Investor expectations, earnings management, and asset prices
From MaRDI portal
Publication:2338394
DOI10.1016/j.jedc.2019.06.002zbMath1425.91177OpenAlexW3125530563WikidataQ127712052 ScholiaQ127712052MaRDI QIDQ2338394
Publication date: 21 November 2019
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2019.06.002
simulated method of momentsbehavioral biasearnings managementaccrualsempirical regularitiesinvestor expectations
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Properties of equilibrium asset prices under alternative learning schemes
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Estimation of agent-based models using sequential Monte Carlo methods
- Simulated Moments Estimation of Markov Models of Asset Prices
- Expectations and the Stability Problem for Optimal Monetary Policies
- ASSET RETURNS UNDER PERIODIC REVELATIONS OF EARNINGS MANAGEMENT
- On the Nature of Capital Adjustment Costs
- Economic Comparability of Information Systems
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
This page was built for publication: Investor expectations, earnings management, and asset prices
