When does the bond price reaction to earnings announcements predict future stock returns?

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

Business, Economics, Finance +17

In Search of Attention

Zhi Da, Joseph Engelberg, Pengjie Gao · The Journal of Finance · 2011 · 3.1K citations · Full text

Business, Business Economics, Finance +11

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?

Frank T. Magiera · CFA Digest · 1997 · 2.5K citations · Full text

Business, Accountancy, Accounting +14

Evidence that stock prices do not fully reflect the implications of current earnings for future earnings

Victor L. Bernard, Jacob K. Thomas · Journal of Accounting and Economics · 1990 · 2.2K citations

Business, Business Economics, Economics +14