Similar Search Results

Applied mean-ETL optimization in using earnings forecasts

Shao, Barret Pengyuan; Rachev, Svetlozar T.; Mu, Yu - In: International journal of forecasting 31 (2015) 2, pp. 561-567

Persistent link: https://www.econbiz.de/10011474402

On the Expected Earnings Hypothesis Explanation of the Aggregate Returns-Earnings Association Puzzle

Bailey, Warren - 2019

We provide strong support for the underappreciated expected earnings hypothesis of negative correlation between aggregate stock returns and earnings (Sadka and Sadka (2009); Choi, Kalay, and Sadka (2016)). For the 1970 to 2000 period studied by Kothari, Lewellen, and Warner (2006), our powerful...

Persistent link: https://www.econbiz.de/10012896619

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

Learning about risk-factor exposures from earnings : implications for asset pricing and manipulation

Beyer, Anne; Smith, Kevin - In: Journal of accounting & economics 72 (2021) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013203478

Price delay and post-earnings announcement drift anomalies : the role of option-implied betas

Ho, Hwai-chung; Tsai, Wei-Che - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012667185

Earnings information, arbitrage constraints, and the forecast dispersion anomaly

Kim, Soonho; Na, Haejung - In: Finance research letters 35 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012439091

Review of recent research on improving earnings forecasts and evaluating accounting-based estimates of the expected rate of return on equity capital

Easton, Peter D.; Monahan, Steven J. - In: Abacus : a journal of accounting, finance and business … 52 (2016) 1, pp. 35-58

Persistent link: https://www.econbiz.de/10011581782

Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests

Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3

Persistent link: https://www.econbiz.de/10011703719

Illiquidity and price informativeness

Kerr, Jon; Sadka, Gil; Sadka, Ronnie - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 334-351

Persistent link: https://www.econbiz.de/10012156621

Earnings belief risk and the cross-section of stock returns

Gibson Brandon, Rajana; Wang, Songtao - In: Review of finance : journal of the European Finance … 24 (2020) 5, pp. 1107-1158

Persistent link: https://www.econbiz.de/10012403814

A service of the

zbw