世界十大高楼（2）
新浪博客
世界十大高楼（2）
of initial public offerings, ' Journal of Finance 46, 3-27.
Loughran, T. and Jay Ritter, 1995, 'The new issues puzzle,' Journal of Finance 50, 23-51.
Fama, Eugene F., 1998, 'Market efficiency, long-term returns, and behavioral finance, ' Journal of Financial Economics 49, 283-306.
Teoh, Siew Hong, Ivo Welch, and T.J. Wong, 1998, 'Earnings management and the long-run market performance of initial public offerings, ' Journal of Finance 53, .
Kothari, S.P. and Jerold B. Warner, 1997, 'Measuring long-horizon security price performance, ' Journal of Financial Economics 43, 301-339.
Barber, Brad M. and John D. Lyon, 1997, 'Detecting long-run abnormal stock returns: The empirical power and specification of test statistics,' Journal of Financial Economics, 341-372.
Mitchell, Mark L. and Erik Stafford, 1999, 'Managerial decisions and long-term stock price performance, ' forthcoming in the Journal of Business.
Bernard, V. L. and J. Thomas, 'Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium,' Journal of Accounting Research (Supplement 1989): 1-36.
Bernard, V. L., and J. Thomas, 'Evidence that Stock Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings,' Journal of Accounting and Economics (December 1990): 305-340.
Bernard, Victor L., 'Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations,' in Advances in Behavioral Finance, R. Thaler, Editor (Russell Sage Foundation: New York, 1993): 303-340.
Bernard, Victor L., Jacob K. Thomas, and Jeffery S. Abarbanell, 'How Sophisticated is the Market in Interpreting Earnings News?' Journal of Applied Corporate Finance (Summer 1993): 54-63.
Fama, Eugene F., 'Efficient Capital Markets: II,' Journal of Finance, (December 1991): 1575-1618.
Hand, John R. M., 'A Test of the Extended Functional Fixation Hypothesis,' The Accounting Review (October 1990): 739-763.
Holthausen, Robert W., and David F. Larcker, 'The Prediction of Stock Returns Using Financial Statement Information,' Journal of Accounting and Economics (June/September 1992): 373-412.
Ou, Jane A., and Stephen H. Penman, 'Financial Statement of Analysis and the Prediction of Stock Returns,' Journal of Financial Economics (November 1989): 295-330.
Sloan, Richard G., 'Do stock prices fully reflect information in accruals and cash flows about future earnings,' The Accounting Review (July 1996): 289-315.
Loughran, T. and Jay Ritter, 1995, 'The new issues puzzle,' Journal of Finance 50, 23-51.
Fama, Eugene F., 1998, 'Market efficiency, long-term returns, and behavioral finance, ' Journal of Financial Economics 49, 283-306.
Teoh, Siew Hong, Ivo Welch, and T.J. Wong, 1998, 'Earnings management and the long-run market performance of initial public offerings, ' Journal of Finance 53, .
Kothari, S.P. and Jerold B. Warner, 1997, 'Measuring long-horizon security price performance, ' Journal of Financial Economics 43, 301-339.
Barber, Brad M. and John D. Lyon, 1997, 'Detecting long-run abnormal stock returns: The empirical power and specification of test statistics,' Journal of Financial Economics, 341-372.
Mitchell, Mark L. and Erik Stafford, 1999, 'Managerial decisions and long-term stock price performance, ' forthcoming in the Journal of Business.
(2) Market efficiency: The concept and some recent evidence
Beaver, William H., 'Market Efficiency, ' in Financial Reporting: An Accounting Revolution (2nd Edition, 1998): 130-175.Bernard, V. L. and J. Thomas, 'Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium,' Journal of Accounting Research (Supplement 1989): 1-36.
Bernard, V. L., and J. Thomas, 'Evidence that Stock Prices Do Not Fully Reflect the Implications of Current Earnings for Future Earnings,' Journal of Accounting and Economics (December 1990): 305-340.
Bernard, Victor L., 'Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations,' in Advances in Behavioral Finance, R. Thaler, Editor (Russell Sage Foundation: New York, 1993): 303-340.
Bernard, Victor L., Jacob K. Thomas, and Jeffery S. Abarbanell, 'How Sophisticated is the Market in Interpreting Earnings News?' Journal of Applied Corporate Finance (Summer 1993): 54-63.
Fama, Eugene F., 'Efficient Capital Markets: II,' Journal of Finance, (December 1991): 1575-1618.
(3) Market efficiency with respect to detailed financial statement data
Ball, Raymond J., 'The Earnings-Price Anomaly,' Journal of Accounting and Economics (June/September 1992): 319-346.Hand, John R. M., 'A Test of the Extended Functional Fixation Hypothesis,' The Accounting Review (October 1990): 739-763.
Holthausen, Robert W., and David F. Larcker, 'The Prediction of Stock Returns Using Financial Statement Information,' Journal of Accounting and Economics (June/September 1992): 373-412.
Ou, Jane A., and Stephen H. Penman, 'Financial Statement of Analysis and the Prediction of Stock Returns,' Journal of Financial Economics (November 1989): 295-330.
Sloan, Richard G., 'Do stock prices fully reflect information in accruals and cash flows about future earnings,' The Accounting Review (July 1996): 289-315.