Search Results - subject:"Capital marketing data"

The Effect of Returns History on the Current Period Relation Between Returns and Unexpected Earnings

Calk, Russell; Haensly, Paul; Jo Billiot, Mary - In: Accounting Research Journal 20 (2007) 1, pp. 5-20

This study applies a model of systematic belief revision to examine the effect of the relation between current‐period unexpected earnings and prior‐period security returns on the current period relation between those unexpected earnings and returns. Cross‐sectional analysis blurs the...

Persistent link: https://www.econbiz.de/10014676544

The Effect of Returns History on the Current Period Relation Between Returns and Unexpected Earnings

Calk, Russell; Haensly, Paul; Billiot, Mary Jo - In: Accounting Research Journal 20 (2007) May, pp. 5-20

This study applies a model of systematic belief revision to examine the effect of the relation between current-period unexpected earnings and prior-period security returns on the current period relation between those unexpected earnings and returns. Cross-sectional analysis blurs the effects of...

Persistent link: https://www.econbiz.de/10008506142