Earnings and Dividend Announcements: Is There a Corroboration Effect?

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

1980 • 25,774 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

Principles of Econometrics

1973 • 3,349 citations

Principles of Econometrics.

1972 • 2,215 citations

Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis

1980 • 1,082 citations

Dividend Policy: An Empirical Analysis

1968 • 891 citations

Dividends and Taxes: Some Empirical Evidence

1982 • 684 citations

DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY

1972 • 624 citations

Dividend information, stock returns and market efficiency-II

1978 • 435 citations

Partial Residual Plots Based on Robust Fits

2000 • 311 citations

Empirical anomalies based on unexpected earnings and the importance of risk adjustments

1982 • 301 citations

Systematic ‘abnormal’ returns after quarterly earnings announcements

1978 • 249 citations

Investor Evaluation of Accounting Information: Some Empirical Evidence

1972 • 214 citations

The Impact of Dividend and Earnings Announcements: A Reconciliation

1976 • 98 citations

EARNINGS CHANGES, STOCK PRICES, AND MARKET EFFICIENCY

1978 • 89 citations

Market Responses to Dividend Increases and Changes in Payout Ratios

1983 • 79 citations

Some Aspects of the Aggregation Problem in the Dividend-Earnings Relationship

1972 • 27 citations