The association between stock returns and foreign GAAP earnings versus earnings adjusted to U.S. GAAP
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Cumby, Robert E & Glen, Jack D, 1990. " Evaluating the Performance of International Mutual Funds," Journal of Finance, American Finance Association, vol. 45(2), pages 497-521, June.
- Godfrey, Leslie G, 1983. "Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares," Econometrica, Econometric Society, vol. 51(2), pages 355-65, March.
- Dechow, Patricia M., 1994. "Accounting earnings and cash flows as measures of firm performance : The role of accounting accruals," Journal of Accounting and Economics, Elsevier, vol. 18(1), pages 3-42, July.
- William J. Baumol & Burton G. Malkiel, 1993. "Redundant Regulation Of Foreign Security Trading And U.S. Competitiveness," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(4), pages 19-27.
- Gordon Fisher & Michael McAleer, 1981.
"Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses,"
420, Queen's University, Department of Economics.
- Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May.
- Heston, Steven L. & Rouwenhorst, K. Geert, 1994. "Does industrial structure explain the benefits of international diversification?," Journal of Financial Economics, Elsevier, vol. 36(1), pages 3-27, August.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-46, March.
- Franklin R. Edwards, 1993. "Listing of Foreign Securities on U.S. Exchanges," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(4), pages 28-36.
- Diamond, Douglas W & Verrecchia, Robert E, 1991. " Disclosure, Liquidity, and the Cost of Capital," Journal of Finance, American Finance Association, vol. 46(4), pages 1325-59, September.
- Davidson, Russell & MacKinnon, James G, 1981.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
Econometric Society, vol. 49(3), pages 781-93, May.
- Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 378, Queen's University, Department of Economics.
- Clarkson, Peter M & Thompson, Rex, 1990. " Empirical Estimates of Beta When Investors Face Estimation Risk," Journal of Finance, American Finance Association, vol. 45(2), pages 431-53, June.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, May.
- Jacobson, Robert & Aaker, David, 1993. "Myopic management behavior with efficient, but imperfect, financial markets : A comparison of information asymmetries in the U.S. and Japan," Journal of Accounting and Economics, Elsevier, vol. 16(4), pages 383-405, October.
- Beckers, Stan & Grinold, Richard & Rudd, Andrew & Stefek, Dan, 1992. "The relative importance of common factors across the European equity markets," Journal of Banking & Finance, Elsevier, vol. 16(1), pages 75-95, February.
When requesting a correction, please mention this item's handle: RePEc:eee:jaecon:v:21:y:1996:i:1:p:139-158. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.