Showing 481 - 490 of 1,015
This paper extends the existing literature into the relationship between beta stability and the length of the estimation period. Specifically of our analysis in the use of powerful new econometrics tests and their application to non-US data, namely, Australian monthly stock returns.
Persistent link: https://www.econbiz.de/10005487301
We study information flows between earnings and forecasts, using suitably adapted Granger causality tests. This approach complements existing cross-sectional studies by abstracting from stock market reactions to information, and focussing on dynamic interactions between information flows...
Persistent link: https://www.econbiz.de/10005086537
We study the market reaction of Australian firms issuing management earnings forecasts (MEF). Specifically, we measure and distinguish between the immediate and post-earnings announcement impact of MEF. Our analysis is conditioned on growth/value characteristics and news surprise and we test for...
Persistent link: https://www.econbiz.de/10005215706
Purpose – The purpose of this paper is to assess management earnings forecasts in a continuous disclosure environment. Design/methodology/approach – A large sample of hand checked Australian management earnings forecasts are examined. These data are analysed using a series of logistic...
Persistent link: https://www.econbiz.de/10014968640
Persistent link: https://www.econbiz.de/10005675302
Persistent link: https://www.econbiz.de/10009952083
Persistent link: https://www.econbiz.de/10009952115
Persistent link: https://www.econbiz.de/10009952182
Persistent link: https://www.econbiz.de/10007685649
Persistent link: https://www.econbiz.de/10007696686