IDEAS home Printed from https://ideas.repec.org/a/bla/finrev/v22y1987i1p131-44.html
   My bibliography  Save this article

Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects

Author

Listed:
  • Rendleman, Richard J, Jr
  • Jones, Charles P
  • Latane, Henry A

Abstract

No abstract is available for this item.

Suggested Citation

  • Rendleman, Richard J, Jr & Jones, Charles P & Latane, Henry A, 1987. "Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects," The Financial Review, Eastern Finance Association, vol. 22(1), pages 131-144, February.
    • Handle: RePEc:bla:finrev:v:22:y:1987:i:1:p:131-44
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. A. William Richardson & Kevin Veenstra, 2022. "The Post‐earnings Announcement Drift: A Pre‐earnings Announcement Effect? A Multi‐period Analysis," Abacus, Accounting Foundation, University of Sydney, vol. 58(4), pages 648-678, December.
    2. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    3. Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
    4. Ball, Ray & Bartov, Eli, 1996. "How naive is the stock market's use of earnings information?," Journal of Accounting and Economics, Elsevier, vol. 21(3), pages 319-337, June.
    5. G. Geoffrey Booth & Juha-Pekka Kallunki & Teppo Martikainen, 1998. "Delayed price response to the announcements of earnings and its components in Finland," European Accounting Review, Taylor & Francis Journals, vol. 6(3), pages 377-392.
    6. Bouteska Ahmed & Regaieg Boutheina, 2017. "The accuracy of financial analysts’ earnings forecasts and the Tunisian market reliance with time," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1345186-134, January.
    7. James Jiambalvo & Shivaram Rajgopal & Mohan Venkatachalam, 2002. "Institutional Ownership and the Extent to which Stock Prices Reflect Future Earnings," Contemporary Accounting Research, John Wiley & Sons, vol. 19(1), pages 117-145, March.
    8. Nguyen, Pascal, 2005. "Market underreaction and predictability in the cross-section of Japanese stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 193-210, July.
    9. AltInkIlIç, Oya & Hansen, Robert S., 2009. "On the information role of stock recommendation revisions," Journal of Accounting and Economics, Elsevier, vol. 48(1), pages 17-36, October.
    10. Jiang, George J. & Zhu, Kevin X., 2017. "Information Shocks and Short-Term Market Underreaction," Journal of Financial Economics, Elsevier, vol. 124(1), pages 43-64.
    11. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
    12. Gil S. Bae, 1996. "Post-Announcement Drifts Associated With Dividend Changes," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(4), pages 541-559, December.
    13. repec:grz:wpsses:2020-04 is not listed on IDEAS
    14. Jonathan A. Milian, 2015. "Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?," Journal of Accounting Research, Wiley Blackwell, vol. 53(1), pages 175-220, March.
    15. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
    16. Weihong Xu, 2009. "Evidence That Management Earnings Forecasts Do Not Fully Incorporate Information in Prior Forecast Errors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7-8), pages 822-837.
    17. Weihong Xu, 2009. "Evidence That Management Earnings Forecasts Do Not Fully Incorporate Information in Prior Forecast Errors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 822-837, September.
    18. Leonard C. Soffer & Thomas Lys, 1999. "Post†Earnings Announcement Drift and the Dissemination of Predictable Information," Contemporary Accounting Research, John Wiley & Sons, vol. 16(2), pages 305-331, June.
    19. Collins, Daniel W. & Hribar, Paul, 2000. "Earnings-based and accrual-based market anomalies: one effect or two?," Journal of Accounting and Economics, Elsevier, vol. 29(1), pages 101-123, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:finrev:v:22:y:1987:i:1:p:131-44. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/efaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.