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Accrual reliability, earnings persistence and stock prices
Richardson, Scott A.; Sloan, Richard G.; Soliman, Mark T.; … - In: Journal of accounting & economics 39 (2005) 3, pp. 437-485
Persistent link: https://www.econbiz.de/10003101847
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Accrual reliability, earnings persistence and stock prices
Richardson, Scott; Sloan, Richard G.; Soliman, Mark T.; … - 2009
Persistent link: https://www.econbiz.de/10003851781
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Accounting earnings and top executive compensation
Sloan, Richard G. - In: Journal of accounting & economics 16 (1993) 1, pp. 55-100
Persistent link: https://www.econbiz.de/10001144119
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Returns to contrarian investment strategies : tests of naive expectations hypotheses
Dechow, Patricia M. - In: Journal of financial economics 43 (1997) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10001213781
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Executive incentives and the horizon problem : an empirical investigation
Dechow, Patricia M. - In: Journal of accounting & economics 14 (1991) 1, pp. 51-89
Persistent link: https://www.econbiz.de/10001117407
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A framework for value investing
Chee, Seungmin; Sloan, Richard G.; Uysal, Aydin - In: Australian journal of management 38 (2013) 3, pp. 599-633
Persistent link: https://www.econbiz.de/10010233211
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An empirical assessment of the residual income valuation model
Dechow, Patricia M.; Hutton, Amy P.; Sloan, Richard G. - 2009
Persistent link: https://www.econbiz.de/10003851689
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Why are losses less persistent than profits? : curtailments vs. conservatism
Lawrence, Alastair; Sloan, Richard G.; Sun, Estelle - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 673-694
Persistent link: https://www.econbiz.de/10011823113
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Distinguishing between recurring and nonrecurring components of earnings using unobserved components modeling
Gardner, Jesse; Sloan, Richard G.; Yoon, Joon Sang - In: Journal of accounting and economics 78 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10015065564
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Does Low Latency Trading Improve Market Efficiency? A Discussion
Erhard, Ryan; Sloan, Richard G. - 2021
Chordia and Miao (2020) provide evidence that low-latency trading (LLT) improves the long-term informational efficiency of stock prices. This discussion raises two primary concerns with their analysis. First, the mechanism through which LLT enhances long-term efficiency is unclear. Second, CM's...
Persistent link: https://www.econbiz.de/10013247098