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News volume information : beyond earnings forecasting in a global stock selection model

Gillam, Robert A.; Guerard, John Baynard; Cahan, … - In: International journal of forecasting 31 (2015) 2, pp. 575-581

Persistent link: https://www.econbiz.de/10011474412

Earnings surprises in analysts' forecasts, mandatory disclosure, and share repurchases

Liu, Chi-chun; Chen, Ni-Yun - In: Abacus : a journal of accounting, finance and business … 51 (2015) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10011402553

Earnings forecast revisions associated with stock split announcements

Klein, Linda S. - In: The journal of financial research 12 (1989) 4, pp. 319-328

Persistent link: https://www.econbiz.de/10001106272

Analyst Forecast Errors and Stock Price Behavior Near the Earnings Announcement Dates of LIFO Adopters

Biddle, Gary C. - 2010

Ricks [1982] found that stock returns near the earnings disclosure dates of 1974 LIFO adopters were negative and significantly lower than returns near the earnings disclosure dates of firms not using LIFO.Given that firms adopting LIFO in 1974 were voluntarily switching to an accounting method...

Persistent link: https://www.econbiz.de/10013138029

Financial Market Reactions to Earnings Announcements and Earnings Forecast Revisions : Evidence from the U.S. and China

Gift, Michael J. - 2010

This paper examines the impact of earnings announcements and earnings forecast revisions on stock returns across …-looking earnings announcement information and forward-looking earnings forecast information on the price of equity shares. We analyze … availability and actual or perceived reliability affect this relationship. We find that forward-looking analyst forecast …

Persistent link: https://www.econbiz.de/10013138780

Implications of Analyst Forecasts at the Time of Earnings Announcements for Market Reactions to Earnings Announcements

Lobo, Gerald J. - 2011

Theory suggests that the informativeness of price at the time of an earnings announcement increases with the number of …

Persistent link: https://www.econbiz.de/10013120980

Management Forecast Credibility and Underreaction to News

Ng, Jeffrey - 2013

In this paper, we first document evidence of underreaction to management forecast news. We then hypothesize that the … credibility of the forecast influences the magnitude of this underreaction. Relying on evidence that more credible forecasts are … associated with a larger reaction in the short window around the management forecasts and a smaller post-management forecast …

Persistent link: https://www.econbiz.de/10013090538

Earnings Volatility, Post-Earnings Announcement Drift and Trading Frictions

Cao, Sean - 2015

We find that lower ex-ante earnings volatility leads to higher Post-Earnings Announcement Drift (PEAD). PEAD is a function of both the magnitude of an earnings surprise and its persistence. While prior research has largely investigated market reactions to the magnitude of the earnings surprise,...

Persistent link: https://www.econbiz.de/10013039007

Bidder Earnings Forecasts in Mergers and Acquisitions

Amel-Zadeh, Amir - 2019

forecast disclosure only accrue to bidders with a strong forecasting reputation prior to the acquisition. Explaining why not … all bidders forecast, we document a higher likelihood of post-merger litigation and CEO turnover for bidders with a weak …

Persistent link: https://www.econbiz.de/10012905443

FOMC Announcements and Predictable Returns

Velikov, Mihail - 2017

I document that the high market returns and good performance of the CAPM associated with FOMC meetings are concentrated on meetings with unanticipated cuts to the Fed funds target rate. Moreover, stocks that perform poorly around meetings with surprise cuts subsequently outperform the market....

Persistent link: https://www.econbiz.de/10012972379