Asset returns under periodic revelations of earnings management

DOI10.1111/IERE.12048zbMATH Open1292.91075OpenAlexW1856886880MaRDI QIDQ5406952FDOQ5406952

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

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*

Mathematics Subject Classification ID

Cites Work

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

Cited In (8)

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

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