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Earnings forecasting research : an overview and critique
Peek, Erik, (1997)
Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients
Ali, Ashiq, (1992)
Estimating earnings response coefficients : pooled versus firm-specific models
Teets, Walter R., (1996)
Firm characteristics and jump dynamics in stock prices around earnings announcements
Zhou, Haigang, (2019)
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang, (2012)
Jump risk and cross section of stock returns : evidence from China's stock market
Zhou, Haigang, (2011)