SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Rational Expectations Approach to Macroeconometrics
0 references·16 citing·51 second hopsampled
A Rational Expectations Approach to Macroeconometrics (1983)A Rational Expectations Approach to Macro…The Persistence and Pricing of the Cash Component of Earnings (2008)The Persistence and Pricing o…The Accrual Anomaly: International Evidence (2007)The Accrual Anomaly: Internat…Delisting returns and their effect on accounting-based market anomalies (2007)Delisting returns and their e…An Analysis of the Theories and Explanations Offered for the Mispricing of Accruals and Accrual Components (2006)An Analysis of the Theories a…Analyst Earnings Forecast Revisions and the Pricing of Accruals (2004)Analyst Earnings Forecast Rev…Investor Sophistication and the Mispricing of Accruals (2003)Investor Sophistication and t…Does the Stock Market Fully Appreciate the Implications of Leading Indicators for Future Earnings? Evidence from Order Backlog (2003)Does the Stock Market Fully A…Delayed Security Price Adjustments to Financial Analysts' Forecasts of Annual Earnings (2001)Delayed Security Price Adjust…Earnings-based and accrual-based market anomalies: one effect or two? (2000)Earnings-based and accrual-ba…Does Meeting Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices (1999)Does Meeting Expectations Mat…Returns to contrarian investment strategies: Tests of naive expectations hypotheses (1997)Returns to contrarian investm…Adaptive Signal Processing, Hierarchy, and Budgetary Control in Federal Regulation (1996)Adaptive Signal Processing, H…In search of the liquidity effect (1992)In search of the liquidity ef…Predicting Stock Returns in an Efficient Market (1990)Predicting Stock Returns in a…A Quick Refresher Course in Macroeconomics (1990)A Quick Refresher Course in M…Why Does Money Affect Output? A Survey (1987)Why Does Money Affect Output?…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do institutional investors exploit the post-earnings announcement drift? (2004)How Informed Are Actively Trading Institutional Investors? Evidence from Their Trading Behavior before a Break in a String of Consecutive Earnings Increases (2004)Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs (2006)Dividend Policy, Growth, and the Valuation of Shares (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Judgment Under Uncertainty: Heuristics and Biases. (1984)Underpricing and long-term performance of IPOs in China (2003)Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis (2005)Is Default Risk Negatively Related to Stock Returns? (2010)Rational Expectations and the Theory of Price Movements (1961)Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The post-war U.S. phillips curve: a revisionist econometric history (1994)Eastern Europe as a Laboratory for Economic Knowledge: The Transnational Roots of Neoliberalism (2002)The Incredible Volcker Disinflation (2005)Technical Change and the Aggregate Production Function (1957)An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)A Recursive Modelling Approach to Predicting UK Stock Returns (2000)Stock prices and domestic and international macroeconomic activity: a cointegration approach (2000)Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics (2006)The General Theory of Employment, Interest and Money. (1936)Labor Supply Effects of Social Insurance (2002)Lessons from the U.S. Unemployment Insurance Experiments (2007)Do Labor Market Policies have Displacement Effects? Evidence from a Clustered Randomized Experiment * (2013)The General Theory of Employment, Interest, and Money (2018)Earnings Management During Import Relief Investigations (1991)Detecting Earnings Management. (1995)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Determinants of the Informativeness of Analyst Research (2002)Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model (2007)The q‐Theory Approach to Understanding the Accrual Anomaly (2009)An Empirical Evaluation of Accounting Income Numbers (1968)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Post loss/profit announcement drift (2009)A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts? (2013)Deflating profitability (2015)Law and Finance (1998)Communication via responsibility reporting and its effect on firm value in Finland (2010)The Accrual Anomaly: Risk or Mispricing? (2011)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2012)The relationship between return and market value of common stocks (1981)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Value-Glamour and Accruals Mispricing: One Anomaly or Two? (2004)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Going, Going, Gone? The Apparent Demise of the Accruals Anomaly (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2000Earnings-based and accrual-based market anomalies: one effect or two?454 cited
  • 1997Returns to contrarian investment strategies: Tests of naive expectations hypotheses395 cited
  • 2003Investor Sophistication and the Mispricing of Accruals375 cited
  • 1990A Quick Refresher Course in Macroeconomics368 cited
  • 1990Predicting Stock Returns in an Efficient Market327 cited
  • 2007The Accrual Anomaly: International Evidence322 cited
  • 2008The Persistence and Pricing of the Cash Component of Earnings289 cited
  • 2007Delisting returns and their effect on accounting-based market anomalies255 cited
  • 1987Why Does Money Affect Output? A Survey242 cited
  • 2004Analyst Earnings Forecast Revisions and the Pricing of Accruals238 cited
  • 1992In search of the liquidity effect237 cited
  • 1999Does Meeting Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices208 cited
  • 2003Does the Stock Market Fully Appreciate the Implications of Leading Indicators for Future Earnings? Evidence from Order Backlog205 cited
  • 1996Adaptive Signal Processing, Hierarchy, and Budgetary Control in Federal Regulation192 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2006An Analysis of the Theories and Explanations Offered for the Mispricing of Accruals and Accrual Components187 cited
  • 2001Delayed Security Price Adjustments to Financial Analysts' Forecasts of Annual Earnings184 cited