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Risk, return and disequilibrium : an application to changes in accounting techniques
Ball, Ray - In: The journal of finance : the journal of the American … 27 (1972) 2, pp. 343-353
Persistent link: https://www.econbiz.de/10001860970
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Momentum, business cycle, and time-varying expected returns
Chordia, Tarun; Shivakumar, Lakshmanan - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 985-1019
Persistent link: https://www.econbiz.de/10001684740
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Liquidity and the Post-Earnings-Announcement Drift
Chordia, Tarun - 2011
The post-earnings-announcement-drift is a long standing anomaly that is in conflict with market efficiency. This paper documents that the post-earnings-announcement drift occurs mainly in the highly illiquid stocks. A trading strategy that goes long the high earnings surprise stocks and short...
Persistent link: https://www.econbiz.de/10012714457
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Momentum, Business Cycle, and Time-varying Expected Returns
Chordia, Tarun; Shivakumar, Lakshmanan - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 985-1020
Persistent link: https://www.econbiz.de/10006560409
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Self-Selection of Auditors and Audit Pricing in Private Firms
Chaney, Paul K.; Jeter, Debra C.; Shivakumar, Lakshmanan - In: The accounting review : a journal of the American … 79 (2004) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10006758157
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Some time series properties of accounting income
Ball, Ray; Watts, Ross - In: The journal of finance : the journal of the American … 27 (1972) 3, pp. 663-681
Persistent link: https://www.econbiz.de/10001860980
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On Estimating Conditional Conservatism
Ball, Ray; Kothari, S P; Nikolaev, Valeri V - In: The accounting review : a journal of the American … 88 (2013) 3, pp. 755-788
Persistent link: https://www.econbiz.de/10010131076