The Effect of Ex Ante Earnings Uncertainty on Earnings Response Coefficients

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

1980 • 25,774 citations

Elements of econometrics

1971 • 3,087 citations

Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements

1985 • 1,086 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

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

The Effect of Sequential Information Releases on the Variance of Price Changes in an Intertemporal Multi-Asset Market

1988 • 403 citations

THE RELATION BETWEEN STOCK RETURNS AND ACCOUNTING EARNINGS GIVEN ALTERNATIVE INFONNATION

1990 • 296 citations

CROSS-SECTIONAL DEPENDENCE AND PROBLEMS IN INFERENCE IN MARKET-BASED ACCOUNTING RESEARCH

1987 • 251 citations

Market Implications of Differential Amounts of Interim Information

1980 • 227 citations

Market Implications of Predisclosure Information: Size and Exchange Effects

1987 • 137 citations

Time-Varying Stock Price Response to Earnings Induced by Uncertainty about the Time-Series Process of Earnings

1991 • 133 citations

Information Characteristics of Earnings Announcements and Stock Market Behavior

1983 • 76 citations

Capital Asset Prices and the Temporal Resolution of Uncertainty*

1980 • 57 citations

The rapidity of price adjustments to information

1980 • 57 citations

VALUATION OF THE FIRM: EFFECTS OF UNCERTAINTY IN A MARKET CONTEXT

1966 • 46 citations

The relation between stock returns and earnings : a study of newly-public firms

1990 • 38 citations