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Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association

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Author Info
Collins, Daniel W.
Kothari, S. P.
Shanken, Jay
Sloan, Richard G.

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File URL: http://www.sciencedirect.com/science/article/B6V87-4593DVJ-9/2/0c12365c06ce1d4fced941389638f68a
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Article provided by Elsevier in its journal Journal of Accounting and Economics.

Volume (Year): 18 (1994)
Issue (Month): 3 (November)
Pages: 289-324
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Handle: RePEc:eee:jaecon:v:18:y:1994:i:3:p:289-324

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  1. Denis Cormier, Michel Magnan, Bernard Morard, 2000. "The contractual and value relevance of reported earnings in a dividend-focused environment," European Accounting Review, Taylor and Francis Journals, vol. 9(3), pages 387-417, September. [Downloadable!] (restricted)
  2. Peter Hecht & Tuomo Vuolteenaho, 2005. "Explaining Returns with Cash-Flow Proxies," NBER Working Papers 11169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Neringa Jarmalaite Pritchard, 2002. "The Relationship between Accounting Numbers and Returns in the Baltic Stock Markets," CERT Discussion Papers 0206, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  4. Philippe Desbrières & Alain Schatt, 2002. "The Impacts of LBOs on the Performance of Acquired Firms:the French Case," Working Papers FARGO 1020702, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]
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  5. Olli Castrén & Trevor Fitzpatrick & Matthias Sydow, 2006. "What drives EU banks’ stock returns? Bank-level evidence using the dynamic dividend-discount model," Working Paper Series 677, European Central Bank. [Downloadable!]
  6. Pascal Dumontier, Real Labelle, 1998. "Accounting earnings and firm valuation: the French case," European Accounting Review, Taylor and Francis Journals, vol. 7(2), pages 163-183, July. [Downloadable!] (restricted)
  7. Kabir, R., 1997. "The usefulness of the most widely reported Dutch financial statement numbers for stock market investors," Discussion Paper 58, Tilburg University, Center for Economic Research. [Downloadable!]
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