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Evidence On Negative Earnings Response Coefficients

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  • Douglas A. Schroeder

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  • Douglas A. Schroeder, 1995. "Evidence On Negative Earnings Response Coefficients," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(7), pages 939-959, October.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:7:p:939-959
    DOI: 10.1111/j.1468-5957.1995.tb00887.x
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    References listed on IDEAS

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    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. Liu, Cc & Ryan, Sg, 1995. "The Effect Of Bank Loan Portfolio Composition On The Market Reaction To And Anticipation Of Loan Loss Provisions," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 33(1), pages 77-94.
    3. 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.
    4. William Kross & DOUGLAS A. SCHROEDER, 1989. "Firm Prominence and the Differential Information Content of Quarterly Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(1), pages 55-74, March.
    5. Baginski, Sp, 1987. "Intraindustry Information Transfers Associated With Management Forecasts Of Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 25(2), pages 196-216.
    6. Firth, Michael A, 1976. "The Impact of Earnings Announcements on the Share Price Behaviour of Similar Type Firms," Economic Journal, Royal Economic Society, vol. 86(342), pages 296-306, June.
    7. Beaver, W & Eger, C & Ryan, S & Wolfson, M, 1989. "Financial-Reporting, Supplemental Disclosures, And Bank Share Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 27(2), pages 157-178.
    8. 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.
    9. Byung T. Ro, 1989. "Earnings news and the firm size effect," Contemporary Accounting Research, John Wiley & Sons, vol. 6(1), pages 177-195, September.
    10. Garman, Mb & Ohlson, Ja, 1980. "Information And The Sequential Valuation Of Assets In Arbitrage-Free Economies," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 18(2), pages 420-440.
    11. Holthausen, Rw & Verrecchia, Re, 1988. "The Effect Of Sequential Information Releases On The Variance Of Price Changes In An Intertemporal Multi-Asset Market," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 26(1), pages 82-106.
    12. Pownall, G & Waymire, G, 1989. "Voluntary Disclosure Credibility And Securities Prices - Evidence From Management Earnings Forecasts, 1969-73," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 27(2), pages 227-245.
    13. Olsen, C & Dietrich, Jr, 1985. "Vertical Information Transfers - The Association Between Retailers Sales Announcements And Suppliers Security Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 23, pages 144-166.
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