INTERTEMPORAL AND CROSS-SECTIONAL VARIATION IN THE ASSOCIATION BETWEEN UNEXPECTED ACCOUNTING RATES OF RETURN AND ABNORMAL RETURNS

被引:6
作者
BOARD, JLG [1 ]
WALKER, M [1 ]
机构
[1] UNIV MANCHESTER,MANCHESTER M13 9PL,LANCS,ENGLAND
关键词
D O I
10.2307/2491222
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:182 / 192
页数:11
相关论文
共 8 条
[2]  
BURGSTAHLER E, 1981, THESIS U IOWA
[3]   CROSS-SECTIONAL VARIATION IN THE STOCK-MARKET RESPONSE TO ACCOUNTING EARNINGS ANNOUNCEMENTS [J].
EASTON, PD ;
ZMIJEWSKI, ME .
JOURNAL OF ACCOUNTING & ECONOMICS, 1989, 11 (2-3) :117-141
[4]   BOOK RATE-OF-RETURN AND PREDICTION OF EARNINGS CHANGES - AN EMPIRICAL-INVESTIGATION [J].
FREEMAN, RN ;
OHLSON, JA ;
PENMAN, SH .
JOURNAL OF ACCOUNTING RESEARCH, 1982, 20 (02) :639-653
[5]  
HARVEY AC, 1981, ECONOMETRIC ANAL TIM
[6]   EARNINGS INNOVATIONS, EARNINGS PERSISTENCE, AND STOCK RETURNS [J].
KORMENDI, R ;
LIPE, R .
JOURNAL OF BUSINESS, 1987, 60 (03) :323-345
[7]  
Maddala G.S., 1992, INTRO ECONOMETRICS
[8]  
Pope, 1985, J BUSINESS FINANCE A, V12, P297, DOI 10.1111/j.1468-5957.1985.tb00786.x