Reference health
Visualizing Earnings to Predict Post-Earnings Announcement Drift: A Deep Learning Approach
34/34 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
15 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.
The 34 checked references that resolve
resolves10.1016/j.jfineco.2016.03.002
Accruals, cash flows, and operating profitability in the cross section of stock returns
resolves10.1111/1475-679X.12292
Detecting Accounting Fraud in Publicly Traded U.S. Firms Using a Machine Learning Approach
resolves10.1111/1475-679X.12294
What Are You Saying? Using <i>topic</i> to Detect Financial Misreporting
resolves10.1111/j.1475-679X.2011.00425.x
Earnings Volatility, Post–Earnings Announcement Drift, and Trading Frictions
resolves10.1111/1475-679X.12429
Predicting Future Earnings Changes Using Machine Learning and Detailed Financial Data
resolves10.1016/S0165-4101(00)00015-X
Earnings-based and accrual-based market anomalies: one effect or two?
resolves10.2308/accr.2002.77.s-1.35
The Quality of Accruals and Earnings: The Role of Accrual Estimation Errors
resolves10.1016/j.jacceco.2010.09.001
Understanding earnings quality: A review of the proxies, their determinants and their consequences
resolves10.1111/j.1475-679X.2006.00196.x
Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jfineco.2021.06.002
A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
resolves10.2308/accr.2002.77.2.237
Accounting Conservatism, the Quality of Earnings, and Stock Returns
resolves10.2308/TAR-902586
Implications of the integral approach to quarterly reporting for the post-earnings-announcement...
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.2308/TAR-9608042309
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
The 15 references without a DOI — listed, not checked
no DOI — not checkedref8
no DOI — not checkedFrom man vs. machine to man+ machine: The art and AI of stock analyses
no DOI — not checkedref19
no DOI — not checkedThe cross-section of expected stock returns
no DOI — not checkedref25
no DOI — not checkedUnderstanding the difficulty of training deep feedforward neural networks
no DOI — not checkedDeep residual learning for image recognition
no DOI — not checkedDensely connected convolutional networks
no DOI — not checkedBatch normalization: Accelerating deep network training by reducing internal covariate shift
no DOI — not checkedAdam: A method for stochastic optimization
no DOI — not checkedRectifier nonlinearities improve neural network acoustic models
no DOI — not checkedA simple, positive semi-definite, heteroskedasticity and autocorrelation
no DOI — not checkedVery Deep Convolutional Networks for Large-Scale Image Recognition
no DOI — not checkedDropout: a simple way to prevent neural networks from overfitting
no DOI — not checkedGoing deeper with convolutions
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