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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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The predictive qualities of earnings volatility and earnings uncertainty
Donelson, Dain C.; Resutek, Robert J. - In: Review of accounting studies 20 (2015) 1, pp. 470-500
Persistent link: https://www.econbiz.de/10010503364
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Labor Income and Predictable Stock Returns
Santos, Tano - 2010
the cross section. In our model, investors' income has two sources, wages and dividends, that grow stochastically over … time. As a consequence, the fraction of total income produced by wages changes over time de-pending on economic conditions …
Persistent link: https://www.econbiz.de/10012763146
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Labor Income and Predictable Stock Returns
Santos, Tano - 2001
the cross section. In our model, investors' income has two sources, wages and dividends, that grow stochastically over … time. As a consequence, the fraction of total income produced by wages changes over time de-pending on economic conditions …
Persistent link: https://www.econbiz.de/10012470415
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Investor reaction to simultaneous news releases : unemployment vs. earnings
Gupta, Neeraj J.; Strohush, Vitaliy; White, Reilly - In: Journal of economics and finance 43 (2019) 4, pp. 735-749
Persistent link: https://www.econbiz.de/10012385199
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Equity values and prediction of earnings with disaggregation of earnings in India
Kumari, Pooja; Mishra, Chandra Sekhar - In: Global business review 21 (2020) 4, pp. 990-1010
Persistent link: https://www.econbiz.de/10012287514
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Post-earnings-announcement drift and the return predictability of earnings levels : one effect or two?
Kausar, Asad - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4877-4892
Persistent link: https://www.econbiz.de/10011932637
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Updating great expectations : the effect of peer salary information on own-earnings forecasts
Jones, Sam; Santos, Ricardo - 2020
How jobseekers set their earnings expectations is central to job search models. To study this process, we track the evolution of own-earnings forecasts over 18 months for a representative panel of university-leavers in Mozambique and estimate the impact of a wage information intervention. We...
Persistent link: https://www.econbiz.de/10012301814
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Salient or Safe : Why Do Predicted Stock Issuers Earn Low Returns?
Lee, Charles M.C. - 2019
Predicted stock issuers (PSIs) are firms with expected “high-investment and low-profit” (HILP) profiles that earn unusually low returns. We carefully document important features of PSI firms to provide insights on the economic mechanism behind the HILP phenomenon. Top-PSI firms are...
Persistent link: https://www.econbiz.de/10012902654
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Do record earnings affect market reactions to earnings news?
Jang, Juwon; Lee, Eunju - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1259-1287
Persistent link: https://www.econbiz.de/10012549786