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The Earnings-Price And Standardized Unexpected Earnings Effects: One Anomaly Or Two?

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  • James B. Wiggins

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  • James B. Wiggins, 1991. "The Earnings-Price And Standardized Unexpected Earnings Effects: One Anomaly Or Two?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 263-275, September.
    • Handle: RePEc:bla:jfnres:v:14:y:1991:i:3:p:263-275
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1991.tb00664.x
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    References listed on IDEAS

    as
    1. Latane, Henry A & Joy, O Maurice & Jones, Charles P, 1970. "Quarterly Data, Sort-Rank Routines, and Security Evaluation," The Journal of Business, University of Chicago Press, vol. 43(4), pages 427-438, October.
    2. Basu, Sanjoy, 1983. "The relationship between earnings' yield, market value and return for NYSE common stocks : Further evidence," Journal of Financial Economics, Elsevier, vol. 12(1), pages 129-156, June.
    3. Bernard, Vl & Thomas, Jk, 1989. "Post-Earnings-Announcement Drift - Delayed Price Response Or Risk Premium," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 1-36.
    4. Banz, Rolf W., 1981. "The relationship between return and market value of common stocks," Journal of Financial Economics, Elsevier, vol. 9(1), pages 3-18, March.
    5. repec:bla:jfinan:v:44:y:1989:i:1:p:135-48 is not listed on IDEAS
    6. Ball, Ray, 1978. "Anomalies in relationships between securities' yields and yield-surrogates," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 103-126.
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    Cited by:

    1. Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.

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