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A Comparison of Market Efficiency Among Stock Exchanges

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  • Robert M. Brown

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Suggested Citation

  • Robert M. Brown, 1988. "A Comparison of Market Efficiency Among Stock Exchanges," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 15(3), pages 373-384, September.
    • Handle: RePEc:bla:jbfnac:v:15:y:1988:i:3:p:373-384
    DOI: 10.1111/j.1468-5957.1988.tb00141.x
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    References listed on IDEAS

    as
    1. Grant, Eb, 1980. "Market Implications Of Differential Amounts Of Interim Information," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 18(1), pages 255-268.
    2. Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 6(2), pages 159-178.
    3. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
    4. Cushing, Be, 1969. "Empirical Study Of Changes In Accounting Policy," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 7(2), pages 196-203.
    5. Lease, Ronald C. & Lewellen, Wilbur G., 1982. "Market efficiency across securities exchanges," Journal of Economics and Business, Elsevier, vol. 34(2), pages 101-109.
    6. Kaplan, Robert S & Roll, Richard, 1972. "Investor Evaluation of Accounting Information: Some Empirical Evidence," The Journal of Business, University of Chicago Press, vol. 45(2), pages 225-257, April.
    7. Harrison, T, 1977. "Different Market Reactions To Discretionary And Non-Discretionary Accounting Changes," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 15(1), pages 84-107.
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    Cited by:

    1. Elsie C. Ameen & Kam Chan & Daryl M. Guffey, 1994. "Information Content Of Qualified Audit Opinions For Over‐The‐Counter Firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 21(7), pages 997-1011, October.
    2. Moshe Hagigi & Brian D. Kluger & David Shields, 1993. "Auditor Change Announcements And Dispersion Of Investor Expectations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 20(6), pages 787-802, November.

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