your Portfolio1,471 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited

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  • 2003Stock Valuation and Learning about Profitability1,002 cited
  • 2005Credibility of Management Forecasts914 cited
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    • 2017Financial globalisation uncertainty/instability is good for financial development18 cited
    • 2021Corporate Governance and Transparency in Japan17 cited