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A comparison of alternative cash flow and discount rate news proxies
16 references·0 citing·42 second hop
A comparison of alternative cash flow and discount rate news proxies (2016)A comparison of alternative cash flow and…Detecting Earnings Management (2012)Detecting Earnings ManagementFinancial development and dynamic investment behavior: Evidence from panel VAR (2006)Financial development and dyn…Capital Investments and Stock Returns (2004)Capital Investments and Stock…Toward an Implied Cost of Capital (2001)Toward an Implied Cost of Cap…Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Equity Premia as Low as Three…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Industry costs of equity (1997)Industry costs of equityDetecting Earnings Management. (1995)Detecting Earnings Management.Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…A Variance Decomposition for Stock Returns (1990)A Variance Decomposition for …Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)An analysis of intertemporal …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Prices, Earnings and Expected Dividends (1988)Stock Prices, Earnings and Ex…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Formulation and estimation of dynamic models using panel data (1982)Estimating Vector Autoregressions with Panel Data (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Mean reversion in stock prices (1988)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)An Empirical Evaluation of Accounting Income Numbers (1968)Transaction costs and the small firm effect (1983)The effect of bond rating changes on common stock prices (1986)Contrarian Investment, Extrapolation, and Risk (1994)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)Multifactor Explanations of Asset Pricing Anomalies (1996)How do family ownership, control and management affect firm value? (2005)Measuring Geopolitical Risk (2022)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Earnings Management During Import Relief Investigations (1991)Accounting earnings and cash flows as measures of firm performance (1994)Debt covenant violation and manipulation of accruals (1994)Earnings management and investor protection: an international comparison (2003)Earnings Management through Real Activities Manipulation (2003)Performance matched discretionary accrual measures (2005)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)
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References

  • 1995Another look at the instrumental variable estimation of error-components models20,311 cited
  • 1995Detecting Earnings Management.6,532 cited
  • 1997Industry costs of equity5,793 cited
  • 2012Detecting Earnings Management3,821 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Stock Prices, Earnings and Expected Dividends2,656 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 2001Toward an Implied Cost of Capital2,004 cited
  • 1990A Variance Decomposition for Stock Returns1,805 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
  • 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

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1,516 cited
  • 2004Capital Investments and Stock Returns1,411 cited
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