๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Accrual Effect on Future Earnings

โœ Scribed by Konan Chan; Narasimhan Jegadeesh; Theodore Sougiannis

Book ID
111606623
Publisher
Springer US
Year
2004
Tongue
English
Weight
123 KB
Volume
22
Category
Article
ISSN
0924-865X

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