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Additional Evidence on the Time Series Properties of Reported Earnings Per Share: Comment

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  • Salamon, Gerald L
  • Smith, E Dan

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  • Salamon, Gerald L & Smith, E Dan, 1977. "Additional Evidence on the Time Series Properties of Reported Earnings Per Share: Comment," Journal of Finance, American Finance Association, vol. 32(5), pages 1795-1801, December.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:5:p:1795-1801
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    Cited by:

    1. Gerakos, Joseph & Kovrijnykh, Andrei, 2013. "Performance shocks and misreporting," Journal of Accounting and Economics, Elsevier, vol. 56(1), pages 57-72.
    2. Ismail, Badr & Choi, Kwan, 1996. "Determinants of time-series properties of earnings and cash flows," Review of Financial Economics, Elsevier, vol. 5(2), pages 131-145.
    3. Badr Ismail & Kwan Choi, 1996. "Determinants of time‐series properties of earnings and cash flows," Review of Financial Economics, John Wiley & Sons, vol. 5(2), pages 131-145.
    4. Yang Pang & Shimeng Shi & Yukun Shi & Yang Zhao, 2022. "A nonlinear dynamic approach to cash flow forecasting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 205-237, July.
    5. Maria Cristina Abad Navarro, 2003. "Utilidad de una Medida de la Eficiencia en la Generación de Ventas para la Predicción del Resultado," Working Papers 0307, Departament Empresa, Universitat Autònoma de Barcelona, revised Sep 2003.

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