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Aggregate earnings and asset prices

Ball, Ray; Sadka, Gil; Sadka, Ronnie - In: Journal of accounting research 47 (2009) 5, pp. 1097-1133

Persistent link: https://www.econbiz.de/10003905858

Aggregate earnings and why they matter

Ball, Ray; Sadka, Gil - In: Journal of accounting literature : the official journal … 34 (2015), pp. 39-57

Persistent link: https://www.econbiz.de/10011429500

Aggregate Earnings and Asset Prices

Ball, Ray - 2011

A principal-components analysis demonstrates that common earnings factors explain a substantial portion of rm-level earnings variation, implying earnings shocks have substantial systematic components and are not almost fully diversifiable as prior literature has concluded. Furthermore, the...

Persistent link: https://www.econbiz.de/10013121217

Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk

Ball, Ray; Sadka, Gil; Tseng, Ayung - In: Review of accounting studies 27 (2022) 2, pp. 607-646

Persistent link: https://www.econbiz.de/10013273522

The theory of stock market efficiency: accomplishments and limitations

Ball, Ray - In: The revolution in corporate finance, (pp. 10-24). 2003

Persistent link: https://www.econbiz.de/10001904658

The earnings-price anomaly

Ball, Ray - In: Journal of accounting & economics 15 (1992) 2, pp. 319-345

Persistent link: https://www.econbiz.de/10001330738

Problems in measuring portfolio performance : an application to contrarian investment strategies

Ball, Ray - In: Journal of financial economics 38 (1995) 1, pp. 79-107

Persistent link: https://www.econbiz.de/10001178364

Nonstationary expected returns : implications for tests of market efficiency and serial correlation in returns

Ball, Ray - In: Journal of financial economics 25 (1989) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10001086145

Shares, bonds, treasury notes, property trusts and inflation : historical returns and risks, 1974 - 1985

Ball, Ray; Bowers, Colin J. - In: Australian journal of management 11 (1986) 2, pp. 117-137

Persistent link: https://www.econbiz.de/10001118728

Earnings, Retained Earnings, and Book-to-Market in the Cross Section of Expected Returns

Ball, Ray - 2019

Book value of equity consists of two economically different components: retained earnings and contributed capital. We predict that book-to-market strategies work because the retained earnings component of the book value of equity includes the accumulation and, hence, the averaging of past...

Persistent link: https://www.econbiz.de/10012902224