EMPIRICAL ANOMALIES BASED ON UNEXPECTED EARNINGS AND THE IMPORTANCE OF RISK ADJUSTMENTS

被引：91

作者：

RENDLEMAN, RJ

JONES, CP

LATANE, HA

机构：

[1] N CAROLINA STATE UNIV, RALEIGH, NC 27607 USA

[2] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

关键词：

D O I：

10.1016/0304-405X(82)90003-4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：269 / 287

页数：19

共 12 条

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[2] BIDWELL C, 1979, J PORTFOLIO MANAGE, P53
[3] COLE J, 1981, UNPUB UNEXPECTED DIV
[4] ADJUSTMENT OF STOCK-PRICES TO ANNOUNCEMENTS OF UNANTICIPATED CHANGES IN QUARTERLY EARNINGS
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LITZENBERGER, RH
MCENALLY, RW
[J]. JOURNAL OF ACCOUNTING RESEARCH, 1977, 15 (02) : 207 - 225
[5] JOY OM, 1979, J FINANCIAL RES SPR, P51
[6] LATANE H, 1979, J FINANCE JUN, P717
[7] LATANE H, 1974, J BUSINESS RES APR, P119
[8] LATANE H, 1977, J FINANCE DEC, P1457
[9] MISSPECIFICATION OF CAPITAL-ASSET PRICING - EMPIRICAL ANOMALIES BASED ON EARNINGS YIELDS AND MARKET VALUES
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[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 19 - 46
[10] RUBACK R, 1982, J FINANCIAL EC MAR, P83