Reference health
Accounting Anomalies and Fundamental Analysis: A Review of Recent Research Advances
3 of 179 checkable references need attention · checked 2026-08-04
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References needing attention
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does not resolve to a known work10.2307/2329238
does not resolve to a known work10.1092/dt0r-jneg-ql60-7cbp
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Accruals and Future Stock Returns: Tests of the Naïve Investor Hypothesis
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Residual-Income-Based Valuation Predicts Future Stock Returns: Evidence on Mispricing vs. Risk Explanations
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Value-relevance of nonfinancial information: The wireless communications industry
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Empirical Evidence on Capital Investment, Growth Options, and Security Returns
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Intraindustry Information Transfers Associated with Management Forecasts of Earnings
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Analyst Earnings Forecast Revisions and the Pricing of Accruals
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Private Information, Earnings Manipulations, and Executive Stock-Option Exercises
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Managerial discretion and the economic determinants of the disclosed volatility parameter for valuing ESOs
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Investor Sophistication and Patterns in Stock Returns after Earnings Announcements
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INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
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Earnings expectations, investor trade size, and anomalous returns around earnings announcements
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Contextual Fundamental Analysis Through the Prediction of Extreme Returns
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Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
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Are Bank Loans Special? Evidence on the Post-Announcement Performance of Bank Borrowers
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The relation between corporate financing activities, analysts’ forecasts and stock returns
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The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights
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Using Citation Analysis to Assess the Impact of Journals and Articles on Contemporary Accounting Research (CAR)
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The Familiarity with and Perceived Quality of Accounting Journals: Views of Senior Accounting Faculty in Leading U.S. MBA Programs*
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Which Institutional Investors Trade Based on Private Information About Earnings and Returns?
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Evidence of the Abnormal Accrual Anomaly Incremental to Operating Cash Flows
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Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
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Earnings-based and accrual-based market anomalies: one effect or two?
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Equity Valuation Employing the Ideal versus Ad Hoc Terminal Value Expressions
resolves10.1111/j.1540-6261.1997.tb03806.x
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.2308/accr.1999.74.4.403
The Value Relevance of Financial Statement Recognition vs. Disclosure: Evidence from SFAS No. 106
resolves10.1016/s0304-405x(96)00887-2
Returns to contrarian investment strategies: Tests of naive expectations hypotheses
resolves10.1111/1540-6261.00491
A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts
resolves10.1111/j.1475-679x.2006.00223.x
The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises
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Aggregate accounting earnings can explain most of security returns
resolves10.1111/j.1475-679X.2007.00257.x
Effect of Analysts' Optimism on Estimates of the Expected Rate of Return Implied by Earnings Forecasts
resolves10.1111/1475-679x.00066
Using Forecasts of Earnings to Simultaneously Estimate Growth and the Rate of Return on Equity Investment
resolves10.1111/0022-1082.00144
Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
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Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing
resolves10.1111/j.1911-3846.1995.tb00462.x
Valuation and Clean Surplus Accounting for Operating and Financial Activities*
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Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates
resolves10.2308/accr.2005.80.4.1125
Disclosure Incentives and Effects on Cost of Capital around the World
resolves10.1016/s0304-405x(01)00044-7
The theory and practice of corporate finance: evidence from the field
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Discussion of Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
resolves10.1111/j.1475-679x.2006.00209.x
International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
resolves10.2308/accr.2005.80.1.137
The Persistence and Pricing of Earnings, Accruals, and Cash Flows When Firms Have Large Book-Tax Differences
resolves10.2139/ssrn.846685
Limited Investor Attention and Stock Market Misreactions to Accounting Information
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Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.2139/ssrn.1099182
Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns
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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
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Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.1016/j.jacceco.2004.02.002
Do institutional investors exploit the post-earnings announcement drift?
resolves10.1016/s0304-405x(97)00031-7
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
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Are accruals mispriced? Evidence from tests of an Intertemporal Capital Asset Pricing Model
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The Effect of Conference Calls on Analyst and Market Underreaction to Earnings Announcements
resolves10.1016/j.jfineco.2004.06.016
Stock returns, aggregate earnings surprises, and behavioral finance
resolves10.2139/ssrn.871750
Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly
resolves10.1016/j.jacceco.2004.02.003
Implications of survival and data trimming for tests of market efficiency
resolves10.1111/j.1475-679x.2006.00202.x
An Analysis of the Theories and Explanations Offered for the Mispricing of Accruals and Accrual Components
resolves10.1111/j.1475-679x.2007.00261.x
Regression‐Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares
resolves10.1111/j.1540-6261.2009.01498.x
Business Networks, Corporate Governance, and Contracting in the Mutual Fund Industry
resolves10.1111/j.1475-679x.2004.t01-1-00143.x
Fees Paid to Audit Firms, Accrual Choices, and Corporate Governance
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Corporate Governance, Accounting Outcomes, and Organizational Performance
resolves10.1016/s0165-4101(01)00038-6
Market efficiency and accounting research: a discussion of ‘capital market research in accounting’ by S.P. Kothari
resolves10.1007/s11142-007-9059-7
Voluntary disclosure of accruals in earnings press releases and the pricing of accruals
resolves10.1016/j.jacceco.2010.09.007
Accounting anomalies and fundamental analysis: An alternative view
resolves10.1016/j.jacceco.2008.02.003
Annual report readability, current earnings, and earnings persistence
resolves10.1023/A:1024477831740
Post-Earnings Announcement Drift and Market Participants' Information Processing Biases
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1111/j.1475-679x.2006.00196.x
Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts
resolves10.1506/w13b-k4bt-455n-ttr2
Reconciling Value Estimates from the Discounted Cash Flow Model and the Residual Income Model*
resolves10.1016/j.jacceco.2006.04.004
Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs
resolves10.1111/j.1540-6261.1995.tb04796.x
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
resolves10.1007/s11142-005-1526-4
Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis
resolves10.1001/jama.1953.02940310094033
Who Shall Survive? Foundations of Sociometry, Group Psychotherapy and Sociodrama
resolves10.1016/j.jfineco.2004.08.008
Short sales, institutional investors and the cross-section of stock returns
resolves10.1111/j.1475-679x.2006.00218.x
Conservatism and Cross‐Sectional Variation in the Post–Earnings Announcement Drift
resolves10.1111/j.1475-679x.2008.00290.x
Implications of Transaction Costs for the Post–Earnings Announcement Drift
resolves10.1111/j.1911-3846.1990.tb00780.x
A Synthesis of security valuation theory and the role of dividends, cash flows, and earnings*
resolves10.1016/0165-4101(89)90017-7
Financial statement analysis and the prediction of stock returns
resolves10.3386/w11941
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
resolves10.2139/ssrn.1536043
Returns to Buying Earnings and Book Value: Accounting for Growth and Risk
resolves10.2308/accr.2002.77.2.237
Accounting Conservatism, the Quality of Earnings, and Stock Returns
resolves10.2139/ssrn.318967
Modeling Sustainable Earnings and P/E Ratios with Financial Statement Analysis
resolves10.2307/2672906
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
resolves10.1016/S0304-405X(98)00023-3
Glamour, value and the post-acquisition performance of acquiring firms
resolves10.2308/accr.2006.81.3.713
The Implications of Accounting Distortions and Growth for Accruals and Profitability
resolves10.1506/khnw-pjyl-adub-0rp6
The Walk‐down to Beatable Analyst Forecasts: The Role of Equity Issuance and Insider Trading Incentives*
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.1111/j.1468-5957.2006.01425.x
Accruals, Cash Flows and the Post‐Earnings‐Announcement Drift
resolves10.1016/s0304-405x(99)00031-8
The long-run performance of stock returns following debt offerings
resolves10.1111/j.1468-036x.2009.00520.x
The Cross‐Section of Expected Stock Returns: What Have We Learnt from the Past Twenty‐Five Years of Research?
resolves10.1111/j.1475-679x.2009.00353.x
The <i>q</i>‐Theory Approach to Understanding the Accrual Anomaly
resolves10.2139/ssrn.588926
Evaluating the 'Accrual-Fixation' Hypothesis as an Explanation for the Accrual Anomaly
The 39 references without a DOI — listed, not checked
no DOI — not checkedref17
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no DOI — not checkedref24
no DOI — not checkedA review of fundamental analysis research in accounting
no DOI — not checkedCorporate information environment
no DOI — not checkedref34
no DOI — not checkedref37
no DOI — not checkedApplying citation analysis to evaluate the research contributions of accounting faculty and doctoral programs
no DOI — not checkedref48
no DOI — not checkedref57
no DOI — not checkedThe persistence and pricing of the cash component of earnings
no DOI — not checkedEarnings quality and earnings management
no DOI — not checkedref66
no DOI — not checkedEstimating the cost of capital implied by market prices and accounting data
no DOI — not checkedref77
no DOI — not checkedEarnings releases, anomalies and the behavior of security returns
no DOI — not checkedref94
no DOI — not checkedref96
no DOI — not checkedref97
no DOI — not checkedref99
no DOI — not checkedOn the impossibility of informationally efficient markets
no DOI — not checkedref110
no DOI — not checkedref119
no DOI — not checkedref122
no DOI — not checkedref134
no DOI — not checkedref152
no DOI — not checkedref153
no DOI — not checkedref158
no DOI — not checkedPredictability of long-term spinoff returns
no DOI — not checkedTime-varying exposures and leverage in hedge funds
no DOI — not checkedref162
no DOI — not checkedref181
no DOI — not checkedref190
no DOI — not checkedMisspecification of the capital asset pricing: empirical anomalies based on earnings yields and market values
no DOI — not checkedref192
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no DOI — not checkedref202
no DOI — not checkedDo stock prices fully reflect information in accruals and cash flows about future earnings?
no DOI — not checkedref210
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