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Financial Forecasting, Risk and Valuation: Accounting for the Future

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  • STEPHEN H. PENMAN

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  • Stephen H. Penman, 2010. "Financial Forecasting, Risk and Valuation: Accounting for the Future," Abacus, Accounting Foundation, University of Sydney, vol. 46(2), pages 211-228.
  • Handle: RePEc:bla:abacus:v:46:y:2010:i:2:p:211-228
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    References listed on IDEAS

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    1. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009. "The Price Is (Almost) Right," Journal of Finance, American Finance Association, vol. 64(6), pages 2739-2782, December.
    2. Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
    3. Lior Menzly & Tano Santos & Pietro Veronesi, 2004. "Understanding Predictability," Journal of Political Economy, University of Chicago Press, vol. 112(1), pages 1-47, February.
    4. Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June.
    5. Ball, Ray & Watts, Ross, 1972. "Some Time Series Properties of Accounting Income," Journal of Finance, American Finance Association, vol. 27(3), pages 663-681, June.
    6. repec:bla:joares:v:36:y:1998:i::p:85-111 is not listed on IDEAS
    7. Stephen H. Penman, 2009. "Accounting for Intangible Assets: There is Also an Income Statement," Abacus, Accounting Foundation, University of Sydney, vol. 45(3), pages 358-371.
    8. repec:bla:joares:v:38:y:2000:i:1:p:45-70 is not listed on IDEAS
    9. Zhang, Xiao-Jun, 2000. "Conservative accounting and equity valuation," Journal of Accounting and Economics, Elsevier, vol. 29(1), pages 125-149, February.
    10. Easton, Peter D. & Harris, Trevor S. & Ohlson, James A., 1992. "Aggregate accounting earnings can explain most of security returns : The case of long return intervals," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 119-142, August.
    11. Mark Rubinstein, 1976. "The Valuation of Uncertain Income Streams and the Pricing of Options," Bell Journal of Economics, The RAND Corporation, vol. 7(2), pages 407-425, Autumn.
    12. repec:bla:joares:v:20:y:1982:i:2:p:639-653 is not listed on IDEAS
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    Cited by:

    1. D.J. Johnstone, 2015. "Information and the Cost of Capital in a Mean-Variance Efficient Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(1-2), pages 79-100, January.
    2. Mihai CARP, 2016. "Empirical Study regarding the Influence of the Quality of Financial Information on the Value of Listed Companies," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 14(133), pages 1-78, January.
    3. Pawel Bilinski & Danielle Lyssimachou, 2014. "Risk Interpretation of the CAPM's Beta: Evidence from a New Research Method," Abacus, Accounting Foundation, University of Sydney, vol. 50(2), pages 203-226, June.
    4. Christian Bach, 2011. "Conservatism in Corporate Valuation," CREATES Research Papers 2011-32, Department of Economics and Business Economics, Aarhus University.
    5. repec:spr:reaccs:v:22:y:2017:i:4:d:10.1007_s11142-017-9413-3 is not listed on IDEAS
    6. Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj, 2016. "Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates," Journal of Financial Economics, Elsevier, vol. 121(3), pages 645-663.
    7. Demmer, Matthias, 2015. "Improving profitability forecasts with information on earnings quality," Discussion Papers 2015/16, Free University Berlin, School of Business & Economics.
    8. Karen Benson & Peter M Clarkson & Tom Smith & Irene Tutticci, 2015. "A review of accounting research in the Asia Pacific region," Australian Journal of Management, Australian School of Business, vol. 40(1), pages 36-88, February.

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