Price and return models
Open Access
- 30 September 1995
- journal article
- research article
- Published by Elsevier in Journal of Accounting and Economics
- Vol. 20 (2) , 155-192
- https://doi.org/10.1016/0165-4101(95)00399-4
Abstract
No abstract availableKeywords
This publication has 48 references indexed in Scilit:
- Dividend yields and expected stock returnsPublished by Elsevier ,2002
- Another Look at the Cross‐section of Expected Stock ReturnsThe Journal of Finance, 1995
- Nonlinearity in the Returns‐Earnings Relation: Tests of Alternative Specifications and Explanations*Contemporary Accounting Research, 1994
- Noisy Accounting Earnings Signals and Earnings Response Coefficients: The Case of Foreign Currency Accounting*Contemporary Accounting Research, 1993
- Changes versus Levels in Earnings As Explanatory Variables for Returns: Some Theoretical ConsiderationsJournal of Accounting Research, 1992
- A Nonlinear Model of Security Price Responses to Unexpected EarningsJournal of Accounting Research, 1992
- Valuation Implications of SFAS No. 33 Data for Electric Utility InvestorsJournal of Accounting Research, 1985
- The anomalous stock market behavior of small firms in JanuaryJournal of Financial Economics, 1983
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- Capital Market Equilibrium, Information Production, and Selecting Accounting Techniques: Theoretical Framework and Review of Empirical WorkJournal of Accounting Research, 1974