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Fundamental information and share prices in Japan: evidence from earnings surprises and management predictions

  • Conroy, Robert M.
  • Harris, Robert S.
  • Park, Young S.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-3VCK9K0-7/2/545409d262c3a4ffa1e867675f516138
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 14 (1998)
    Issue (Month): 2 (June)
    Pages: 227-244

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    Handle: RePEc:eee:intfor:v:14:y:1998:i:2:p:227-244
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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    1. Kenneth A. Froot & Maurice Obstfeld, 1989. "Intrinsic Bubbles: The Case of Stock Prices," NBER Working Papers 3091, National Bureau of Economic Research, Inc.
    2. Ito, Kunio, 1990. "The Relative and Incremental Information Content of Consolidated Earnings Data," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 25(1), pages 47-74, December.
    3. Brown, Philip, 1993. "Comments on 'Earnings forecasting research: its implications for capital markets research' by L. Brown," International Journal of Forecasting, Elsevier, vol. 9(3), pages 331-335, November.
    4. Conroy, Robert M. & Harris, Robert S., 1995. "Analysts' earnings forecasts in Japan: Accuracy and sell-side optimism," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 393-408, December.
    5. French, Kenneth R. & Poterba, James M., 1991. "Were Japanese stock prices too high?," Journal of Financial Economics, Elsevier, vol. 29(2), pages 337-363, October.
    6. Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef, 1991. " Fundamentals and Stock Returns in Japan," Journal of Finance, American Finance Association, vol. 46(5), pages 1739-64, December.
    7. Brown, Lawrence D., 1993. "Reply to commentaries on "Earnings forecasting research: its implications for capital markets research"," International Journal of Forecasting, Elsevier, vol. 9(3), pages 343-344, November.
    8. Kang, Jun-Koo & Shivdasani, Anil, 1995. "Firm performance, corporate governance, and top executive turnover in Japan," Journal of Financial Economics, Elsevier, vol. 38(1), pages 29-58, May.
    9. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
    10. Kaplan, Steven N, 1994. "Top Executive Rewards and Firm Performance: A Comparison of Japan and the United States," Journal of Political Economy, University of Chicago Press, vol. 102(3), pages 510-46, June.
    11. Brown, Lawrence D., 1993. "Earnings forecasting research: its implications for capital markets research," International Journal of Forecasting, Elsevier, vol. 9(3), pages 295-320, November.
    12. Kaplan, Steven N. & Minton, Bernadette A., 1994. "Appointments of outsiders to Japanese boards: Determinants and implications for managers," Journal of Financial Economics, Elsevier, vol. 36(2), pages 225-258, October.
    13. Allen F. & Morris S. & Postlewaite A., 1993. "Finite Bubbles with Short Sale Constraints and Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 61(2), pages 206-229, December.
    14. Conroy, Robert & Harris, Robert S. & Park, Young S., 1993. "Published analysts' earnings forecasts in Japan: how accurate are they?," Pacific-Basin Finance Journal, Elsevier, vol. 1(2), pages 127-137, May.
    15. Abarbanell, Jeffery S. & Lanen, William N. & Verrecchia, Robert E., 1995. "Analysts' forecasts as proxies for investor beliefs in empirical research," Journal of Accounting and Economics, Elsevier, vol. 20(1), pages 31-60, July.
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