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Delisting returns and their effect on accounting-based market anomalies

Citations

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Cited by:

  1. 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.
  2. Aníbal Báez-Díaz & Pervaiz Alam, 2013. "Tax conformity of earnings and the pricing of accruals," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 509-538, April.
  3. Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2016. "Accruals, cash flows, and operating profitability in the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 121(1), pages 28-45.
  4. Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2025. "Breaking down value: a novel method," Empirical Economics, Springer, vol. 69(3), pages 1467-1525, September.
  5. Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015. "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 33-57.
  6. Eero Pätäri & Timo Leivo, 2017. "A Closer Look At Value Premium: Literature Review And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 79-168, February.
  7. Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2020. "Earnings, retained earnings, and book-to-market in the cross section of expected returns," Journal of Financial Economics, Elsevier, vol. 135(1), pages 231-254.
  8. 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.
  9. Kolasinski, Adam C. & Yang, Nan, 2018. "Managerial myopia and the mortgage meltdown," Journal of Financial Economics, Elsevier, vol. 128(3), pages 466-485.
  10. Gregory Nazaire & Maria Pacurar & Oumar Sy, 2020. "Betas versus characteristics: A practical perspective," European Financial Management, European Financial Management Association, vol. 26(5), pages 1385-1413, November.
  11. Jarno Tikkanen & Janne Äijö, 2018. "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 495-506, December.
  12. Hou, Kewei & Xue, Chen & Zhang, Lu, 2017. "Replicating Anomalies," Working Paper Series 2017-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  13. Christopher S. Armstrong & John E. Core & Daniel J. Taylor & Robert E. Verrecchia, 2011. "When Does Information Asymmetry Affect the Cost of Capital?," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 49(1), pages 1-40, March.
  14. Diana MURESAN & Monica Ioana POP SILAGHI, 2014. "Empirical evidence on cross-country differences in explaining accruals anomaly," Romanian Journal of Economics, Institute of National Economy, vol. 39(2(48)), pages 121-132, December.
  15. Atif Ellahie, 2021. "Earnings beta," Review of Accounting Studies, Springer, vol. 26(1), pages 81-122, March.
  16. Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten, 2009. "Fundamental information in technical trading strategies," CFR Working Papers 08-12, University of Cologne, Centre for Financial Research (CFR).
  17. Konchitchki, Yaniv, 2011. "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper 52928, University Library of Munich, Germany.
  18. Brian Cadman & Elia Ferracuti, 2025. "Cost Structure and the Usefulness of Earnings," Management Science, INFORMS, vol. 71(2), pages 1138-1164, February.
  19. Gandhi, Priyank & Lustig, Hanno & Plazzi, Alberto, 2016. "Equity Is Cheap for Large Financial Institutions: The International Evidence," Research Papers 3454, Stanford University, Graduate School of Business.
  20. Ryan Casey & Feng Gao & Michael Kirschenheiter & Siyi Li & Shailendra Pandit, 2017. "Articulation-based accruals," Review of Accounting Studies, Springer, vol. 22(1), pages 288-319, March.
  21. Beaver, William & McNichols, Maureen & Price, Richard, 2016. "The costs and benefits of long-short investing: A perspective on the market efficiency literature," Journal of Accounting Literature, Elsevier, vol. 37(C), pages 1-18.
  22. Parul Bhatia & Lipika Jain, 2025. "Lawful Sequence of Events and Cryptocurrency Anomalies: An Empirical Investigation," FIIB Business Review, , vol. 14(1), pages 71-88, January.
  23. Correia, Ricardo & Barbosa, António, 2019. "Can Post-Earnings Announcement Drift and Momentum Explain Reversal?," MPRA Paper 97458, University Library of Munich, Germany.
  24. Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
  25. Thanh D Huynh & Daniel R Smith, 2017. "Delisted stocks and momentum: Evidence from a new Australian dataset," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 140-160, February.
  26. Pätäri, Eero & Ahmed, Sheraz & Luukka, Pasi & Yeomans, Julian Scott, 2023. "Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
  27. Sati P. Bandyopadhyay & Alan Guoming Huang & Kevin Jialin Sun & Tony S. Wirjanto, 2017. "The return premiums to accruals quality," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 83-115, January.
  28. Paul Demeré, 2023. "Is tax return information useful to equity investors?," Review of Accounting Studies, Springer, vol. 28(3), pages 1413-1465, September.
  29. Files, Rebecca, 2012. "SEC enforcement: Does forthright disclosure and cooperation really matter?," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 353-374.
  30. Chulwoo Han, 2022. "Bimodal Characteristic Returns and Predictability Enhancement via Machine Learning," Management Science, INFORMS, vol. 68(10), pages 7701-7741, October.
  31. Lyle, Matthew R. & Wang, Charles C.Y., 2015. "The cross section of expected holding period returns and their dynamics: A present value approach," Journal of Financial Economics, Elsevier, vol. 116(3), pages 505-525.
  32. Ying Xiao & Chris Yung, 2015. "Extrapolation Errors in IPOs," Financial Management, Financial Management Association International, vol. 44(4), pages 713-751, October.
  33. Xing, Xuejing & Anderson, Randy I. & Hu, Yan, 2016. "What׳s a name worth? The impact of a likeable stock ticker symbol on firm value," Journal of Financial Markets, Elsevier, vol. 31(C), pages 63-80.
  34. Kapons, Martin, 2021. "Essays on capital markets research in accounting," Other publications TiSEM 800d189b-8628-448a-9d6f-5, Tilburg University, School of Economics and Management.
  35. Nam, Jouahn & Wang, Jun & Xing, Cunyu & Zhang, Ge, 2018. "Are hated stocks good investments?," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 19-29.
  36. Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V., 2015. "Deflating profitability," Journal of Financial Economics, Elsevier, vol. 117(2), pages 225-248.
  37. Yaniv Konchitchki, 2013. "Accounting and the Macroeconomy: The Case of Aggregate Price-Level Effects on Individual Stocks," Financial Analysts Journal, Taylor & Francis Journals, vol. 69(6), pages 40-54, November.
  38. Nancy L. Harp & Kevin H. Kim & Derek K. Oler, 2021. "A bold move or biting off more than they can chew: examining the performance of small acquirers," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 393-422, February.
  39. Joshua Coyne & Kevin H. Kim & Jayson Talakai, 2021. "At‐risk acquirers: survival strategy or last‐ditch effort?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5783-5808, December.
  40. Dan S. Dhaliwal & Steven E. Kaplan & Rick C. Laux & Eric Weisbrod, 2013. "The Information Content of Tax Expense for Firms Reporting Losses," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 51(1), pages 135-164, March.
  41. Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021. "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, vol. 56(C).
  42. Chordia, Tarun & Miao, Bin, 2020. "Market efficiency in real time: Evidence from low latency activity around earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 70(2).
  43. Feng Gao & Joanna Shuang Wu & Jerold Zimmerman, 2009. "Unintended Consequences of Granting Small Firms Exemptions from Securities Regulation: Evidence from the Sarbanes‐Oxley Act," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 47(2), pages 459-506, May.
  44. Adelina Gschwandtner & Michael Hauser, 2016. "Profit persistence and stock returns," Applied Economics, Taylor & Francis Journals, vol. 48(37), pages 3538-3549, August.
  45. Graef, Frank & Hoechle, Daniel & Schmid, Markus, 2025. "Firm-specific versus systematic momentum," Finance Research Letters, Elsevier, vol. 76(C).
  46. Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017. "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research 17-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  47. Mohammadreza Tavakoli Baghdadabad, 2025. "Accrual Quality, Cost of Debt, and Credit Spread and Loss," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(3), pages 893-951, September.
  48. Geertsema, Paul & Lu, Helen, 2020. "The correlation structure of anomaly strategies," Journal of Banking & Finance, Elsevier, vol. 119(C).
  49. Pawel Bilinski & Norman Strong, 2013. "Managers’ Private Information, Investor Underreaction and Long†Run SEO Performance," European Financial Management, European Financial Management Association, vol. 19(5), pages 956-990, November.
  50. Karapandza, Rasa, 2016. "Stock returns and future tense language in 10-K reports," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 50-61.
  51. Asad Kausar, 2018. "Post-Earnings-Announcement Drift and the Return Predictability of Earnings Levels: One Effect or Two?," Management Science, INFORMS, vol. 64(10), pages 4877-4892, October.
  52. Mary Brooke Billings & Kevin Hsueh & Melissa F. Lewis-Western & Gladriel Shobe, 2023. "Innovations in IPO Deal Structure: Do Up-C IPOs Harm Public Shareholders?," Management Science, INFORMS, vol. 69(5), pages 3048-3079, May.
  53. Venter, Elmar R. & Cahan, Steven F. & Emanuel, David, 2013. "Mandatory Earnings Disaggregation and the Persistence and Pricing of Earnings Components," The International Journal of Accounting, Elsevier, vol. 48(1), pages 26-53.
  54. Ed deHaan & Ties de Kok & Dawn Matsumoto & Edgar Rodriguez-Vazquez, 2023. "How Resilient Are Firms’ Financial Reporting Processes?," Management Science, INFORMS, vol. 69(4), pages 2536-2545, April.
  55. Lucile Faurel & Mark Soliman & Jessica Watkins & Teri Lombardi Yohn, 2025. "Firm-level investor favoritism and the external financing and capital expenditure anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 237-274, January.
  56. Chau Duong & Gioia Pescetto & Daniel Santamaria, 2014. "How value-glamour investors use financial information: UK evidence of investors' confirmation bias," The European Journal of Finance, Taylor & Francis Journals, vol. 20(6), pages 524-549, June.
  57. Isshaq, Zangina & Faff, Robert, 2016. "Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 153-161.
  58. Löffler, Gunter & Norden, Lars & Rieber, Alexander, 2021. "Negative news and the stock market impact of tone in rating reports," Journal of Banking & Finance, Elsevier, vol. 133(C).
  59. Kevin H. Kim & Derek K. Oler & Juan Manuel Sanchez, 2021. "Examining the stock performance of acquirers where the acquirer or target hold patents," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 185-217, January.
  60. Zhaobo Zhu & Licheng Sun, 2024. "When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis," Post-Print hal-04703041, HAL.
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