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Stock market response to analysts' perceptions and earnings in a technology-intensive environment

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  • Junttila, Juha
  • Kallunki, Juha-Pekka
  • Karja, Aki
  • Martikainen, Minna

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  • Junttila, Juha & Kallunki, Juha-Pekka & Karja, Aki & Martikainen, Minna, 2005. "Stock market response to analysts' perceptions and earnings in a technology-intensive environment," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 77-92.
    • Handle: RePEc:eee:finana:v:14:y:2005:i:1:p:77-92
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    References listed on IDEAS

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    1. James V. Koch & Richard J. Cebula, 1994. "In Search Of Excellent Management," Journal of Management Studies, Wiley Blackwell, vol. 31(5), pages 681-699, September.
    2. Liu, J & Thomas, J, 2000. "Stock returns and accounting earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 38(1), pages 71-101.
    3. Juha Junttila, 2003. "Detecting speculative bubbles in an IT-intensive stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(2), pages 166-189, June.
    4. Amir, Eli & Lev, Baruch, 1996. "Value-relevance of nonfinancial information: The wireless communications industry," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 3-30, October.
    5. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
    6. Collins, Daniel W. & Kothari, S. P., 1989. "An analysis of intertemporal and cross-sectional determinants of earnings response coefficients," Journal of Accounting and Economics, Elsevier, vol. 11(2-3), pages 143-181, July.
    7. Peter Antunovich & David S. Laster & Scott Mitnick, 2000. "Are high-quality firms also high-quality investments?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 6(Jan).
    8. Fama, Eugene F., 1998. "Market efficiency, long-term returns, and behavioral finance," Journal of Financial Economics, Elsevier, vol. 49(3), pages 283-306, September.
    9. Lev, B, 1989. "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 27, pages 153-192.
    10. Mark Grinblatt & Matti Keloharju, 2001. "What Makes Investors Trade?," Journal of Finance, American Finance Association, vol. 56(2), pages 589-616, April.
    11. Herremans, Irene M. & Akathaporn, Parporn & McInnes, Morris, 1993. "An investigation of corporate social responsibility reputation and economic performance," Accounting, Organizations and Society, Elsevier, vol. 18(7-8), pages 587-604.
    12. Easton, Peter D. & Harris, Trevor S. & Ohlson, James A., 1992. "Aggregate accounting earnings can explain most of security returns : The case of long return intervals," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 119-142, August.
    13. Sudhir Nanda & Thomas Schneeweis & Kristina Eneroth, 1996. "Corporate performance and firm perception: The British experience," European Financial Management, European Financial Management Association, vol. 2(2), pages 197-221, July.
    14. Trueman, B & Wong, MHF & Zhang, XJ, 2000. "The eyeballs have it: Searching for the value in internet stocks," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 38, pages 137-162.
    15. Kothari, S. P. & Zimmerman, Jerold L., 1995. "Price and return models," Journal of Accounting and Economics, Elsevier, vol. 20(2), pages 155-192, September.
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    1. Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014. "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, vol. 31(C), pages 17-31.
    2. Iatridis, George & Kadorinis, George, 2009. "Earnings management and firm financial motives: A financial investigation of UK listed firms," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 164-173, September.
    3. Ahmed, Mohamed S. & Alhadab, Mohammad, 2020. "Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 355-371.
    4. Mortaza OJAGHLOU, 2020. "Dynamic Effects of Macroeconomic Fundamentals on Stock Market Movements: Evidence from BIST100," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 5(2), pages 17-36.
    5. Laura Arenas & Ana Maria Gil-Lafuente, 2021. "Regime Switching in High-Tech ETFs: Idiosyncratic Volatility and Return," Mathematics, MDPI, vol. 9(7), pages 1-25, March.

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