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

Dividend Policy, Growth, and the Valuation of Shares

1961 • 6,581 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

Positive Accounting Theory

1985 • 6,198 citations

Dividend Policy under Asymmetric Information

1985 • 3,145 citations

The Jackknife: The Bootstrap and Other Resampling Plans.

1983 • 2,827 citations

Efficient Inference in a Random Coefficient Regression Model

1970 • 1,979 citations

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

1989 • 1,789 citations

Earnings Innovations, Earnings Persistence, and Stock Returns

1987 • 977 citations

The information content of security prices

1980 • 777 citations

Dividend Policy under Asymmetric Information

1985 • 747 citations

The Information Contained in the Components of Earnings

1986 • 565 citations

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

1987 • 487 citations

Linear Statistical Inference and its Applications.

1967 • 462 citations

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

1987 • 431 citations

An evaluation of alternative proxies for the market's assessment of unexpected earnings

1987 • 412 citations

Security Analyst Superiority Relative to Univariate Time-Series Models in Forecasting Quarterly Earnings

2008 • 355 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

A Synthesis of security valuation theory and the role of dividends, cash flows, and earnings*

1990 • 249 citations

Evidence on the effect of bond covenants and management compensation contracts on the choice of accounting techniques

1981 • 210 citations

Information and the Sequential Valuation of Assets in Arbitrage-Free Economies

1980 • 90 citations

The Association between the Magnitude of Quarterly Earnings Forecast Errors and Risk-Adjusted Stock Returns

1984 • 65 citations

Linear Statistical Inference and its Applications

1968 • 59 citations

Price-Earnings Ratios and Earnings Capitalization Under Uncertainty

1983 • 53 citations

Adaptive Expectations, Time-Series Models, and Analyst Forecast Revision

1979 • 48 citations

The Correlation between Sustainable Income and Stock Returns

1979 • 17 citations