๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Intangible Returns, Accruals, and Return Reversal: A Multiperiod Examination of the Accrual Anomaly

โœ Scribed by Resutek, Robert J.

Book ID
120196025
Publisher
American Accounting Association
Year
2010
Tongue
English
Weight
232 KB
Volume
85
Category
Article
ISSN
0001-4826

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Explaining the accrual anomaly by market
Explaining the accrual anomaly by market expectations of future returns and earnings
โœ Randall Zhaohui Xu; Michael J. Lacina ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 280 KB

This study examines the accrual anomaly under the framework of the Campbell [Campbell, J.Y. (1991). A variance decomposition for stock returns. Economic Journal 101 (405), 157-179.] model. The Campbell (1991) model shows that realized asset returns are a joint function of 1) expected returns, 2) rev