THE ASSOCIATION BETWEEN THE MAGNITUDE OF QUARTERLY EARNINGS FORECAST ERRORS AND RISK-ADJUSTED STOCK RETURNS

被引：21

作者：

HAGERMAN, RL

ZMIJEWSKI, ME

SHAH, P

机构：

来源：

关键词：

D O I：

10.2307/2490662

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：526 / 540

页数：15

共 32 条

[1] TIME-SERIES PROPERTIES OF ANNUAL EARNINGS [J].

ALBRECHT, WS ;

LOOKABILL, LL ;

MCKEOWN, JC .

[2] SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME [J].

BALL, R ;

WATTS, R .

[3]

BEAVER W, 1973, ACCOUNTING REV JUL, P442

[4]

BEAVER W, 1968, J ACCOUNTING RES S, P67

[5]

BEAVER W, 1980, J ACCOUNTING EC MAR, P3

[6]

BEAVER W, 1979, J ACCOUNTING RES AUT, P316

[7]

BROWN L, 1979, J ACCOUNTING RES SPR, P179

[8]

BROWN P, 1972, J BUSINESS JUL, P403

[9]

BROWN S, 1983, USING DAILY STOCK RE

[10]

BROWN SJ, 1980, J FINANCIAL EC SEP, P1107