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Citations for "Financial statement analysis and the prediction of stock returns"

by Ou, Jane A. & Penman, Stephen H.

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  1. Lorenzo Valdés Arturo & Durán Vázquez Rocío, 2010. "Ohlson model by panel cointegration with Mexican data," Contaduría y Administración:Revista Internacional, Accounting and Management: International Journal, vol. 55(3), pages 131-142, septiembr.
  2. Roy Clemons, 2010. "Do external sources generate greater investor awareness that can affect a firm's value and cost of capital?," Review of Accounting and Finance, Emerald Group Publishing, vol. 9(4), pages 382 - 394, November.
  3. van Lent, L.A.G.M., 1999. "Incomplete contracting theory in empirical accounting research," Other publications TiSEM 088f797d-9fa4-4081-98f4-1, School of Economics and Management.
  4. Jeong-Bon Kim & Roland Lipka & Heibatollah Sami, 2012. "Portfolio performance and accounting measures of earnings: an alternative look at usefulness," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 87-107, January.
  5. Pascal Dumontier & Real Labelle, 1998. "Accounting earnings and firm valuation: the French case," European Accounting Review, Taylor & Francis Journals, vol. 7(2), pages 163-183.
  6. Nguyen, Pascal, 2005. "Market underreaction and predictability in the cross-section of Japanese stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 193-210, July.
  7. Hechmi Soumaya, 2013. "Eva versus Other Performance Measures," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(4), pages 532-541, April.
  8. Hannu, Schadewitz, 1997. "Financial and nonfinancial information in interim reports: Determinants and implications," MPRA Paper 44292, University Library of Munich, Germany.
  9. David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG, 2004. "Do Investors Overvalue Firms With Bloated Balance Sheets?," Finance 0412001, EconWPA.
  10. Ron Bird & Richard Gerlach, 2006. "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 111-127, August.
  11. Hong Bae, Kee & Kim, Jeong-Bon, 1998. "The usefulness of earnings versus book value for predicting stock returns and cross corporate ownership in Japan," Japan and the World Economy, Elsevier, vol. 10(4), pages 467-485, October.
  12. 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.
  13. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  14. James Gong & Siyi Li, 2013. "CEO incentives and earnings prediction," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 647-674, May.
  15. Antti Kanto & Hannu Schadewitz, 2003. "Impact of nonearnings disclosures on market risk: evidence with interim reports," Applied Financial Economics, Taylor & Francis Journals, vol. 13(10), pages 721-729.
  16. Fatma Cebenoyan, 2003. "Operational Efficiency and the Value-Relevance of Earnings," Economics Working Paper Archive at Hunter College 301, Hunter College Department of Economics.
  17. Ron Bird & Lorenzo Casavecchia, 2007. "Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 769-793.
  18. Zhang, Xinyu & Lu, Zudi & Zou, Guohua, 2013. "Adaptively combined forecasting for discrete response time series," Journal of Econometrics, Elsevier, vol. 176(1), pages 80-91.
  19. Konchitchki, Yaniv, 2013. "Accounting and the Macroeconomy: The Case of Aggregate Price-Level Effects on Individual Stocks," MPRA Paper 52934, University Library of Munich, Germany.
  20. Frankel, Richard & Litov, Lubomir, 2009. "Earnings persistence," Journal of Accounting and Economics, Elsevier, vol. 47(1-2), pages 182-190, March.
  21. Cristina Abad & Sten A. Thore & Joaquina Laffarga, 2004. "Fundamental analysis of stocks by two-stage DEA," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 25(5), pages 231-241.
  22. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, EconWPA, revised 23 Jul 2005.
  23. Liu, Chao-Shin & Ziebart, David A., 1999. "Anomalous security price behavior following management earnings forecasts," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 405-429, October.
  24. Yuko Katsuo, 2008. "Earnings quality, accruals and subjective goodwill accounting," LSE Research Online Documents on Economics 6912, London School of Economics and Political Science, LSE Library.
  25. Richard Barker, 1999. "The role of dividends in valuation models used by analysts and fund managers," European Accounting Review, Taylor & Francis Journals, vol. 8(2), pages 195-218.
  26. Hidetoshi Yamaji & Masatoshi Gotoh, 2010. "Cognitive Bias in the Laboratory Security Market," Computational Economics, Society for Computational Economics, vol. 35(2), pages 101-126, February.
  27. Edirisinghe, N.C.P. & Zhang, X., 2007. "Generalized DEA model of fundamental analysis and its application to portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3311-3335, November.
  28. Chan, Louis K. C. & Jegadeesh, Narasimhan & Lakonishok, Josef, 1995. "Evaluating the performance of value versus glamour stocks The impact of selection bias," Journal of Financial Economics, Elsevier, vol. 38(3), pages 269-296, July.
  29. Avkiran, Necmi K. & Morita, Hiroshi, 2010. "Predicting Japanese bank stock performance with a composite relative efficiency metric: A new investment tool," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 254-271, June.
  30. P. Van Cauwenberge & I. De Beelde, 2006. "Does The Comprehensive Income Matrix Make Unsophisticated Users Overemphasise Fair Value Income?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/400, Ghent University, Faculty of Economics and Business Administration.
  31. Olson, Dennis & Mossman, Charles, 2003. "Neural network forecasts of Canadian stock returns using accounting ratios," International Journal of Forecasting, Elsevier, vol. 19(3), pages 453-465.
  32. Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
  33. Mohamed Sellami, 2006. "Typologie des déterminants comptables de la valeur : Apports de l'approche économique de l'information dans la mesure de la valeur," Post-Print halshs-00558252, HAL.
  34. 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.
  35. Higgins, Huong, 2013. "Can securities analysts forecast intangible firms’ earnings?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 155-174.
  36. Eccher, Elizabeth A. & Ramesh, K. & Thiagarajan, S. Ramu, 1996. "Fair value disclosures by bank holding companies," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 79-117, October.
  37. Richardson, Scott & Tuna, Irem & Wysocki, Peter, 2010. "Accounting anomalies and fundamental analysis: A review of recent research advances," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 410-454, December.
  38. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  39. G. Geoffrey Booth & Juha-Pekka Kallunki & Teppo Martikainen, 1998. "Delayed price response to the announcements of earnings and its components in Finland," European Accounting Review, Taylor & Francis Journals, vol. 6(3), pages 377-392.
  40. Coller, Maribeth & Tuttle, Brad, 2002. "The acquisition of price-relevant domain knowledge by a market," Journal of Economic Psychology, Elsevier, vol. 23(1), pages 77-101, February.
  41. So, Eric C., 2013. "A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?," Journal of Financial Economics, Elsevier, vol. 108(3), pages 615-640.
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