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Share Price Anticipation Of Earnings And The Effect Of Earnings Persistence And Firm Size

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  • Raymond Donnelly
  • Martin Walker

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  • Raymond Donnelly & Martin Walker, 1995. "Share Price Anticipation Of Earnings And The Effect Of Earnings Persistence And Firm Size," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(1), pages 5-18, January.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:1:p:5-18
    DOI: 10.1111/j.1468-5957.1995.tb00668.x
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    References listed on IDEAS

    as
    1. Kormendi, Roger & Lipe, Robert, 1987. "Earnings Innovations, Earnings Persistence, and Stock Returns," The Journal of Business, University of Chicago Press, vol. 60(3), pages 323-345, July.
    2. Atiase, Rk, 1985. "Predisclosure Information, Firm Capitalization, And Security Price Behavior Around Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 23(1), pages 21-36.
    3. Beaver, William H. & Lambert, Richard A. & Ryan, Stephen G., 1987. "The information content of security prices : A second look," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 139-157, July.
    4. Easton, Pd & Harris, Ts, 1991. "Earnings As An Explanatory Variable For Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 29(1), pages 19-36.
    5. 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.
    6. James A. Ohlson, 1991. "The theory of value and earnings, and an introduction to the Ball†Brown analysis," Contemporary Accounting Research, John Wiley & Sons, vol. 8(1), pages 1-19, September.
    7. Kothari, S. P. & Sloan, Richard G., 1992. "Information in prices about future earnings : Implications for earnings response coefficients," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 143-171, August.
    8. Ali, Ashiq & Zarowin, Paul, 1992. "Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 249-264, August.
    9. Freeman, Robert N., 1987. "The association between accounting earnings and security returns for large and small firms," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 195-228, July.
    10. Beaver, William & Lambert, Richard & Morse, Dale, 1980. "The information content of security prices," Journal of Accounting and Economics, Elsevier, vol. 2(1), pages 3-28, March.
    11. Collins, Daniel W. & Kothari, S. P. & Rayburn, Judy Dawson, 1987. "Firm size and the information content of prices with respect to earnings," Journal of Accounting and Economics, Elsevier, vol. 9(2), pages 111-138, July.
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