Reference health
Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs
5 of 46 checkable references need attention · checked 2026-08-09
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2328325
does not resolve to a known work10.2307/2329347
does not resolve to a known work10.2307/2329496
does not resolve to a known work10.2307/2329534
does not resolve to a known work10.2307/2328882
The 41 checked references that resolve
resolves10.1177/0148558X9801300305
Dispersion in Analysts' Earnings Forecasts as a Measure of Uncertainty
resolves10.1016/0165-4101(90)90008-R
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
resolves10.1016/j.jfineco.2008.03.006
Caught on tape: Institutional trading, stock returns, and earnings announcements
resolves10.1016/S0304-405X(98)00026-9
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1
resolves10.1111/j.1468-5957.2007.02030.x
Information Uncertainty and Post‐Earnings‐Announcement‐Drift
resolves10.2307/2491064
The Multiperiod Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports
resolves10.1093/revfin/hhm003
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
resolves10.1111/j.1540-6261.2004.00688.x
Forecast Dispersion and the Cross Section of Expected Returns
resolves10.1023/A:1024477831740
Post-Earnings Announcement Drift and Market Participants' Information Processing Biases
resolves10.1016/S0304-405X(96)00891-4
Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs
resolves10.1023/A:1007821103728
The Predictability of Equity REIT Returns: Time Variation and Economic Significance
resolves10.1111/j.1540-6229.2009.00237.x
Real Estate for the Long Term: The Effect of Return Predictability on Long‐Horizon Allocations
resolves10.1111/j.1080-8620.2005.00115.x
Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison
resolves10.1093/rfs/hhn053
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
resolves10.1111/j.1468-5957.2007.02031.x
<i>Discussion of</i> Information Uncertainty and Post‐Earnings‐Announcement‐Drift
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 9 references without a DOI — listed, not checked
no DOI — not checkedBernard, V. (1992). Stock price reactions to earnings announcements: A summary of recent anomalous evidence and possible explanations. In R. Thaler (Ed.), Advances in behavioral finance. New York: Russell Sage.
no DOI — not checkedBradshaw, M. T., Drake, M. S., Myers, J. N., & Myers, L. A. (2009). A re-examination of analysts’ superiority over time-series forecasts. Working Paper, Boston College.
no DOI — not checkedCapozza, D. R., & Lee, S. (1994). The equity REIT universe 1985–1992: The role of property type and size. Working Paper, University of Michigan.
no DOI — not checkedFoster, G., Olsen, C., & Shevlin, T. (1984). Earnings releases, anomalies, and the behavior of security returns. The Accounting Review, 59, 574–603.
no DOI — not checkedGhosh, C., Miles, M., & Sirmans, C. F. (1996). Are REITs stocks? Real Estate Finance, 13, 46–53.
no DOI — not checkedGoldstein, M., & Nelling, E. (1999). REIT Return Behavior in Advancing and Declining Markets. Real Estate Finance, 15(4), 68–77.
no DOI — not checkedKovacs, T. (2007). Is the post-earnings announcement drift rational or behavioral? Evidence from intra-industry information transfers. Working Paper, Northeastern University.
no DOI — not checkedMahoney, J., McCarron, S., Miles, M., & Sirmans, C. F. (1996). Location differences in private and public real estate investment. Real Estate Finance, 13(2), 52–64.
no DOI — not checkedWiggins, J. B. (1991). Do misperceptions about the earnings process contribute to post-announcement drift? Working Paper. Cornell University.
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-09 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.1007/s11146-010-9275-y"><img src="https://citestamp.com/citestamped/10.1007/s11146-010-9275-y/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.1007/s11146-010-9275-y)