Suchergebnisse

Measuring Risk Information

In: Journal of Accounting Research, Band 60, Heft 2

Measuring Risk Information

In: Stanford University Graduate School of Business Research Paper No. 3519543

News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements

In: Journal of Financial Economics (JFE), Forthcoming

The Option to Stock Volume Ratio and Future Returns

In: Journal of Financial Economics (JFE), 106(2): 262-286 (November 2012)

Financial Reporting and Consumer Behavior

In: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Investor Corporate Visits and Expected Returns

Bad News Bearers: The Negative Tilt of the Financial Press

Voluntary and Mandatory Disclosures: Do Managers View Them as Substitutes?

In: Journal of Accounting & Economics (JAE), Forthcoming

Box Jumping: Portfolio Recompositions to Achieve Higher Morningstar Ratings

Losing is Optional: Retail Option Trading and Expected Announcement Volatility

Flight-To-Earnings: The Role of Earnings in Periods of Capital Scarcity

In: Forthcoming at Management Science

Calendar Rotations: A New Approach for Studying the Impact of Timing using Earnings Announcements

In: Journal of Financial Economics 140 (3), 865-893

Expectations Management and Stock Returns

In: Review of Financial Studies [33(10): 4580–4626 (October 2020)]

Core Earnings: New Data and Evidence

In: Harvard Business School Accounting & Management Unit Working Paper No. 20-047, October 2019

Odd Lots & Optics: Manipulation in Response to Scrutiny

In: MIT Sloan Research Paper No. 7070-24