Nothing Special   »   [go: up one dir, main page]

create a website
Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
In: BERG Working Paper Series.
RePEc:zbw:bamber:147.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 90

References cited by this document

Cocites: 34

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Optimal accuracy of unbiased Tullock contests with two heterogeneous players. (2022). Sahm, Marco.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:175.

    Full description at Econpapers || Download paper

  2. A network approach to consumption. (2021). Mayerhoffer, Daniel M ; Schulz, Jan.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:173.

    Full description at Econpapers || Download paper

  3. Market selection in global value chains. (2021). Vannuccini, Simone ; Savin, Ivan ; Mundt, Philipp ; Inoue, Hiroyasu ; Cantner, Uwe.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:170.

    Full description at Econpapers || Download paper

  4. Survival and the ergodicity of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:162.

    Full description at Econpapers || Download paper

  5. The perks of being in the smaller team: Incentives in overlapping contests. (2019). March, Christoph ; Sahm, Marco.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:155.

    Full description at Econpapers || Download paper

  6. Topology and formation of production input interlinkages: Evidence from Japanese microdata. (2019). Mundt, Philipp ; Arata, Yoshiyuki.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:152.

    Full description at Econpapers || Download paper

  7. Animal spirits, risk premia and monetary policy at the zero lower bound. (2019). Proaño, Christian ; Lojak, Benjamin ; Acosta, Christian Proao.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:148.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Albrecht, S., Lookabill, L., and McKeown, J. (1977). The time series properties of annual earnings. Journal of Accounting Research, 15(2):226–244.

  2. Alfarano, S. and Milaković, M. (2008). Does classical competition explain the statistical features of firm growth? Economics Letters, 101(3):272–274.

  3. Alfarano, S., Milaković, M., Irle, A., and Kauschke, J. (2012). A statistical equilibrium model of competitive firms. Journal of Economic Dynamics and Control, 36(1):136–149.

  4. Allen, D. E. and Salim, H. M. (2005). Forecasting profitability and earnings: a study of the uk market (1982–2000). Applied Economics, 37(17):2009–2018.

  5. Anscombe, F. and Glynn, W. (1983). Distribution of kurtosis statistic for normal statistics. Biometrika, 70(1):227–234.
    Paper not yet in RePEc: Add citation now
  6. Axtell, R. L. (2001). Zipf distribution of U.S. firm sizes. Science, 293(5536):1818–1820.
    Paper not yet in RePEc: Add citation now
  7. Ball, R. and Watts, R. (1972). Some time series properties of accounting income. The Journal of Finance, 27(3):663–681.

  8. Bauman, M. (2014). Forecasting operating profitability with DuPont analysis: further evidence. Review of Accounting and Finance, 13(2):191–205.

  9. BERG Working Paper Series (most recent publications) 113 Julio González-Díaz, Florian Herold and Diego Domínguez, Strategic Sequential Voting, July 2016 114 Stefanie Yvonne Schmitt, Rational Allocation of Attention in Decision-Making, July 115 Florian Herold and Christoph Kuzmics, The evolution of taking roles, September 2016.

  10. Bottazzi, G. and Secchi, A. (2003a). Common properties and sectoral specificities in the dynamics of U.S. manufacturing companies. Review of Industrial Organization, 23(3):217–232.

  11. Bottazzi, G. and Secchi, A. (2003b). Why are distributions of firm growth rates tentshaped ? Economics Letters, 80(3):415–420.

  12. Bottazzi, G. and Secchi, A. (2006). Explaining the distribution of firm growth rates. The RAND Journal of Economics, 37(2):235–256.

  13. Box, G. and Pierce, D. (1970). Distribution of residual autocorrelations in autoregressiveintegrated moving average time series models. Journal of the American Statistical Association, 65(332):1509–1526.
    Paper not yet in RePEc: Add citation now
  14. Brock, W. A. (1999). Scaling in economics: a reader’s guide. Industrial and Corporate Change, 8(3):409–446.

  15. Brown, L. and Rozeff, M. (1979). Univariate time-series models of quarterly accounting earnings per share: a proposed model. Journal of Accounting Research, 17(1):179–189.

  16. Burgstahler, D. and Dichev, I. (1997). Earnings management to avoid earnings decreases and losses. Journal of Accounting and Economics, 24(1):99–126.

  17. Callen, J., Cheung, S., Kwan, C., and Yip, P. (1993). An empirical investigation of the random character of annual earnings. Journal of Accounting, Auditing & Finance, 8(2):151–162.
    Paper not yet in RePEc: Add citation now
  18. Cochrane, J. (1991). A critique of the application of unit root tests. Journal of Economic Dynamics and Control, 15(2):275–284.

  19. Collins, W. and Hopwood, W. (1980). A multivariate analysis of annual earnings forecasts generated from quarterly forecasts of financial analysts and univariate time series models. Journal of Accounting Research, 18(2):390–406.

  20. Corradi, V. and Distaso, W. (2011). Multiple forecast model evaluation. In Clements, M. and Hendry, D., editors, The Oxford handbook of economic forecasting, pages 391–413. Oxford University Press, New York, NY.

  21. Cox, J., Ingersoll, J., and Ross, S. (1985). A theory of the term structure of interest rates. Econometrica, 53(2):385–407.

  22. Daepp, M. I. G., Hamilton, M. J., West, G. B., and Bettencourt, L. M. A. (2015). The mortality of companies. Journal of The Royal Society Interface, 12(106).
    Paper not yet in RePEc: Add citation now
  23. Diebold, F. (2006). Elements of forecasting. South Western, Mason, Ohio.
    Paper not yet in RePEc: Add citation now
  24. Diebold, F. and Mariano, R. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3):253–263.

  25. Erlingsson, E. J., Alfarano, S., Raberto, M., and Stefánsson, H. (2012). On the distributional properties of size, profit and growth of icelandic firms. Journal of Economic Interaction and Coordination, April.

  26. Evans, M., Njoroge, K., and Yong, K. (2017). An examination of the statistical significance and economic relevance of profitability and earnings forecasts from models and analysts.

  27. Fagiolo, G., Alessi, L., Barigozzi, M., and Capasso, M. (2010). On the distributional properties of household consumption expenditures: the case of Italy. Empirical Economics, 38(3):717–741.

  28. Fagiolo, G., Napoletano, M., and Roventini, A. (2008). Are output growth-rate distributions fat-tailed? Some evidence from OECD countries. Journal of Applied Econometrics, 23(5):639–669.

  29. Fairfield, P. and Yohn, T. (2001). Using asset turnover and profit margin to forecast changes in profitability. Review of Accounting Studies, 6(4):371–385.
    Paper not yet in RePEc: Add citation now
  30. Fairfield, P., Ramnath, S., and Yohn, T. (2009). Do industry-level analyses improve forecasts of financial performance? Journal of Accounting Research, 47(1):147–176.

  31. Fairfield, P., Sweeney, R., and Yohn, T. (1996). Accounting classification and the predictive content of earnings. The Accounting Review, 71(3):337–355s.
    Paper not yet in RePEc: Add citation now
  32. Fama, E. and French, K. (2001). Disappearing dividends: changing firm characteristics or lower propensity to pay? Journal of Financial Economics, 60(1):3–43.

  33. Fama, E. F. and French, K. (2000). Forecasting profitability and earnings. Journal of Business, 73(2):161–178.

  34. Fama, E. F. and French, K. (2002). Testing trade-off and pecking order predictions about dividends and debt. Review of Financial Studies, 15(1):1–33.

  35. Feltham, G. and Ohlson, J. (1995). Valuation and clean surplus accounting for operating and financial activities. Contemporary Accounting Research, 11(2):689–731.
    Paper not yet in RePEc: Add citation now
  36. Foster, G. (1977). Quartely accounting data: time-series properties and predictive-ability results. The Accounting Review, 52(1):1–21.
    Paper not yet in RePEc: Add citation now
  37. Freeman, R., Ohlson, J., and Penman, S. (1982). Book rate-of-return and prediction of earnings changes: an empirical investigation. Journal of Accounting Research, 20(2):639–653.

  38. Gabaix, X. (2011). The granular origins of aggregate fluctuations. Econometrica, 79(3):733–772.

  39. Gallizo, J. L., Gargallo, P., and Salvador, M. (2008). Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach. Journal of Applied Econometrics, 23(1):43–64.

  40. Gardiner, C. (2009). Stochastic methods - A handbook for the natural and social sciences. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  41. Garibaldi, U. and Scalas, E. (2010). Finitary probabilistic methods in econophysics. Cambridge University Press, Cambridge, UK.

  42. Geroski, P. A. and Jacquemin, A. (1988). The persistence of profits: a European comparison. The Economic Journal, 98(391):375–389.

  43. Geroski, P., Lazarova, S., Urga, G., and Walters, C. (2003). Are differences in firm size transitory or permanent? Journal of Applied Econometrics, 18(1):47–59.

  44. Ghongadze, J. and Lux, T. (2012). Modelling the dynamics of EU economic sentiment indicators: an interaction-based approach. Applied Economics, 44(24):3065–3088.

  45. Giacomini, R. and Rossi, B. (2010). Forecast comparisons in unstable environments. Journal of Applied Econometrics, 25(4):595–620.

  46. Goddard, J. and Wilson, J. O. S. (1999). The persistence of profit: A new empirical interpretation. International Journal of Industrial Organization, 17(5):663–687.

  47. Griffin, P. (1977). The time-series behavior of quarterly earnings: preliminary evidence. Journal of Accounting Research, 15(1):71–83.

  48. Gschwandtner, A. (2005). Profit persistence in the very long run: evidence from survivors and exciters. Applied Economics, 37(7):793–806.

  49. Hansen, P. (2005). A test for superior predictive ability. Journal of Business & Economic Statistics, 23(4):365–380.

  50. Hansen, P., Lunde, A., and Nason, J. (2011). The model confidence set. Econometrica, 79(2):453–497.

  51. Hou, K., van Dijk, M., and Zhang, Y. (2012). The implied cost of capital: a new approach. Journal of Accounting and Economics, 53(3):504–526.

  52. Kapetanios, G. (2008). A bootstrap procedure for panel data sets with many crosssectional units. Econometrics Journal, 11(2):377–395.

  53. Kotz, S., Kozubowski, T., and Podgórski, K. (2001). The Laplace distribution and generalizations: A revisit with applications to communications, economics, engineering, and finance. Birkhäuser, New York, NY.
    Paper not yet in RePEc: Add citation now
  54. Lintner, J. and Glauber, R. (1978). Higgledy-piggledy growth in America. In Lorie, J., editor, Modern developments in investment management, pages 594–611. Thomson Learning, Hinsdale, IL.
    Paper not yet in RePEc: Add citation now
  55. Little, I. (1962). Higgledy-piggledy growth. Bulletin of the Oxford University Institute of Economics and Statistics, 24(4):387–412.
    Paper not yet in RePEc: Add citation now
  56. Lookabill, L. (1976). Some additional evidence on the time series properties of accounting earnings. The Accounting Review, 51(4):724–738.
    Paper not yet in RePEc: Add citation now
  57. Lux, T. (2009). Rational forecasts or social opinion dynamics? identification of interaction effects in a business climate survey. Journal of Economic Behavior and Organization, 72(2):638–655.

  58. Machado, J. and Mata, J. (2000). Box-Cox quantile regression and the distribution of firm sizes. Journal of Applied Econometrics, 15(3):253–274.

  59. Meese, R. A. and Rogoff, K. (1983). Empirical exchange rate models of the Seventies: do they fit out of sample? Journal of International Economics, 14:3–24.

  60. Mittelhammer, R. (2013). Mathematical statistics for economics and business. Springer, New York, NY.
    Paper not yet in RePEc: Add citation now
  61. Mueller, D. C. (1977). The persistence of profits above the norm. Economica, 44(176):369– 380.

  62. Mueller, D. C. (1986). Profits in the long run. Cambridge University Press, Cambridge, MA.

  63. Mueller, D. C. (1990). The persistence of profits in the United States. In Mueller, D. C., editor, The dynamics of company profits, pages 35–58. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  64. Mundt, P., Alfarano, S., and Milaković, M. (2016). Gibrat’s law redux: think profitability instead of growth. Industrial and Corporate Change, 25(4):549–571.

  65. Mundt, P., Milaković, M., and Alfarano, S. (2018). The ultimate corporate objective is survival. Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  66. Nissim, D. and Penman, S. (2001). Ratio analysis and equity valuation: from research to practice. Review of Accounting Studies, 6(1):109–154.
    Paper not yet in RePEc: Add citation now
  67. Ohlson, J. (1995). Earnings, book values, and dividends in equity valuation. Contemporary Accounting Research, 11(2):661–687.
    Paper not yet in RePEc: Add citation now
  68. Peters, O. and Gell-Mann, M. (2016). Evaluating gambles using dynamics. Chaos: An Interdisciplinary Journal of Nonlinear Science, 26(2):023103.

  69. Politis, D. and Romano, J. (1994). The stationary bootstrap. Journal of the American Statistical Association, 89(428):1303–1313.
    Paper not yet in RePEc: Add citation now
  70. Priestley, M. and Rao, T. S. (1969). A test for non-stationarity of time series. Journal of the Royal Statistical Society, 31(1):140–149.
    Paper not yet in RePEc: Add citation now
  71. Reed, W. (2001). The Pareto, Zipf and other power laws. Economics Letters, 74(1):15–19.

  72. Reed, W. (2003). The Pareto law of incomes: an explanation and an extension. Physica A, 319(1):469–486.

  73. Richardson, S., Tuna, I., and Wysocki, P. (2010). Accounting anomalies and fundamental analysis: a review of recent research advances. Journal of Accounting and Economics, 50(2-3):410–454.

  74. Risken, H. (1996). The Fokker-Planck equation: Methods of solutions and applications. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  75. Rossi, B. (2006). Are exchange rates really random walks? Some evidence robust to parameter instability. Macroeconomic Dynamics, 10(1):20–38.

  76. Rossi, B. (2013). Exchange rate predictability. Journal of Economic Literature, 51(4):1063–1119.

  77. Scharfenaker, E. and Semieniuk, G. (2016). A statistical equilibrium approach to the distribution of profit rates. Metroeconomica, in press.

  78. Soliman, M. (2008). The use of DuPont analysis by market participants. The Accounting Review, 83(3):823–853.
    Paper not yet in RePEc: Add citation now
  79. Stanley, M. H. R., Amaral, L. A. N., Buldyrev, S. V., Havlin, S., Leschhorn, H., Maass, P., Salinger, M. A., and Stanley, H. E. (1996). Scaling behaviour in the growth of companies. Nature, 379(29):804–806.
    Paper not yet in RePEc: Add citation now
  80. Stanley, M. H. R., Buldyrev, S. V., Havlin, S., Mantegna, R. N., Salinger, M. A., and Stanley, H. E. (1995). Zipf plots and the size distribution of firms. Economics Letters, 49(4):453–457.

  81. Stigler, G. (1963). Capital and rates of return in manufacturing industries. Princeton University Press, Princeton, NJ.

  82. Taleb, N. N. (2018). Skin in the Game: Hidden Asymmetries in Daily Life. Random House.
    Paper not yet in RePEc: Add citation now
  83. Toda, A. A. (2012). The double power law in income distribution: explanations and evidence. Journal of Economic Behavior and Organization, 84(1):364–381.

  84. Toda, A. A. (2017). A note on the size distribution of consumption: more double Pareto than lognormal. Macroeconomic Dynamics, 21(6):1508–1518.

  85. Toda, A. A. and Walsh, K. (2015). The double power law in consumption and implications for testing Euler equations. Journal of Political Economy, 123(5):1177–1200.

  86. Toda, A. A. and Walsh, K. (2017). Fat tails and spurious estimation of consumption-based asset pricing models. Journal of Applied Econometrics, 32(6):1156–1177.

  87. Uhlenbeck, G. and Ornstein, L. (1930). On the theory of brownian motion. Physical Review, 36(5):823–841.
    Paper not yet in RePEc: Add citation now
  88. Waring, G. F. (1996). Industry differences in the persistence of firm-specific returns.

  89. Watts, R. and Leftwich, R. (1977). The time series of annual accounting earnings. Journal of Accounting Research, 15(2):253–271.

  90. White, H. (2000). A reality check for data snooping. Econometrica, 68(5):1097–1126.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A nonlinear dynamic approach to cash flow forecasting. (2022). Shi, Yukun ; Zhao, Yang ; Pang, Yang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:1:d:10.1007_s11156-022-01066-8.

    Full description at Econpapers || Download paper

  2. Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

    Full description at Econpapers || Download paper

  3. Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:147.

    Full description at Econpapers || Download paper

  4. Foreign direct investment with host country market structures, with empirical application to Japan. (2018). Nakamura, Masao ; Zhang, Anming.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:49:y:2018:i:c:p:43-53.

    Full description at Econpapers || Download paper

  5. Analyst earnings forecast under complex corporate ownership in China. (2015). Wright, Brian ; Huang, Wei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:69-84.

    Full description at Econpapers || Download paper

  6. TIME-SERIES MODELS FORECASTING PERFORMANCE IN THE BALTIC STOCK MARKET. (2013). Grigaliuniene, Zana .
    In: Organizations and Markets in Emerging Economies.
    RePEc:vul:omefvu:v:4:y:2013:i:1:id:145.

    Full description at Econpapers || Download paper

  7. On the time series measure of conservatism: a threshold autoregressive model. (2013). Westermann, Frank ; Brauer, Sebastian .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:41:y:2013:i:1:p:111-129.

    Full description at Econpapers || Download paper

  8. Growth of aggregate corporate earnings and cash-flows: Persistence and determinants. (2013). Kryzanowski, Lawrence ; Mohsni, Sana .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:13-23.

    Full description at Econpapers || Download paper

  9. Performance shocks and misreporting. (2013). Kovrijnykh, Andrei ; Gerakos, Joseph.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:56:y:2013:i:1:p:57-72.

    Full description at Econpapers || Download paper

  10. Can securities analysts forecast intangible firms’ earnings?. (2013). Higgins, Huong .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:155-174.

    Full description at Econpapers || Download paper

  11. The effects of the European debt crisis on earnings quality. (2013). Kousenidis, Dimitrios ; LADAS, Anestis C. ; Negakis, Christos I..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:351-362.

    Full description at Econpapers || Download paper

  12. Industry Effects on Firm and Segment Profitability Forecasting: Do Aggregation and Diversity Matter?. (2012). Yim, Andrew ; Schroder, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:39190.

    Full description at Econpapers || Download paper

  13. IT internal control weaknesses and firm performance: An organizational liability lens. (2011). Stoel, Dale M ; Muhanna, Waleed A.
    In: International Journal of Accounting Information Systems.
    RePEc:eee:ijoais:v:12:y:2011:i:4:p:280-304.

    Full description at Econpapers || Download paper

  14. Understanding earnings quality: A review of the proxies, their determinants and their consequences. (2010). Schrand, Catherine ; Ge, Weili ; Dechow, Patricia .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:344-401.

    Full description at Econpapers || Download paper

  15. A Note on the Time Series Measure of Conservatism. (2010). Westermann, Frank ; Brauer, Sebastian .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2968.

    Full description at Econpapers || Download paper

  16. The persistence of earnings per share. (2008). Gil-Alana, Luis ; Pelaez, Rolando .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:31:y:2008:i:4:p:425-439.

    Full description at Econpapers || Download paper

  17. Statistically based quarterly earnings expectation models for nonseasonal firms. (2008). Lorek, Kenneth ; Willinger, G. ; Bathke, Allen.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:31:y:2008:i:1:p:105-119.

    Full description at Econpapers || Download paper

  18. Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131. (2008). Hossain, Mahmud.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:1:p:1-23.

    Full description at Econpapers || Download paper

  19. Influences on financial analyst forecast errors: A meta-analysis. (2006). Garcia-Meca, Emma ; Sanchez-Ballesta, Juan Pedro.
    In: International Business Review.
    RePEc:eee:iburev:v:15:y:2006:i:1:p:29-52.

    Full description at Econpapers || Download paper

  20. Joint venture instability, learning and the relative bargaining power of the parent firms. (2005). Nakamura, Masao.
    In: International Business Review.
    RePEc:eee:iburev:v:14:y:2005:i:4:p:465-493.

    Full description at Econpapers || Download paper

  21. Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence. (2005). faff, robert ; Ramsay, Alan ; Chan, Howard .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005-01:i:1-2:p:211-253.

    Full description at Econpapers || Download paper

  22. Relative Accuracy of Judgmental and Extrapolative Methods in Forecasting Annual Earnings. (2004). Armstrong, J..
    In: General Economics and Teaching.
    RePEc:wpa:wuwpgt:0412007.

    Full description at Econpapers || Download paper

  23. Scale economies in hedging foreign exchange cash flow exposures. (2004). Martin, Anna D. ; Mauer, Laurence J..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:15:y:2004:i:1:p:17-27.

    Full description at Econpapers || Download paper

  24. Capital markets research in accounting. (2001). KOTHARI, S. P..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:31:y:2001:i:1-3:p:105-231.

    Full description at Econpapers || Download paper

  25. Behavior of earnings, stock returns, accruals, and analysts forecasts following negative annual earnings. (1996). Na, Chongkil ; Hall, Steve ; Toolson, Richard ; Ettredge, Michael .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:5:y:1996:i:2:p:147-162.

    Full description at Econpapers || Download paper

  26. Determinants of time-series properties of earnings and cash flows. (1996). Ismail, Badr ; Choi, Kwan.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:5:y:1996:i:2:p:131-145.

    Full description at Econpapers || Download paper

  27. The markets response to recurring events The case of stock splits. (1996). Timothy, Manuel ; Eugene, Pilotte.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:41:y:1996:i:1:p:111-127.

    Full description at Econpapers || Download paper

  28. Influential accounting articles, individuals, Ph.D. granting institutions and faculties: A citational analysis. (1996). Brown, Lawrence D..
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:21:y:1996:i:7-8:p:723-754.

    Full description at Econpapers || Download paper

  29. Price and return models. (1995). Zimmerman, Jerold ; KOTHARI, S. P..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:20:y:1995:i:2:p:155-192.

    Full description at Econpapers || Download paper

  30. Earnings, Dividends and Returns: A Theoretical Model. (1994). Hobbes, Garry ; Stevenson, Max ; Partington, Graham.
    In: Working Paper Series.
    RePEc:uts:wpaper:38.

    Full description at Econpapers || Download paper

  31. Corporate Restructuring Involving Real Estate Assets: Some Earnings and Risk Signal Implications. (1993). Christensen, Donald G. ; Levi, Donald R..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:8:n:4:1993:p:579-596.

    Full description at Econpapers || Download paper

  32. The effect of size on the magnitude of long†window earnings response coefficients*. (1992). Jeter, Debra C ; Chaney, Paul K.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:8:y:1992:i:2:p:540-560.

    Full description at Econpapers || Download paper

  33. A comparative examination of the time†series properties and predictive ability of annual historical cost and general price level adjusted earnings*. (1988). Shalchi, Hossein ; McKeown, James C.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:4:y:1988:i:2:p:485-507.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 19:44:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.