Narrow search
Showing 1 - 10 of 2,296
Cover Image
Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks
Dempsey, Stephen J.; Harrison, David M.; Sheng, Hainan - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1075-1120
Persistent link: https://www.econbiz.de/10011535857
Cover Image
Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns
Li, Jun - 2016
We examine the implications of short-run and long-run consumption risks on the momentum and long-term contrarian profits and the value premium in a unified economic framework. By introducing time-varying firm cash flow exposures to the short-run and long-run shocks in consumption growth, we find...
Persistent link: https://www.econbiz.de/10013007492
Cover Image
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
Cover Image
Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi; Lin, Xi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013186489
Cover Image
Earnings beta
Ellahie, Atif - In: Review of accounting studies 26 (2021) 1, pp. 81-122
Persistent link: https://www.econbiz.de/10012498384
Cover Image
Consumption, earnings risk, and payout ratios
Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 6 (2019) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10012250845
Cover Image
Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming - In: Journal of empirical finance 46 (2018), pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
Cover Image
Short-run and long-run consumption risks, dividend processes, and asset returns
Li, Jun; Zhang, Harold H. - In: The review of financial studies 30 (2017) 2, pp. 588-630
Persistent link: https://www.econbiz.de/10011746288
Cover Image
Investor Sentiment and Analysts' Earnings Forecast Errors
Hribar, Paul - 2012
We correlate analysts' forecast errors with temporal variation in investor sentiment. We find that when sentiment is high, analysts' forecasts of one-year-ahead earnings and long-term earnings growth are relatively more optimistic for “uncertain” or “difficult to value” firms. Adding...
Persistent link: https://www.econbiz.de/10013116864
Cover Image
Aggregate Earnings and Asset Prices
Ball, Ray - 2011
the cross-sectional variation in returns, even controlling for return risk. This suggests earnings performance is an … underlying source of priced risk. Our evidence that the information sets of returns and earnings are jointly determined implies … cash-flow risk and return risk are not fully separable, and raises the possibility that it is the common variation of …
Persistent link: https://www.econbiz.de/10013121217