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Time-Series Of Annual Accounting Earnings

Citations

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Cited by:

  1. Kenneth Lorek & G. Willinger & Allen Bathke, 2008. "Statistically based quarterly earnings expectation models for nonseasonal firms," Review of Quantitative Finance and Accounting, Springer, vol. 31(1), pages 105-119, July.
  2. Sung Kwon & Jennifer Yin, 2015. "A comparison of earnings persistence in high-tech and non-high-tech firms," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 645-668, May.
  3. Paul K. Chaney & Debra C. Jeter, 1992. "The effect of size on the magnitude of long†window earnings response coefficients," Contemporary Accounting Research, John Wiley & Sons, vol. 8(2), pages 540-560, March.
  4. van Lent, L.A.G.M., 1999. "Incomplete contracting theory in empirical accounting research," Other publications TiSEM 088f797d-9fa4-4081-98f4-1, Tilburg University, School of Economics and Management.
  5. So, Eric C., 2013. "A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?," Journal of Financial Economics, Elsevier, vol. 108(3), pages 615-640.
  6. Luis Gil-Alana & Rolando Peláez, 2008. "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November.
  7. 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).
  8. Panos Patatoukas & Hongjun Yan, 2009. "The Impact of Earnings Surprises on Stock Returns: Theory and Evidence," Yale School of Management Working Papers amz2517, Yale School of Management.
  9. Dechow, Patricia & Ge, Weili & Schrand, Catherine, 2010. "Understanding earnings quality: A review of the proxies, their determinants and their consequences," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 344-401, December.
  10. Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016. "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, vol. 21(1), pages 1-36, March.
  11. Moehrle, S. & Kozloski, T. & Meckfessel, M. & Reynolds-Moehrle, J. & Wen, H., 2018. "Developments in accounting regulation: A synthesis and annotated bibliography of evidence and commentary in the 2016 academic literature," Research in Accounting Regulation, Elsevier, vol. 30(1), pages 49-62.
  12. Farshadfar, Shadi & Monem, Reza, 2013. "Further Evidence on the Usefulness of Direct Method Cash Flow Components for Forecasting Future Cash Flows," The International Journal of Accounting, Elsevier, vol. 48(1), pages 111-133.
  13. Rajiv D. Banker & Raj Mashruwala, 2007. "The Moderating Role of Competition in the Relationship between Nonfinancial Measures and Future Financial Performance," Contemporary Accounting Research, John Wiley & Sons, vol. 24(3), pages 763-793, September.
  14. Howard Chan & Robert Faff & Alan Ramsay, 2005. "Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(1‐2), pages 211-253, January.
  15. Yang Pang & Shimeng Shi & Yukun Shi & Yang Zhao, 2022. "A nonlinear dynamic approach to cash flow forecasting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 205-237, July.
  16. Garry Hobbes & Graham Partington & Max Stevenson, 1994. "Earnings, Dividends and Returns: A Theoretical Model," Working Paper Series 38, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Shadi Farshadfar & Reza Monem, 2013. "The usefulness of operating cash flow and accrual components in improving the predictive ability of earnings: a re-examination and extension," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(4), pages 1061-1082, December.
  18. Nakamura, Masao & Zhang, Anming, 2018. "Foreign direct investment with host country market structures, with empirical application to Japan," Journal of the Japanese and International Economies, Elsevier, vol. 49(C), pages 43-53.
  19. Mark C. Anderson & Rajiv D. Banker & Sury Ravindran, 2006. "Value Implications of Investments in Information Technology," Management Science, INFORMS, vol. 52(9), pages 1359-1376, September.
  20. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  21. Simon Hussain, 1998. "Lead indicator models and UK analysts' earnings forecasts," Accounting and Business Research, Taylor & Francis Journals, vol. 28(4), pages 271-280.
  22. Gary C. Biddle & Gim S. Seow & Andrew F. Siegel, 1995. "Relative versus Incremental Information Content," Contemporary Accounting Research, John Wiley & Sons, vol. 12(1), pages 1-23, September.
  23. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  24. Kenneth Lorek & G. Willinger, 2007. "The contextual nature of the predictive power of statistically-based quarterly earnings models," Review of Quantitative Finance and Accounting, Springer, vol. 28(1), pages 1-22, January.
  25. Pilotte, Eugene & Manuel, Timothy, 1996. "The market's response to recurring events The case of stock splits," Journal of Financial Economics, Elsevier, vol. 41(1), pages 111-127, May.
  26. Monterrey Mayoral, Juan & Sánchez Segura, Amparo, 2017. "Una evaluación empírica de los métodos de predicción de la rentabilidad y su relación con las características corporativas," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 20(1), pages 95-106.
  27. Brealey, R. A. & Kaplanis, E. C., 1995. "Discrete exchange rate hedging strategies," Journal of Banking & Finance, Elsevier, vol. 19(5), pages 765-784, August.
  28. Dechow, Patricia M. & Kothari, S. P. & L. Watts, Ross, 1998. "The relation between earnings and cash flows," Journal of Accounting and Economics, Elsevier, vol. 25(2), pages 133-168, May.
  29. Jesper Banghøj & Gorm Gabrielsen & Christian Petersen & Thomas Plenborg, 2010. "Determinants of executive compensation in privately held firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 481-510, September.
  30. Louis T. W. Cheng & Hung‐Gay Fung & Tak Yan Leung, 2009. "Dividend preference of tradable‐share and non‐tradable‐share holders in Mainland China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(2), pages 291-316, June.
  31. Huang, Wei & Wright, Brian, 2015. "Analyst earnings forecast under complex corporate ownership in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 69-84.
  32. Higgins, Huong, 2013. "Can securities analysts forecast intangible firms’ earnings?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 155-174.
  33. Xinyue Cui & Zhaoyu Xu & Yue Zhou, 2020. "Using Machine Learning to Forecast Future Earnings," Papers 2005.13995, arXiv.org.
  34. Michalis Makrominas, 2015. "The impact of analyst-investor disagreement on the cross-section of implied cost of capital," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 224-244, May.
  35. Stoel, M. Dale & Muhanna, Waleed A., 2011. "IT internal control weaknesses and firm performance: An organizational liability lens," International Journal of Accounting Information Systems, Elsevier, vol. 12(4), pages 280-304.
  36. Kenneth Lorek & G. Willinger, 2009. "New evidence pertaining to the prediction of operating cash flows," Review of Quantitative Finance and Accounting, Springer, vol. 32(1), pages 1-15, January.
  37. Nakamura, Masao, 2005. "Joint venture instability, learning and the relative bargaining power of the parent firms," International Business Review, Elsevier, vol. 14(4), pages 465-493, August.
  38. C. Cheng & Dana Hollie, 2008. "Do core and non-core cash flows from operations persist differentially in predicting future cash flows?," Review of Quantitative Finance and Accounting, Springer, vol. 31(1), pages 29-53, July.
  39. Frank J. Finn & G. P. Whittred, 1982. "On the Use of Naive Expectations of Earnings per Share as Experimental Benchmarks," The Economic Record, The Economic Society of Australia, vol. 58(2), pages 169-173, June.
  40. 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.
  41. Qing Cao & Mark Parry & Karyl Leggio, 2011. "The three-factor model and artificial neural networks: predicting stock price movement in China," Annals of Operations Research, Springer, vol. 185(1), pages 25-44, May.
  42. S. P. Kothari & Charles Wasley, 2019. "Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years," Journal of Accounting Research, Wiley Blackwell, vol. 57(5), pages 1117-1159, December.
  43. Monahan, Steven J., 2018. "Financial Statement Analysis and Earnings Forecasting," Foundations and Trends(R) in Accounting, now publishers, vol. 12(2), pages 105-215, July.
  44. Donald G. Christensen & Donald R. Levi, 1993. "Corporate Restructuring Involving Real Estate Assets: Some Earnings and Risk Signal Implications," Journal of Real Estate Research, American Real Estate Society, vol. 8(4), pages 579-596.
  45. Brown, Lawrence D., 1996. "Influential accounting articles, individuals, Ph.D. granting institutions and faculties: A citational analysis," Accounting, Organizations and Society, Elsevier, vol. 21(7-8), pages 723-754.
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