Concepedia

Delayed Security Price Adjustments to Financial Analysts' Forecasts of Annual Earnings

Pieter T. Elgers, May H. Lo, Ray J. Pfeiffer

SSRN Electronic Journal · 2001 · 51 citations · 25 references

DOIFull text

Open access

References

25

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15K citations · Full text

, , +14

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.3K citations

, , +20

Multifactor Explanations of Asset Pricing Anomalies

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.4K citations · Full text

, , +18

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

, , +8

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

Sudipta Basu · The Journal of Finance · 1977 · 2.5K citations

, , +7