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Robust Measures of Earnings Surprises
16 references·4 citing·45 second hop
Robust Measures of Earnings Surprises (2018)Robust Measures of Earnings SurprisesDriven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…The Walk‐down to Beatable Analyst Forecasts: The Role of Equity Issuance and Insider Trading Incentives* (2004)The Walk‐down to Beatable Ana…The Econometrics of Event Studies (2004)The Econometrics of Event Stu…Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts (2003)Analyzing the Analysts: Caree…The rewards to meeting or beating earnings expectations (2002)The rewards to meeting or bea…Does Meeting Earnings Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices (2002)Does Meeting Earnings Expecta…Rationality and Analysts' Forecast Bias (2001)Rationality and Analysts' For…A Temporal Analysis of Earnings Surprises: Profits versus Losses (2001)A Temporal Analysis of Earnin…Security Analysts' Career Concerns and Herding of Earnings Forecasts (2000)Security Analysts' Career Con…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Measuring Mutual Fund Perform…Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Market Efficiency, Long-Term …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Herd Behavior and Investment (1988)Herd Behavior and InvestmentDoes the Carbon Premium Reflect Risk or Outperformance? (2023)Does the Carbon Premium Refle…Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance (2022)Chinese Asset Managers’ Monet…Modeling the Business Environment of an Energy Holding in the Formation of a Financial Strategy (2021)Modeling the Business Environ…Mathematical Modeling for Financial Analysis of an Enterprise: Motivating of Not Open Innovation (2021)Mathematical Modeling for Fin…The General Theory of Employment (1937)Network Externalities, Competition, and Compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)A Simple Model of Herd Behavior (1992)The Limits of Arbitrage (1995)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Risk, Return, and Equilibrium: Empirical Tests (1973)Mean reversion in stock prices (1988)Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)A model of investor sentiment / (1997)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Performance Pay and Top-Management Incentives (1990)Underwriting relationships, analysts' earnings forecasts and investment recommendations (1998)Good Day Sunshine: Stock Returns and the Weather (2003)Why Has IPO Underpricing Changed Over Time (2004)Who Blows the Whistle on Corporate Fraud? (2008)On Persistence in Mutual Fund Performance (1997)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)The Principles of Psychology (1891)The Framing of Decisions and the Psychology of Choice (1981)Investor Inattention and Friday Earnings Announcements (2009)Innovative efficiency and stock returns (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)An Empirical Evaluation of Accounting Income Numbers (1968)Earnings Management During Import Relief Investigations (1991)Detecting Earnings Management. (1995)The economic implications of corporate financial reporting (2005)Real and Accrual-Based Earnings Management in the Pre- and Post-Sarbanes-Oxley Periods (2008)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)
this work references cited by second hop

References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 1997Measuring Mutual Fund Performance with Characteristic-Based Benchmarks2,844 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,780 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 2002The rewards to meeting or beating earnings expectations1,706 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 2003Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts1,471 cited
  • 1997Market Efficiency, Long-Term Returns, and Behavioral Finance1,294 cited
  • 2000Security Analysts' Career Concerns and Herding of Earnings Forecasts1,152 cited
  • 2001Rationality and Analysts' Forecast Bias1,012 cited
  • 2004The Walk‐down to Beatable Analyst Forecasts: The Role of Equity Issuance and Insider Trading Incentives*848 cited
  • 2002

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Does Meeting Earnings Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices
812 cited
  • 2001A Temporal Analysis of Earnings Surprises: Profits versus Losses649 cited
  • 2004The Econometrics of Event Studies606 cited
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    • 2022Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance23 cited
    • 2021Modeling the Business Environment of an Energy Holding in the Formation of a Financial Strategy10 cited