Accruals and Aggregate Stock Market Returns
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Cited by:
- John S. Howe & Emre Unlu & Xuemin (Sterling) Yan, 2009. "The Predictive Content of Aggregate Analyst Recommendations," Journal of Accounting Research, Wiley Blackwell, vol. 47(3), pages 799-821, June.
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More about this item
Keywords
accruals; return predictability; stock market returns; market efficiency; asset pricing; anomalies; accounting; earnings fixation;All these keywords.
JEL classification:
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2007-10-13 (Accounting and Auditing)
- NEP-CFN-2007-10-13 (Corporate Finance)
- NEP-RMG-2007-10-13 (Risk Management)
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