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How naive is the stock market's use of earnings information?

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  • Ball, Ray
  • Bartov, Eli
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Accounting and Economics.

Volume (Year): 21 (1996)
Issue (Month): 3 (June)
Pages: 319-337

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Handle: RePEc:eee:jaecon:v:21:y:1996:i:3:p:319-337

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Web page: http://www.elsevier.com/locate/jae

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Citations

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Cited by:
  1. Rogers, Jonathan L. & Van Buskirk, Andrew, 2013. "Bundled forecasts in empirical accounting research," Journal of Accounting and Economics, Elsevier, vol. 55(1), pages 43-65.
  2. Truong, Cameron, 2010. "Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 18(2), pages 139-157, April.
  3. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  4. H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007. "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics 2007-488, Australian National University, College of Business and Economics, School of Economics.
  5. Zana Grigaliuniene, 2013. "Time-Series Models Forecasting Performance In The Baltic Stock Market," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 4(1).
  6. Hannu, Schadewitz, 1997. "Financial and nonfinancial information in interim reports: Determinants and implications," MPRA Paper 44292, University Library of Munich, Germany.
  7. Sadka, Ronnie, 2006. "Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk," Journal of Financial Economics, Elsevier, vol. 80(2), pages 309-349, May.
  8. Norio Kitagawa & Akinobu Shuto, 2013. "Credibility of Management Earnings Forecasts and Future Returns," Discussion Paper Series DP2013-30, Research Institute for Economics & Business Administration, Kobe University.
  9. Konchitchki, Yaniv, 2011. "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper 52928, University Library of Munich, Germany.
  10. Jacob Thomas & Frank Zhang, 2007. "Tax Expense Surprises and Future Returns," Yale School of Management Working Papers amz2531, Yale School of Management, revised 01 Feb 2008.
  11. Martin, Anna D. & Mauer, Laurence J., 2004. "Scale economies in hedging foreign exchange cash flow exposures," Global Finance Journal, Elsevier, vol. 15(1), pages 17-27.
  12. Kenneth Lorek & Donald Pagach, 2012. "The impact of accruals and lines of business on analysts’ earnings forecast superiority," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 293-308, October.
  13. Collins, Daniel W. & Hribar, Paul, 2000. "Earnings-based and accrual-based market anomalies: one effect or two?," Journal of Accounting and Economics, Elsevier, vol. 29(1), pages 101-123, February.
  14. David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh, 2004. "Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades," Finance 0412003, EconWPA.
  15. Battalio, Robert H. & Mendenhall, Richard R., 2005. "Earnings expectations, investor trade size, and anomalous returns around earnings announcements," Journal of Financial Economics, Elsevier, vol. 77(2), pages 289-319, August.
  16. P. Van Cauwenberge & I. De Beelde, 2006. "Does The Comprehensive Income Matrix Make Unsophisticated Users Overemphasise Fair Value Income?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/400, Ghent University, Faculty of Economics and Business Administration.
  17. Nguyen, Pascal, 2005. "Market underreaction and predictability in the cross-section of Japanese stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 193-210, July.

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