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Long-run abnormal returns and income smoothing in the Spanish stock market

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Author Info
Raúl Iñiguez
Francisco Poveda
Abstract

This study investigates the market valuation of income smoothing via a long-run analysis of the relationship between income smoothing and return and risk in the Spanish stock market. The results suggest that firms that smooth income appear to yield higher stock returns than firms that do not; they also appear to carry a lower risk associated with size and book-to-market factors. The study concludes that the Spanish market is not efficient in this question because it overvalues firms that artificially smooth income, and because it is possible to reduce the stock's risk by manipulating accounting profits.

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Article provided by Taylor and Francis Journals in its journal European Accounting Review.

Volume (Year): 13 (2004)
Issue (Month): 1 (May)
Pages: 105-130
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Handle: RePEc:taf:euract:v:13:y:2004:i:1:p:105-130

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  1. John D. Lyon & Brad M. Barber & Chih-Ling Tsai, 1999. "Improved Methods for Tests of Long-Run Abnormal Stock Returns," Journal of Finance, American Finance Association, vol. 54(1), pages 165-201, 02. [Downloadable!] (restricted)
  2. Leuz, Christian & Nanda, Dhananjay & Wysocki, Peter D., 2003. "Earnings management and investor protection: an international comparison," Journal of Financial Economics, Elsevier, vol. 69(3), pages 505-527, September. [Downloadable!] (restricted)
  3. Loughran, Tim & Ritter, Jay R, 1995. " The New Issues Puzzle," Journal of Finance, American Finance Association, vol. 50(1), pages 23-51, March. [Downloadable!] (restricted)
  4. Jun-Koo Kang & Yong-Cheol Kim & Rene M. Stulz, 1996. "The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan," NBER Working Papers 5819, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Barber, Brad M. & Lyon, John D., 1997. "Detecting long-run abnormal stock returns: The empirical power and specification of test statistics," Journal of Financial Economics, Elsevier, vol. 43(3), pages 341-372, March. [Downloadable!] (restricted)
  6. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February. [Downloadable!] (restricted)
  7. Lee, Inmoo, 1997. " Do Firms Knowingly Sell Overvalued Equity?," Journal of Finance, American Finance Association, vol. 52(4), pages 1439-66, September. [Downloadable!] (restricted)
  8. Spiess, D. Katherine & Affleck-Graves, John, 1995. "Underperformance in long-run stock returns following seasoned equity offerings," Journal of Financial Economics, Elsevier, vol. 38(3), pages 243-267, July. [Downloadable!] (restricted)
  9. Ball, Ray & Kothari, S. P. & Robin, Ashok, 2000. "The effect of international institutional factors on properties of accounting earnings," Journal of Accounting and Economics, Elsevier, vol. 29(1), pages 1-51, February. [Downloadable!] (restricted)
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