Aggregate Earnings and Asset Prices

Author:

BALL RAY,SADKA GIL,SADKA RONNIE

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference80 articles.

1. Stock Return Predictability: Is It There;Ang;Review of Financial Studies,2007

2. Determining the Number of Factors in Approximate Factor Models;Bai;Econometrica,2002

3. Anomalies in Relationships between Securities' Yields and Yield Surrogates;Ball;Journal of Financial Economics,1978

4. How Naive Is the Stock Market's Use of Earning Information;Ball;Journal of Accounting and Economics,1996

5. An Empirical Evaluation of Accounting Income Numbers;Ball;Journal of Accounting Research,1968

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