All Stories

  1. Are Trade Size-Based Inferences About Traders Reliable? Evidence from Institutional Earnings-Related Trading
  2. Negative Special Items and Future Earnings: Expense Transfer or Real Improvements?
  3. Scale effects of R&D as reflected in earnings and returns
  4. The Persistence and Market Valuation of Recurring Nonrecurring Items
  5. Managing Earnings Using Classification Shifting: Evidence from Quarterly Special Items
  6. Aggregate Market Reaction to Earnings Announcements
  7. Discussion of ‘Accounting Premium’ for IAS/IFRS and U.S. GAAP Vis-à-vis German GAAP”
  8. Accounting behavior of German firms after an ADR issuance: A discussion
  9. The Relative Value of Non‐U.S.‐Based Annual Reports and Accounts: A Price and Trading Volume Analysis
  10. DEBT COVENANT VIOLATION AND THE VALUE RELEVANCE OF ACCOUNTING INFORMATION
  11. Restructuring Charges and CEO Cash Compensation: A Reexamination
  12. Assessing Investor Response to Information Events Using Return and Volume Metrics
  13. The Separation Theorem, Investor “Myopia”, and Market Prices: A Discussion of “Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?”*
  14. The Separation Theorem, Investor "Myopia", and Market Prices: A Discussion of "Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?"
  15. Applying reverse regression techniques in earnings–return analyses
  16. Institutional ownership, differential predisclosure precision and trading volume at announcement dates
  17. Detecting trading response using transaction-based research designs
  18. Determinants of relative investor demand for common stocks William M. Cready (Texas A&M University)
  19. A Comment on the Empirical Distribution of Squared Unexpected Returns
  20. The power of tests employing log-transformed volume in detecting abnormal trading
  21. PREMIUM BUN DLlNG
  22. Information Value and Investor Wealth: The Case of Earnings Announcements
  23. Do Speculative Short Sellers Detect Earnings Management?*
  24. Aggregate Market Attention Around Earnings Announcements
  25. Information Environment Characteristics of Strategic Alliances
  26. Bonus Rigidity and Future Performance: Theory and Evidence
  27. The Short Horizon Predictive Content of Aggregate Earnings
  28. Aggregate Market Reaction to Earnings Announcements
  29. Market Return and Aggregate Earnings News
  30. The Market Valuation of Recurring Nonrecurring Items: The Case of Repetitive Restructuring Charges*
  31. Are Trade Size Based Inferences About Traders Reliable? Evidence from Institutional Earnings-Related Trading
  32. Negative Special Items and Future Earnings: Expense Transfer or Real Improvements?
  33. Market Underestimation of the Implications of R&D Increases for Future Earnings: The U.S. Evidence
  34. Negative Special Items, Tax Rates, and the Income-Transfer Hypothesis
  35. Understanding Rational Expectations Models of Financial Markets: A Guide for the Analytically Challenged
  36. Does the Market Underestimate the Implications of Changes in R&D Investments for Future Earnings?
  37. Classification Shifting and Special Items: Evidence of Earnings Management or a Research Design Consequence?