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Citations for "Forecasting Profitability and Earnings"

by Eugene F. Fama & Kenneth R. French

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  1. Schelleman,C., 2001. "Determinants of the profitability of audit engagements; An empirical study," Research Memorandum 024, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. Gilles Hilary & Lior Menzly, 2006. "Does Past Success Lead Analysts to Become Overconfident?," Management Science, INFORMS, vol. 52(4), pages 489-500, April.
  3. Reint Gropp & Anil K Kashyap, 2010. "A New Metric for Banking Integration in Europe," NBER Chapters,in: Europe and the Euro, pages 219-246 National Bureau of Economic Research, Inc.
  4. Assaf Eisdorfer & Carmelo Giaccotto, 2016. "The St. Petersburg paradox and capital asset pricing," Annals of Finance, Springer, vol. 12(1), pages 1-16, February.
  5. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2011. "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(04), pages 907-942, September.
  6. Thompson, Samuel B., 2011. "Simple formulas for standard errors that cluster by both firm and time," Journal of Financial Economics, Elsevier, vol. 99(1), pages 1-10, January.
  7. &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3005-3046, August.
  8. Xi Li & Amir N. Licht & Christopher Poliquin & Jordan I. Siegel, 2015. "What Makes the Bonding Stick? A Natural Experiment Involving the U.S. Supreme Court and Cross-Listed Firms," HKUST IEMS Working Paper Series 2015-19, HKUST Institute for Emerging Market Studies, revised Mar 2015.
  9. 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.
  10. Fernando N. de Oliveira, 2014. "Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?," Working Papers Series 366, Central Bank of Brazil, Research Department.
  11. Wong, Kit Pong & Yi, Long, 2013. "Irreversibility, mean reversion, and investment timing," Economic Modelling, Elsevier, vol. 30(C), pages 770-775.
  12. Chen, Sheng-Syan & Ho, Kim Wai & Huang, Chia-Wei & Wang, Yanzhi, 2013. "Buyback behavior of initial public offering firms," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 32-42.
  13. Belo, Frederico & Gala, Vito D. & Li, Jun, 2013. "Government spending, political cycles, and the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 107(2), pages 305-324.
  14. repec:eee:jbfina:v:86:y:2018:i:c:p:101-112 is not listed on IDEAS
  15. Chan, Konan & Ikenberry, David L. & Lee, Inmoo & Wang, Yanzhi, 2010. "Share repurchases as a potential tool to mislead investors," Journal of Corporate Finance, Elsevier, vol. 16(2), pages 137-158, April.
  16. Wong, Kit Pong, 2011. "Progressive taxation and the intensity and timing of investment," Economic Modelling, Elsevier, vol. 28(1-2), pages 100-108, January.
  17. Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 2001. "The Level and Persistence of Growth Rates," NBER Working Papers 8282, National Bureau of Economic Research, Inc.
  18. Lin, Chen & Ma, Yue & Xuan, Yuhai, 2011. "Ownership structure and financial constraints: Evidence from a structural estimation," Journal of Financial Economics, Elsevier, vol. 102(2), pages 416-431.
  19. Chen, An-Sing & Lin, Shih-Chieh, 2011. "Asymmetrical return on equity mean reversion and catering," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 471-477, February.
  20. Patrick Lecomte & Joseph Ooi, 2013. "Corporate Governance and Performance of Externally Managed Singapore Reits," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 664-684, May.
  21. Huang, Gow-Cheng & Liano, Kartono & Pan, Ming-Shiun, 2009. "The information content of stock splits," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 557-567, September.
  22. Gerakos, Joseph & Kovrijnykh, Andrei, 2013. "Performance shocks and misreporting," Journal of Accounting and Economics, Elsevier, vol. 56(1), pages 57-72.
  23. Kaufman, Phillip R. & Bjornson, Bruce, 2004. "Change And Firm Valuation In U.S. Food Retailing And Manufacturing," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(02), July.
  24. van der Heijden, Hans & Garn, Wolfgang, 2013. "Profitability in the car industry: New measures for estimating targets and target directions," European Journal of Operational Research, Elsevier, vol. 225(3), pages 420-428.
  25. Safia Shabbir, 2013. "Implications of Monetary Policy for Corporate Sector and Economic Growth in Pakistan," SBP Working Paper Series 61, State Bank of Pakistan, Research Department.
  26. Kuo, Nan-Ting & Lee, Cheng-Few, 2013. "Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 157-180.
  27. Constantin Belu & Cristiana Manescu, 2013. "Strategic corporate social responsibility and economic performance," Applied Economics, Taylor & Francis Journals, vol. 45(19), pages 2751-2764, July.
  28. Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas, 2015. "Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry," Working Papers on Finance 1516, University of St. Gallen, School of Finance.
  29. Christopher Ittner & David Larcker & Daniel Taylor, 2009. "—The Stock Market's Pricing of Customer Satisfaction," Marketing Science, INFORMS, vol. 28(5), pages 826-835, 09-10.
  30. Chen, Sheng-Syan & Wang, Yanzhi, 2012. "Financial constraints and share repurchases," Journal of Financial Economics, Elsevier, vol. 105(2), pages 311-331.
  31. Elgers, Pieter T. & Porter, Susan L. & Emily Xu, Le, 2008. "The timing of industry and firm earnings information in security prices: A re-evaluation," Journal of Accounting and Economics, Elsevier, vol. 45(1), pages 78-93, March.
  32. Shivakumar, Lakshmanan, 2000. "Do firms mislead investors by overstating earnings before seasoned equity offerings?," Journal of Accounting and Economics, Elsevier, vol. 29(3), pages 339-371, June.
  33. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
  34. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
  35. Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke, 2011. "Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions," CFR Working Papers 11-11, University of Cologne, Centre for Financial Research (CFR).
  36. Igor Stubelj, 2010. "Valuation of Slovene Publicly Traded Companies with a Valuation Model Based on Expected Earnings and Growth Opportunities," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 8(1), pages 023-047.
  37. Daniela Feschiyan, 2013. "A System of Indicators for Financial Analysis of the Municipal Real Property," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(4), pages 402-414, August.
  38. Manso, Gustavo, 2013. "Feedback effects of credit ratings," Journal of Financial Economics, Elsevier, vol. 109(2), pages 535-548.
  39. Knapp, Morris & Gart, Alan & Chaudhry, Mukesh, 2006. "The impact of mean reversion of bank profitability on post-merger performance in the banking industry," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3503-3517, December.
  40. Bagella, Michele & Becchetti, Leonardo & Adriani, Fabrizio, 2005. "Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 549-581, June.
  41. Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010. "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 113-139.
  42. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017. "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers 23432, National Bureau of Economic Research, Inc.
  43. Tomáš Buus, 2008. "Performance of Quoted and Non-quoted Companies in the Europe," European Financial and Accounting Journal, University of Economics, Prague, vol. 2008(4), pages 45-69.
  44. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2014. "Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 124-145.
  45. Ekaterina E. Kuzmicheva, 2014. "The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions," HSE Working papers WP BRP 36/FE/2014, National Research University Higher School of Economics.
  46. Georgia Pazarzi, 2014. "Comparison of the Residual Income and the Pricing - Multiples Equity Valuation Models," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 88-114.
  47. Kothari, S.P. & Leone, Andrew J. & Wasley, Charles E., 2005. "Performance matched discretionary accrual measures," Journal of Accounting and Economics, Elsevier, vol. 39(1), pages 163-197, February.
  48. David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012. "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, vol. 58(2), pages 320-335, February.
  49. Tuomo Vuolteenaho, 2001. "What Drives Firm-Level Stock Returns?," NBER Working Papers 8240, National Bureau of Economic Research, Inc.
  50. Kryzanowski, Lawrence & Mohsni, Sana, 2013. "Growth of aggregate corporate earnings and cash-flows: Persistence and determinants," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 13-23.
  51. Shabbir, Safia, 2012. "Balance Sheet Channel of Monetary Policy and Economic Growth under Fiscal Dominance: Evidence from Pakistan," MPRA Paper 41496, University Library of Munich, Germany.
  52. Hartzmark, Samuel M. & Solomon, David H., 2013. "The dividend month premium," Journal of Financial Economics, Elsevier, vol. 109(3), pages 640-660.
  53. Georgeta Vintila & Elena Alexandra Nenu, 2015. "An Analysis of Determinants of Corporate Financial Performance: Evidence from the Bucharest Stock Exchange Listed Companies," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 732-739.
  54. Saeed Ahmed, 2007. "Forecasting Profitability, Earnings, and Corporate Taxes: Evidence from UK Companies," SBP Working Paper Series 16, State Bank of Pakistan, Research Department.
  55. 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.
  56. Chen, Hung-Kun & Liang, Woan-lih, 2016. "Do venture capitalists improve the operating performance of IPOs?," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 291-304.
  57. Christi Wann & D. Long, 2009. "Do liquidity induced changes in aggregate dividends signal aggregate future earnings growth?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 1-12, January.
  58. Igor Filatotchev & Xiaoxiang Zhang & Jenifer Piesse, 2011. "Multiple agency perspective, family control, and private information abuse in an emerging economy," Asia Pacific Journal of Management, Springer, vol. 28(1), pages 69-93, March.
  59. Kjell Bjørn Nordal & Randi Næs, 2009. "Mean reversion in profitability for non-listed firms," Working Paper 2009/29, Norges Bank.
  60. Baghestani, Hamid & Khallaf, Ashraf, 2012. "Predictions of growth in U.S. corporate profits: Asymmetric vs. symmetric loss," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 222-229.
  61. Wong, Kit Pong, 2011. "Progressive taxation and the intensity and timing of investment," Economic Modelling, Elsevier, vol. 28(1), pages 100-108.
  62. Lie, Erik, 2005. "Operating performance following open market share repurchase announcements," Journal of Accounting and Economics, Elsevier, vol. 39(3), pages 411-436, September.
  63. repec:eee:jbfina:v:85:y:2017:i:c:p:146-164 is not listed on IDEAS
  64. Sebastian Brauer & Frank Westermann, 2013. "On the time series measure of conservatism: a threshold autoregressive model," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 111-129, July.
  65. Lie, Erik, 2005. "Operating performance following dividend decreases and omissions," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 27-53, December.
  66. repec:eee:spacre:v:17:y:2014:i:1:p:30-46 is not listed on IDEAS
  67. Demmer, Matthias, 2015. "Improving profitability forecasts with information on earnings quality," Discussion Papers 2015/16, Free University Berlin, School of Business & Economics.
  68. Anjos, Fernando, 2010. "Costly refocusing, the diversification discount, and the pervasiveness of diversified firms," Journal of Corporate Finance, Elsevier, vol. 16(3), pages 276-287, June.
  69. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012. "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 504-526.
  70. Lei, Zicheng & Zhang, Chendi, 2016. "Leveraged buybacks," Journal of Corporate Finance, Elsevier, vol. 39(C), pages 242-262.
  71. Chen, Peter & Zhang, Guochang, 2007. "How do accounting variables explain stock price movements? Theory and evidence," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 219-244, July.
  72. Greenwood, Robin, 2005. "Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage," Journal of Financial Economics, Elsevier, vol. 75(3), pages 607-649, March.
  73. Mihir A Desai & Dhammika Dharmapala, 2009. "Corporate Tax Avoidance and Firm Value," The Review of Economics and Statistics, MIT Press, vol. 91(3), pages 537-546, August.
  74. Glover, Kristoffer J. & Hambusch, Gerhard, 2016. "Leveraged investments and agency conflicts when cash flows are mean reverting," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 1-21.
  75. Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance 0311005, EconWPA, revised 17 May 2004.
  76. Kjell Bjørn Nordal & Randi Næs, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper 2010/31, Norges Bank.
  77. Chen, Huafeng (Jason), 2011. "Firm life expectancy and the heterogeneity of the book-to-market effect," Journal of Financial Economics, Elsevier, vol. 100(2), pages 402-423, May.
  78. Jens Hagendorff & Maria J. Nieto & Larry D. Wall, 2012. "The safety and soundness effects of bank M&A in the EU," FRB Atlanta Working Paper 2012-13, Federal Reserve Bank of Atlanta.
  79. Robert G. Eccles & Ioannis Ioannou & George Serafeim, 2012. "The Impact of Corporate Sustainability on Organizational Processes and Performance," NBER Working Papers 17950, National Bureau of Economic Research, Inc.
  80. King, Michael R. & Segal, Dan, 2008. "Market segmentation and equity valuation: Comparing Canada and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 245-258, July.
  81. Jerker Denrell, 2004. "Comment: The Performance of Performance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 8(4), pages 345-349, October.
  82. Al-Yahyaee, Khamis Hamed, 2014. "Shareholder wealth effects of stock dividends in a unique environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 66-81.
  83. Jiang, Zhan & Kim, Kenneth A. & Zhang, Hao, 2014. "The effects of corporate bailout on firm performance: International evidence," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 78-96.
  84. Jens Hagendorff & María J. Nieto & Larry D. Wall, 2012. "The safety and soundness effects of bank M&As in the EU: does prudential regulation have any impact?," Working Papers 1236, Banco de España;Working Papers Homepage.
  85. Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi, 2015. "The information content of R&D reductions," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 131-155.
  86. Jung-Hua Hung & Yi-Pei Chen, 2010. "Equity Undervaluation and Signaling Power of Share Repurchases with Legal Restrictions," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 101-115, March.
  87. Luo, Mi (Meg), 2011. "A bright side of financial constraints in cash management," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1430-1444.
  88. Chyi-Lun Chiou, 2015. "Understanding the Cash Flow-Fundamental Ratio," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 148-157.
  89. Manfred Keil & Gary Smith & Margaret Smith, 2004. "Shrunken earnings predictions are better predictions," Applied Financial Economics, Taylor & Francis Journals, vol. 14(13), pages 937-943.
  90. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.
  91. repec:eee:spacre:v:20:y:2017:i:1:p:95-106 is not listed on IDEAS
  92. Elena Beccalli & Pascal Frantz, 2008. "Do M&As in the EU banking industry lead to an increase in performance?," Working Papers 50-2008, Macerata University, Department of Finance and Economic Sciences, revised Dec 2009.
  93. Leonardo Becchetti & Fabrizio Adriani, 2004. "Do high-tech stock prices revert to their 'fundamental' value?," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 461-476.
  94. Jabbouri, Imad, 2016. "Determinants of corporate dividend policy in emerging markets: Evidence from MENA stock markets," Research in International Business and Finance, Elsevier, vol. 37(C), pages 283-298.
  95. Gustavo Manso, 2011. "Feedback Effects of Credit Ratings," 2011 Meeting Papers 1338, Society for Economic Dynamics.
  96. Liu, Yi & Mantecon, Tomas, 2017. "Is sustainable competitive advantage an advantage for stock investors?," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 299-314.
  97. Jerker Denrell, 2004. "Random Walks and Sustained Competitive Advantage," Management Science, INFORMS, vol. 50(7), pages 922-934, July.
  98. Martin Wallmeier, 2005. "Analysts’ Earnings Forecasts for DAX100 Firms During the Stock Market Boom of the 1990s," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(2), pages 131-151, August.
  99. Yen, Jenn Yaw & Sun, Qian & Yan, Yuxing, 2004. "Value versus growth stocks in Singapore," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 19-34, February.
  100. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc.
  101. Vasileios Barmpoutis, 2014. "The Naive Extrapolation Hypothesis and the Rosy-Gloomy Forecasts," Papers 1406.1733, arXiv.org.
  102. Jiang, Guohua & Yue, Heng & Zhao, Longkai, 2009. "A re-examination of China's share issue privatization," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2322-2332, December.
  103. Liu, Chinpiao & Chen, An-Sing, 2015. "Do firms use dividend changes to signal future profitability? A simultaneous equation analysis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 194-207.
  104. A Cosh & P Guest, 2001. "The Long-Run Performance of Hostile Takeovers: UK Evidence," Working Papers wp215, Centre for Business Research, University of Cambridge.
  105. Li, Ningzhong & Richardson, Scott & Tuna, İrem, 2014. "Macro to micro: Country exposures, firm fundamentals and stock returns," Journal of Accounting and Economics, Elsevier, vol. 58(1), pages 1-20.
  106. Kao, Jennifer L. & Wu, Donghui & Yang, Zhifeng, 2009. "Regulations, earnings management, and post-IPO performance: The Chinese evidence," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 63-76, January.
  107. Aurora García-Gallego & Nikolaos Georgantzís & Daniel Navarro-Martínez & Gerardo Sabater-Grande, 2011. "The stochastic component in choice and regression to the mean," Theory and Decision, Springer, vol. 71(2), pages 251-267, August.
  108. Magnus Bild & Paul Guest & Andy Cosh & Mikael Runsten, 2002. "Do takeovers create value? A residual income approach on UK data," Working Papers wp252, Centre for Business Research, University of Cambridge.
  109. repec:eee:empfin:v:43:y:2017:i:c:p:159-184 is not listed on IDEAS
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