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The effects of financial risks on the relationship between earnings and stock returns
16 references·0 citing·45 second hop
The effects of financial risks on the relationship between earnings and stock returns (2015)The effects of financial risks on the rel…The Cross‐Section of Credit Risk Premia and Equity Returns (2014)The Cross‐Section of Credit R…Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World (2014)Sovereign Credit Risk, Banks'…Liquidity risk and institutional ownership (2014)Liquidity risk and institutio…Accrual reversals, earnings and stock returns (2013)Accrual reversals, earnings a…Liquidity Risk and Stock Returns Around the World (2011)Liquidity Risk and Stock Retu…Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market (2010)Impact of liquidity on stock …Liquidity and Expected Returns: Lessons from Emerging Markets (2008)Liquidity and Expected Return…Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Liquidity and Expected Return…Stock returns, aggregate earnings surprises, and behavioral finance (2005)Stock returns, aggregate earn…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Liquidity and stock returns in emerging equity markets (2003)Liquidity and stock returns i…Liquidity and Expected Returns: Lessons from Emerging Markets (2003)Liquidity and Expected Return…Stock Returns and Accounting Earnings (2000)Stock Returns and Accounting …Earnings Forecasts and the Predictability of Stock Returns (1997)Earnings Forecasts and the Pr…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Investments: Analysis and Management. (1961)Investments: Analysis and Man…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Continuous Auctions and Insider Trading (1985)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Investor protection and corporate governance (2000)Liquidity biases in asset pricing tests☆ (2010)Do foreigners facilitate information transmission in emerging markets? (2012)Political Risk Spreads (2014)Using daily stock returns (1985)Law and Finance (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Systemic risk spillovers in the European banking and sovereign network (2015)Banking sector performance during the COVID-19 crisis (2021)Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness (2023)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Empirical Analysis of Liquidity (2014)… and the Cross-Section of Expected Returns (2015)Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation (2017)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Aggregate Short Interest and Return Predictability (2014)Stock Liquidity and Stock Price Crash Risk (2017)Manager sentiment and stock returns (2018)Earnings Management During Import Relief Investigations (1991)The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors (2002)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)The usefulness of historical accounting reports (2015)The Switch Up: An Examination of Changes in Earnings Management after Receiving SEC Comment Letters (2016)Defining, Measuring and Modeling Accruals: A Guide for Researchers (2017)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Disclosure level and the cost of equity capital. (1997)Capital markets research in accounting (2001)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Equity Valuation Using Multiples (2002)The Integration of Property and Financial Markets (1994)Characteristics of Risk and Return in Risk Arbitrage (2001)Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index – Case study of PETR4, Petrobras, Brazil (2013)Asset pricing with liquidity risk (2005)Do liquidity measures measure liquidity?☆ (2009)Individualism and Momentum around the World (2010)
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References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2007Liquidity and Expected Returns: Lessons from Emerging Markets1,229 cited
  • 2005Stock returns, aggregate earnings surprises, and behavioral finance398 cited
  • 2003Liquidity and Expected Returns: Lessons from Emerging Markets362 cited
  • 2000Stock Returns and Accounting Earnings273 cited
  • 1961Investments: Analysis and Management.244 cited
  • 2013Accrual reversals, earnings and stock returns219 cited
  • 2014The Cross‐Section of Credit Risk Premia and Equity Returns209 cited
  • 2014Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World176 cited
  • 2003Liquidity and stock returns in emerging equity markets169 cited
  • 1997Earnings Forecasts and the Predictability of Stock Returns86 cited
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  • 2008Liquidity and Expected Returns: Lessons from Emerging Markets57 cited
  • 2014Liquidity risk and institutional ownership50 cited
  • 2010Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market

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