Asset returns under periodic revelations of earnings management

DOI10.1111/IERE.12048MaRDI QIDQ5406952zbMATH OpenOpenAlexFDO

Authors Bo Sun

Publication date 4 April 2014

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/iere.12048

Mathematics Subject Classification ID

Recommendations

• Investor expectations, earnings management, and asset prices
• Executive compensation and earnings management under moral hazard
• Earnings management, conservatism, and earnings quality
• Empirical investigation of the ability of sensitivity of stock prices to earnings news in predicting earnings management and management forecast errors
• Earnings Belief Risk and the Cross-Section of Stock Returns*

Cites work

• Asset Prices in an Exchange Economy
• Disclosures and Asset Returns
• Executive compensation and earnings management under moral hazard
• Overstatement and rational market expectation
• Shaking the tree: an agency-theoretic model of asset pricing
• The pricing of options and corporate liabilities

Cited in

(8)

• Earnings mean reversion and dynamic optimal capital structure
• The revision of systematic risk on earnings announcement in the presence of conditional heteroscedasticity
• Earnings management, conservatism, and earnings quality
• Empirical investigation of the ability of sensitivity of stock prices to earnings news in predicting earnings management and management forecast errors
• Earnings manipulation, pension assumptions, and managerial investment decisions
• Earnings management and liquidity risk
• The market response to earnings seasonality: evidence from Chinese A-Share market
• Investor expectations, earnings management, and asset prices

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