Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

Positive Accounting Theory

1985 • 6,198 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

Introduction to Econometrics

2020 • 3,696 citations

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

1988 • 3,689 citations

Accounting earnings and cash flows as measures of firm performance

1994 • 2,712 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Stock Prices, Earnings, and Expected Dividends

1988 • 2,383 citations

Persuasive evidence of market inefficiency

1985 • 2,037 citations

A Variance Decomposition for Stock Returns

1991 • 1,817 citations

An analysis of intertemporal and cross-sectional determinants of earnings response coefficients

1989 • 1,789 citations

Stock Returns, Expected Returns, and Real Activity

1990 • 1,453 citations

On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research

1989 • 1,181 citations

Fundamental Information Analysis

1993 • 1,130 citations

Earnings Asan Explanatory Variable for Returns

1991 • 1,063 citations

Earnings Innovations, Earnings Persistence, and Stock Returns

1987 • 977 citations

Cross-sectional variation in the stock market response to accounting earnings announcements

1989 • 869 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

The information content of security prices

1980 • 777 citations

The Stock Market and Investment

1990 • 688 citations

On cross-sectional analysis in accounting research

1987 • 583 citations

The association between accounting earnings and security returns for large and small firms

1987 • 565 citations

Econometric Methods, 2nd Ed.

1976 • 504 citations

Firm size and the information content of prices with respect to earnings

1987 • 487 citations

The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors

1979 • 480 citations

Introduction to Econometrics

1988 • 468 citations

Aggregate accounting earnings can explain most of security returns

1992 • 467 citations

Vas Ist Das?

1983 • 433 citations

SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME

1972 • 431 citations

Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research

1987 • 431 citations

Information in prices about future earnings

1992 • 401 citations

Dividend Behavior for the Aggregate Stock Market

1987 • 316 citations

What Determines Price-Earnings Ratios?

1978 • 275 citations

A Comparison of Alternative Testing Methodologies Used in Capital Market Research

1984 • 234 citations

Some Preliminary Findings on the Association between the Earnings of a Firm, Its Industry, and the Economy

1967 • 229 citations

Price-earnings regressions in the presence of prices leading earnings

1992 • 162 citations

Stock return variation and expected dividends

1992 • 161 citations

Valuation of Permanent, Transitory, and Price-Irrelevant Components of Reported Earnings

1998 • 145 citations

Changes versus Levels in Earnings As Explanatory Variables for Returns: Some Theoretical Considerations

1992 • 131 citations

The Estimation and Determinants of Associations between Returns and Earnings: Evidence from Cross-Industry Comparisons

1991 • 107 citations

Conservatism and the asymmetric timeliness of earnings

1995 • 100 citations

A comparison of the financial characteristics of December and non-December year-end companies

1988 • 53 citations

Price‐Earnings and Price‐to‐Book Anomalies: Tests of an Intrinsic Value Explanation*

1993 • 14 citations

Dividend Behavior for the Aggregate Stock Market

1986 • 10 citations

Dissertation in progress

1982 • 3 citations