1. L?impatto delle strategie corporate sulle performance delle imprese di logistica via mare. (2013). Spinelli, Riccardo ; Satta, Giovanni ; Parola, Francesco.
   In: ECONOMIA E DIRITTO DEL TERZIARIO.
   RePEc:fan:ededed:v:html10.3280/ed2013-002002.

   Full description at Econpapers || Download paper

1. Abarbanell, J., & Bernard, V. (2000). Is the US stock market myopic? Journal of Accounting Research, 38, 221–243.

2. Abarbanell, J., & Bushee, B. (1997). Fundamental analysis, future earnings, and stock prices. Journal of Accounting Research, 35, 1–24.

3. Alam, P., & Brown, C. A. (2006). Disaggregated earnings and the prediction of ROE and stock prices: a case of the banking industry. Review of Accounting and Finance, 5, 443–463.

4. Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177.
   Paper not yet in RePEc: Add citation now
   

5. Burgstahler, D., Jiambalvo, J., & Shevlin, T. (2002). Do stock prices fully reflect the implications of special items for future earnings? Journal of Accounting Research, 40, 585–612.

6. Campbell, J. Y., & Shiller, R. J. (1998). Valuation ratios and the long-run stock market outlook. Journal of Portfolio Management, 24, 11–26.
   Paper not yet in RePEc: Add citation now
   

7. Carrion-i-Silvestre, J. L., del Barrio-Castro, T., & Lopez-Bazo, E. (2005). Breaking the panels: an application to GDP per capita. Econometrics Journal, 8, 159–175.

8. Chan, L. K. C., Hamao, Y. A., & Lakonishok, J. (1991). Fundamentals and stock returns in Japan. Journal of Finance, 46, 1739–1789.

9. Choi, I. (2001). Unit root tests for panel data. Journal of International Money and Finance, 20, 249–272.

10. Chu, E. L. (1997). Impact of earnings, dividends and cash flows on stock returns: case of Taiwan’s stock market. Review of Quantitative Finance and Accounting, 9, 181–202.

11. Cooper, M., Jackson, W., III, & Patterson, G. (2003). Evidence of predictability in the cross-section of bank stock returns. Journal of Banking & Finance, 27, 817–850.

12. Davidson, R., & MacKinnon, J. (1982). Some non-nested hypothesis tests and the relations among them. Journal of Economic Studies, 49, 551–565.

13. Dechow, P., & Ge, W. (2006). The persistence of earnings and cash flows and the role of special items: implications for the accrual anomaly. Review of Accounting Studies, 11, 253–296.
    Paper not yet in RePEc: Add citation now
    

14. Dechow, P., Hutton, A., & Sloan, R. (1999). An empirical assessment of the residual income valuation model. Journal of Accounting and Economics, 26, 1–34.

15. Doran, H. (1993). Testing non-nested models. American Journal of Agricultural Economics, 75, 95–103.
    Paper not yet in RePEc: Add citation now
    

16. Easton, P. D., & Harris, T. S. (1991). Earnings as an explanatory variable for returns. Journal of Accounting Research, 29, 19–36.

17. Easton, P. D., & Zmijewski, M. E. (1989). Cross-sectional variation in stock market response in earnings announcement. Journal of Accounting and Economics, 117–141.
    Paper not yet in RePEc: Add citation now
    
18. Fairfield, P. M., Kitching, K. A., & And Tang, V. W. (2009). Are special items informative about future profit margins? Review of Accounting Studies, 14, 204–236.
    Paper not yet in RePEc: Add citation now
    
19. Fairfield, P. M., Whiscenant, J., & Yohn, T. (2003). Accrued earnings and growth: implications for future profitability and market mispricing. The Accounting Review, 78, 353–371.
    Paper not yet in RePEc: Add citation now
    
20. Fairfield, P., Sweeney, R., & Yohn, T. (1996). Accounting classification and the predictive content of earnings. The Accounting Review, 71, 337–355.
    Paper not yet in RePEc: Add citation now
    
21. Fan, Y., & Li, Q. (1995). Bootstrapping J-type tests for non-nested models. Economics Letters, 48, 107–112.
    Paper not yet in RePEc: Add citation now
    

22. Golob, J. E., & Bishop, D. G. (1997). ‘What long-run returns can investors expect from the stock market?’ Federal Reserve Bank of Kansas City. Economic Review, 5–20.

23. Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometric Journal, 3, 148–161.

24. Holtz-Eakin, D. (1986). “Testing for individual effects in dynamic models using panel data. NBER Technical Paper Series”, No. 57.

25. Holtz-Eakin, D., Newey, W., Rosen, H. (1985). Implementing causality tests with panel data with an example from local public finance. NBER Technical Working Paper, No. 48.
    Paper not yet in RePEc: Add citation now
    

26. Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115, 53–74.

27. Kormendi, R., & Lipe, R. (1987). Earnings innovations, earnings persistence, and stock returns. Journal of Business, 4, 567–583.

28. Lee, C. (1999). Accounting-based valuation: impact on business practices and research. Accounting Horizons, 13, 413–425.
    Paper not yet in RePEc: Add citation now
    

29. Lev, B., & Thiagarajan, S. (1993). Fundamental information analysis. Journal of Accounting Research, 31, 190–215.

30. Levin, A., Lin, C. F., & Chu, C. (2002). Unit root tests in panel data: asymptotic and finite-sample properties. Journal of Econometrics, 108, 1–24.

31. Lipe, R. C. (1986). The information contained in the components of earnings. Journal of Accounting Research (Supplement), 37–64.

32. Maddala, G. S., & Wu, S. (1999). A comparative study of unit root tests with panel data and a new simple test. Oxford Bulleting of Economics and Statistics, 61, 631–652.

33. Miller, M., & Rock, K. (1985). ‘Dividend policy under asymmetric information’. Journal of Finance, 1031–1051.

34. Newey, W., & West, K. (1994). Automatic lag selection in covariance matrix estimation. Review of Economic Studies, 61, 631–653.

35. Ou, J., & Penman, S. (1989). Accounting measurement, price-earnings ratio, and the information content of security prices. Journal of Accounting Research, 27, 111–144.

36. Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61, 653–670.

37. Pedroni, P. (2000). Fully modified OLS for heterogeneous cointegrated panels. Advanced in Econometrics, 15, 93–130.
    Paper not yet in RePEc: Add citation now
    

38. Pedroni, P. (2004). Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis: new results. Econometric Theory, 20, 597–627.

39. Ronen, J., & Sadan, S. (1981). Smooth income number. Addison Wesley Publishing Company.
    Paper not yet in RePEc: Add citation now
    
40. Rosenberg, B., Reid, K., & Lanstein, R. (1985). Persuasive evidence of market inefficiency. Journal of Portfolio Management, 11, 9–17.
    Paper not yet in RePEc: Add citation now
    
41. Watts, R., & Zimmerman, J. (1986). Positive accounting theory. Englewood Cliffs, NJ: Prentice Hall.
    Paper not yet in RePEc: Add citation now
    

1. RIM-based value premium and factor pricing using value-price divergence. (2023). Cong, Lin ; George, Nathan Darden ; Wang, Guojun.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000377.

   Full description at Econpapers || Download paper

2. Do sustainability disclosure mechanisms reduce market myopia? Evidence from European sustainability companies. (2023). Muga, Luis ; Lopez-Arceiz, Francisco J ; del Rio, Cristina.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001163.

   Full description at Econpapers || Download paper

3. Are U.S. firms becoming more short‐term oriented? Evidence of shifting firm time horizons from implied discount rates, 1980–2013. (2023). Shi, Yuan ; Sampson, Rachelle C.
   In: Strategic Management Journal.
   RePEc:bla:stratm:v:44:y:2023:i:1:p:231-263.

   Full description at Econpapers || Download paper

4. The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling. (2021). GONZALEZ SANCHEZ, MARIANO ; Fullana, Olga ; Toscano, David.
   In: Mathematics.
   RePEc:gam:jmathe:v:9:y:2021:i:5:p:513-:d:508804.

   Full description at Econpapers || Download paper

5. Performance of foundation-owned firms in Germany: The role of foundation purpose, stock market listing, and family involvement. (2020). Block, Joern ; Jarchow, Svenja ; Kammerlander, Nadine ; Hosseini, Florian ; Achleitner, Ann-Kristin.
   In: Journal of Family Business Strategy.
   RePEc:eee:fambus:v:11:y:2020:i:4:s1877858520300838.

   Full description at Econpapers || Download paper

6. Beyond debits and credits: Using integrated projects to improve students’ understanding of financial accounting. (2019). Porter, Jason C.
   In: Journal of Accounting Education.
   RePEc:eee:joaced:v:46:y:2019:i:c:p:53-71.

   Full description at Econpapers || Download paper

7. Rational expectations in an experimental asset market with shocks to market trends. (2019). Weber, Martin ; Noussair, Charles ; Marquardt, Philipp.
   In: European Economic Review.
   RePEc:eee:eecrev:v:114:y:2019:i:c:p:116-140.

   Full description at Econpapers || Download paper

8. Debt-equity choices, R&D investment and market timing. (2016). Tan, Yongxian ; Lewis, Craig M.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:119:y:2016:i:3:p:599-610.

   Full description at Econpapers || Download paper

9. Conservatism, disclosure and the cost of equity capital. (2014). .
   In: Australian Journal of Management.
   RePEc:sae:ausman:v:39:y:2014:i:2:p:293-314.

   Full description at Econpapers || Download paper

10. Risk Interpretation of the CAPMs Beta: Evidence from a New Research Method. (2014). Bilinski, Pawel ; Lyssimachou, Danielle.
    In: Abacus.
    RePEc:bla:abacus:v:50:y:2014:i:2:p:203-226.

    Full description at Econpapers || Download paper

11. Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms. (2010). Apergis, Nicholas ; Sorros, John.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:16:y:2010:i:3:p:269-281:10.1007/s11294-010-9263-2.

    Full description at Econpapers || Download paper

12. Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms. (2010). Apergis, Nicholas ; Sorros, John.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:16:y:2010:i:3:p:269-281.

    Full description at Econpapers || Download paper

13. Accounting‐Based Probabilistic Prediction of ROE, the Residual Income Valuation Model and the Assessment of Mispricing in the Swedish Stock Market. (2010). Skogsvik, Stina.
    In: Abacus.
    RePEc:bla:abacus:v:46:y:2010:i:4:p:387-418.

    Full description at Econpapers || Download paper

14. Kapitalmarktwirkungen der Berichterstattung zur Unternehmensleistung. (2009). Wallmeier, Martin.
    In: Schmalenbach Journal of Business Research.
    RePEc:spr:sjobre:v:61:y:2009:i:2:d:10.1007_bf03372820.

    Full description at Econpapers || Download paper

15. The Credibility of Voluntary Disclosure and Insider Stock Transactions. (2007). Li, John Q. ; Gu, Feng.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:45:y:2007:i:4:p:771-810.

    Full description at Econpapers || Download paper

16. The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage. (2007). PENMAN, STEPHEN H. ; RICHARDSON, SCOTT A. ; İREM TUNA, .
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:45:y:2007:i:2:p:427-467.

    Full description at Econpapers || Download paper

17. Which Institutional Investors Trade Based on Private Information About Earnings and Returns?. (2007). GOODMAN, THEODORE H. ; BUSHEE, BRIAN J..
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:45:y:2007:i:2:p:289-321.

    Full description at Econpapers || Download paper

18. The relation between corporate financing activities, analysts forecasts and stock returns. (2006). RICHARDSON, SCOTT A. ; Sloan, Richard G. ; Bradshaw, Mark T..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:42:y:2006:i:1-2:p:53-85.

    Full description at Econpapers || Download paper

19. An International Analysis of Historical and Forecast Earnings in Accounting‐Based Valuation Models. (2006). Barniv, Ran ; Myring, Mark.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:7-8:p:1087-1109.

    Full description at Econpapers || Download paper

20. Intangible Assets, Information Complexity, and Analysts’ Earnings Forecasts. (2005). Wang, Weimin ; Gu, Feng.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005:i:9-10:p:1673-1702.

    Full description at Econpapers || Download paper

21. Intangible Assets, Information Complexity, and Analysts Earnings Forecasts. (2005). Wang, Weimin ; Gu, Feng.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005-11:i:9-10:p:1673-1702.

    Full description at Econpapers || Download paper

22. Accounting Choice, Home Bias, and U.S. Investment in Non‐U.S. Firms. (2004). Bradshaw, Mark T. ; Miller, Gregory S. ; BUSHEE, BRIAN J..
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:42:y:2004:i:5:p:795-841.

    Full description at Econpapers || Download paper

23. Does Auditor Quality and Tenure Matter to Investors? Evidence from the Bond Market. (2004). MAXWELL, WILLIAM F. ; Mansi, Sattar A. ; MILLER, DARIUS P..
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:42:y:2004:i:4:p:755-793.

    Full description at Econpapers || Download paper

24. Earnings Management in Response to the Introduction of the Australian Gold Tax*. (2003). Monem, Reza M.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:20:y:2003:i:4:p:747-774.

    Full description at Econpapers || Download paper

25. Capital markets research in accounting. (2001). KOTHARI, S. P..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:31:y:2001:i:1-3:p:105-231.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 22:27:59 || Missing content? Let us know