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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.

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Cited: 4

Citations received by this document

Cites: 26

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. Price adjustment to news with uncertain precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter E..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200828.

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  2. The information content of stock split announcements: Do options matter?. (2008). Webb, Gwendolyn ; Yu, Susana ; Tandon, Kishore ; Chern, Keh-Yiing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:930-946.

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  3. Disentangling the signalling and liquidity effects of stock splits. (2007). Moon, Doocheol ; Mohanty, Sunil .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:12:p:979-987.

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  4. Asset Prices and Trading Volume Under Fixed Transactions Costs. (2001). Lo, Andrew ; Mamaysky, Harry ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8311.

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References

References cited by this document

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  3. Asquith, Paul ; Mullins, David The impact of initiating dividend payments on shareholders wealth. 1983 Journal of Business. 56 77-96

  4. Baker, H.Kent ; Gallagher, Patricia L. Management's view of stock splits. 1980 Financial Management. 9 73-77
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  5. Ball, Ray ; Watts, Ross Some time series properties of accounting income numbers. 1972 Journal of Finance. 27 663-682

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  9. Brooks, LeRoy ; Buckmaster, Dale First-difference signals and accounting time-series properties. 1980 Journal of Business Finance and Accounting. 7 437-454
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  10. Charest, Guy Split information, stock returns and market efficiency-I. 1978 Journal of Financial Economics. 6 265-296

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  16. Foster, George Quarterly accounting data: Time-series properties and predictive-ability results. 1977 The Accounting Review. 52 1-21
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  17. Freeman, Robert ; Ohlson, James ; Penman, Stephen Book rate-of-return and prediction of earnings changes: An empirical investigation. 1982 Journal of Accounting Research. 20 639-653

  18. Grinblatt, Mark S. ; Masulis, Ronald W. ; Titman, Sheridan The valuation effects of stock splits and stock dividends. 1984 Journal of Financial Economics. 13 461-490

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  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.

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

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  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.

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  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.

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  6. TIME-SERIES MODELS FORECASTING PERFORMANCE IN THE BALTIC STOCK MARKET. (2013). Grigaliuniene, Zana .
    In: Organizations and Markets in Emerging Economies.
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  7. On the time series measure of conservatism: a threshold autoregressive model. (2013). Westermann, Frank ; Brauer, Sebastian .
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  8. Growth of aggregate corporate earnings and cash-flows: Persistence and determinants. (2013). Kryzanowski, Lawrence ; Mohsni, Sana .
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  9. Performance shocks and misreporting. (2013). Kovrijnykh, Andrei ; Gerakos, Joseph.
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  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.

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  11. The effects of the European debt crisis on earnings quality. (2013). Kousenidis, Dimitrios ; LADAS, Anestis C. ; Negakis, Christos I..
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  12. Industry Effects on Firm and Segment Profitability Forecasting: Do Aggregation and Diversity Matter?. (2012). Yim, Andrew ; Schroder, David.
    In: MPRA Paper.
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  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.
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  14. Understanding earnings quality: A review of the proxies, their determinants and their consequences. (2010). Schrand, Catherine ; Ge, Weili ; Dechow, Patricia .
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  15. A Note on the Time Series Measure of Conservatism. (2010). Westermann, Frank ; Brauer, Sebastian .
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  16. The persistence of earnings per share. (2008). Gil-Alana, Luis ; Pelaez, Rolando .
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  17. Statistically based quarterly earnings expectation models for nonseasonal firms. (2008). Lorek, Kenneth ; Willinger, G. ; Bathke, Allen.
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  18. Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131. (2008). Hossain, Mahmud.
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  19. Influences on financial analyst forecast errors: A meta-analysis. (2006). Garcia-Meca, Emma ; Sanchez-Ballesta, Juan Pedro.
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  20. Joint venture instability, learning and the relative bargaining power of the parent firms. (2005). Nakamura, Masao.
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  21. Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence. (2005). faff, robert ; Ramsay, Alan ; Chan, Howard .
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  22. Relative Accuracy of Judgmental and Extrapolative Methods in Forecasting Annual Earnings. (2004). Armstrong, J..
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  23. Scale economies in hedging foreign exchange cash flow exposures. (2004). Martin, Anna D. ; Mauer, Laurence J..
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  24. Capital markets research in accounting. (2001). KOTHARI, S. P..
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  25. Behavior of earnings, stock returns, accruals, and analysts forecasts following negative annual earnings. (1996). Na, Chongkil ; Hall, Steve ; Toolson, Richard ; Ettredge, Michael .
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  26. Determinants of time-series properties of earnings and cash flows. (1996). Ismail, Badr ; Choi, Kwan.
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  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.

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  30. Earnings, Dividends and Returns: A Theoretical Model. (1994). Hobbes, Garry ; Stevenson, Max ; Partington, Graham.
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  32. The effect of size on the magnitude of long†window earnings response coefficients*. (1992). Jeter, Debra C ; Chaney, Paul K.
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  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.
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