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Analysts’ and Investors’ Reactions to Consistent Earnings Signals

Author

Listed:
  • Marcus L. Caylor
  • Theodore E. Christensen
  • Peter M. Johnson
  • Thomas J. Lopez

Abstract

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Suggested Citation

  • Marcus L. Caylor & Theodore E. Christensen & Peter M. Johnson & Thomas J. Lopez, 2015. "Analysts’ and Investors’ Reactions to Consistent Earnings Signals," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(9-10), pages 1041-1074, November.
    • Handle: RePEc:bla:jbfnac:v:42:y:2015:i:9-10:p:1041-1074
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    File URL: http://hdl.handle.net/10.1111/jbfa.2015.42.issue-9-10
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    Citations

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    Cited by:

    1. Bradley Blaylock & Bradley P. Lawson & Michael A. Mayberry, 2020. "Taxable income, future profitability, and stock returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(7-8), pages 858-881, July.
    2. James Ming Chen, 2017. "Systematic Risk in the Macrocosm," Quantitative Perspectives on Behavioral Economics and Finance, in: Econophysics and Capital Asset Pricing, chapter 0, pages 239-274, Palgrave Macmillan.
    3. James Ming Chen, 2017. "Econophysics and Capital Asset Pricing," Quantitative Perspectives on Behavioral Economics and Finance, Palgrave Macmillan, number 978-3-319-63465-4, February.
    4. Sanghyuk Byun & Kristin C. Roland, 2022. "Quarterly earnings thresholds: Making the case for prior quarter earnings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(5-6), pages 690-716, May.
    5. Po‐Chang Chen & Ganapathi S. Narayanamoorthy & Theodore Sougiannis & Hui Zhou, 2020. "Analyst underreaction and the post‐forecast revision drift," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(9-10), pages 1151-1181, October.

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