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Do nonlinearity, firm-specific coefficients, and losses represent distinct factors in the relation between stock returns and accounting earnings?

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  • Lipe, Robert C.
  • Bryant, Lisa
  • Widener, Sally K.

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  • Lipe, Robert C. & Bryant, Lisa & Widener, Sally K., 1998. "Do nonlinearity, firm-specific coefficients, and losses represent distinct factors in the relation between stock returns and accounting earnings?," Journal of Accounting and Economics, Elsevier, vol. 25(2), pages 195-214, May.
  • Handle: RePEc:eee:jaecon:v:25:y:1998:i:2:p:195-214
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    References listed on IDEAS

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    1. repec:bla:joares:v:30:y:1992:i:2:p:185-209 is not listed on IDEAS
    2. Kothari, S. P., 1992. "Price-earnings regressions in the presence of prices leading earnings : Earnings level versus change specifications and alternative deflators," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 173-202, August.
    3. Kormendi, Roger & Lipe, Robert, 1987. "Earnings Innovations, Earnings Persistence, and Stock Returns," The Journal of Business, University of Chicago Press, vol. 60(3), pages 323-345, July.
    4. Brooks, LeRoy D & Buckmaster, Dale A, 1976. "Further Evidence on the Time Series Properties of Accounting Income," Journal of Finance, American Finance Association, vol. 31(5), pages 1359-1373, December.
    5. Basu, Sudipta, 1997. "The conservatism principle and the asymmetric timeliness of earnings," Journal of Accounting and Economics, Elsevier, vol. 24(1), pages 3-37, December.
    6. repec:bla:joares:v:25:y:1987:i:1:p:1-48 is not listed on IDEAS
    7. Kothari, S.P., 1992. "Price-Earnings Regressions in the Presence of prices Leading Earnings: Earnings Level Versus Change Specifications and Alternative Deflators," Papers 92-10, Rochester, Business - Financial Research and Policy Studies.
    8. Teets, Walter R. & Wasley, Charles E., 1996. "Estimating earnings response coefficients: Pooled versus firm-specific models," Journal of Accounting and Economics, Elsevier, vol. 21(3), pages 279-295, June.
    9. Christie, Andrew A., 1987. "On cross-sectional analysis in accounting research," Journal of Accounting and Economics, Elsevier, vol. 9(3), pages 231-258, December.
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    Cited by:

    1. Gomes, Armando & Gorton, Gary & Madureira, Leonardo, 2007. "SEC Regulation Fair Disclosure, information, and the cost of capital," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 300-334, June.
    2. Truong, Cameron & Corrado, Charles & Chen, Yangyang, 2012. "The options market response to accounting earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 423-450.
    3. C. José García Martín & Begoña Herrero Piqueras & Ana María Ibáñez Escribano, 2016. "The informational role of thin options markets: Empirical evidence from the Spanish case," Estudios de Economia, University of Chile, Department of Economics, vol. 43(2 Year 20), pages 233-263, December.
    4. repec:eee:jocaae:v:13:y:2017:i:2:p:119-133 is not listed on IDEAS
    5. repec:eee:advacc:v:31:y:2015:i:1:p:21-32 is not listed on IDEAS
    6. Hae mi Choi, 2014. "When Good News Is Not So Good: Economy-wide Uncertainty and Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1101-1123, November.
    7. Robert Freeman & Adam Koch & Haidan Li, 2011. "Can historical returns-earnings relations predict price responses to earnings news?," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 35-62, July.

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