IDEAS home Printed from https://ideas.repec.org/r/bla/joares/v38y2000i1p149-164.html

Do stock prices fully reflect the implications of current earnings for future earnings for AR1 firms?

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2013, January-A.
  2. Baochen Yang & Yifang Liu & Yunpeng Su, 2023. "Earnings communication conferences and post‐earnings‐announcement drift: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2145-2185, June.
  3. Ganapathi Narayanamoorthy, 2006. "Conservatism and Cross‐Sectional Variation in the Post–Earnings Announcement Drift," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 44(4), pages 763-789, September.
  4. He, Shuoyuan & Narayanamoorthy, Ganapathi (Gans), 2020. "Earnings acceleration and stock returns," Journal of Accounting and Economics, Elsevier, vol. 69(1).
  5. Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 10, July-Dece.
  6. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  7. Balakrishnan, Karthik & Bartov, Eli & Faurel, Lucile, 2010. "Post loss/profit announcement drift," Journal of Accounting and Economics, Elsevier, vol. 50(1), pages 20-41, May.
  8. repec:grz:wpsses:2020-04 is not listed on IDEAS
  9. Yaowen Shan & Stephen Taylor & Terry Walter, 2014. "The role of “other information” in analysts’ forecasts in understanding stock return volatility," Review of Accounting Studies, Springer, vol. 19(4), pages 1346-1392, December.
  10. Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019. "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 331-343.
  11. Yoshie Saito, 2012. "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 149-175, February.
  12. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  13. Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011. "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 832-850.
  14. Hsiao-Peng Fu, 2014. "Seasonality of Earnings Momentum in an Emerging Market: The Taiwan Experiences," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(1), pages 71-80, January.
  15. Jacob K. Thomas, 2003. "Discussion of “Post-Earnings Announcement Drift and Market Participants' Information Processing Biases”," Review of Accounting Studies, Springer, vol. 8(2), pages 347-353, June.
  16. Harald SCHMIDBAUER & Eren KALAYCIO?LU, 2008. "Crude Oil and Oil-Related Turkish Company Stocks: A Volatility Analysis," EcoMod2008 23800127, EcoMod.
  17. Libby, Robert & Bloomfield, Robert & Nelson, Mark W., 2002. "Experimental research in financial accounting," Accounting, Organizations and Society, Elsevier, vol. 27(8), pages 775-810, November.
  18. Chu, Gang & Dowling, Michael & Shen, Dehua & Zhang, Yongjie, 2023. "Information demand density matters: Evidence from the post-earnings announcement drift," International Review of Financial Analysis, Elsevier, vol. 86(C).
  19. Truong, Cameron, 2010. "Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 18(2), pages 139-157, April.
  20. Henk Berkman & Cameron Truong, 2009. "Event Day 0? After‐Hours Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 47(1), pages 71-103, March.
  21. Sean Shun Cao & Ganapathi S. Narayanamoorthy, 2012. "Earnings Volatility, Post–Earnings Announcement Drift, and Trading Frictions," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 50(1), pages 41-74, March.
  22. Yaowen Shan & Stephen Taylor & Terry Walter, 2013. "Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility," Abacus, Accounting Foundation, University of Sydney, vol. 49(4), pages 441-475, December.
  23. Lan, Qiujun & Xie, Yuxuan & Mi, Xianhua & Zhang, Chunyu, 2024. "Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  24. Lorek, Kenneth S., 2014. "A critical assessment of the time-series literature in accounting pertaining to quarterly accounting numbers," Advances in accounting, Elsevier, vol. 30(2), pages 315-321.
  25. Kim, Jeong-Bon & Li, Liuchuang & Yu, Zhongbo & Zhang, Hao, 2019. "Local versus non-local effects of Chinese media and post-earnings announcement drift," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 82-92.
  26. Chen, Xing & Diao, Xundi & Wu, Chongfeng, 2022. "Heterogeneous investor attention and post earnings announcement drift: Evidence from China," Economic Modelling, Elsevier, vol. 110(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.