Mahjoubi, Mohamed Naceur; Abaoub, Ezzeddine - In: International Journal of Economics and Financial Issues 5 (2015) 2, pp. 377-389
frameworks. The purpose is to study the ability of three technical earnings forecasting methods (smoothing, random walk and cross …-section) to reflect Tunisian stock market expectations as measured by the Earnings Response Coefficient. The results of estimating … a modified version of Easton and Harris (1991) model that incorporates earnings surprise and its level as return …