Earnings response coefficient: Applying individual and portfolio methods

Perceived Auditor Quality and the Earnings Response Coefficient

Rising Earnings Instability , Portfolio Choice , and Housing Prices ∗

This paper studies the effects of the U.S. rising earnings inequality between the late 1960s and the mid 1990s on the portfolio allocation and prices of assets. In order to investigate the link, a life-cycle general equilibrium model is constructed where distinct characteristics of the housing asset is explicitly modeled and asset prices are determined in equilibrium. It is shown that the model...

Earnings Announcements and Portfolio Selection. Do They Add Va

A number of articles have explored analysts' earnings estimates, analysts' forecasting ability and the reaction of stock prices to earnings announcements. The concern of this paper is the group of stocks whose earnings announcements constitute positive "earnings surprise" given a consensus of analysts' expected earnings. The consensus derives from a twenty quarter, seasonally adjusted earnings ...

Earnings Response Coefficient of Banking Shares: A Multi-Country Study with Control for Risk

This paper reports new finding on earnings response coefficients of banking firms on how information disclosed regarding (i) total earnings and (ii) fee earnings is associated with share price changes around the time of financial report releases. This paper extends to banking firms a widely used analysis of earnings response studies on non-banking firms. To obtain robust test results, we extend...

pulp cap and pulp response

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