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Earnings-based and accrual-based market anomalies: one effect or two?

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  • Collins, Daniel W.
  • Hribar, Paul
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    File URL: http://www.sciencedirect.com/science/article/B6V87-41CR5GG-5/2/51558576b8fe890bbc8e46d72618d742
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    Bibliographic Info

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

    Volume (Year): 29 (2000)
    Issue (Month): 1 (February)
    Pages: 101-123

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    Handle: RePEc:eee:jaecon:v:29:y:2000:i:1:p:101-123

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

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    1. Ball, Ray & Bartov, Eli, 1996. "How naive is the stock market's use of earnings information?," Journal of Accounting and Economics, Elsevier, vol. 21(3), pages 319-337, June.
    2. Bernard, Victor L. & Thomas, Jacob K., 1990. "Evidence that stock prices do not fully reflect the implications of current earnings for future earnings," Journal of Accounting and Economics, Elsevier, vol. 13(4), pages 305-340, December.
    3. Rendleman, Richard J, Jr & Jones, Charles P & Latane, Henry A, 1987. "Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects," The Financial Review, Eastern Finance Association, vol. 22(1), pages 131-44, February.
    4. Dechow, Patricia M., 1994. "Accounting earnings and cash flows as measures of firm performance : The role of accounting accruals," Journal of Accounting and Economics, Elsevier, vol. 18(1), pages 3-42, July.
    5. Banz, Rolf W., 1981. "The relationship between return and market value of common stocks," Journal of Financial Economics, Elsevier, vol. 9(1), pages 3-18, March.
    6. Reinganum, Marc R, 1982. " A Direct Test of Roll's Conjecture on the Firm Size Effect," Journal of Finance, American Finance Association, vol. 37(1), pages 27-35, March.
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