Earnings forecast revisions and security returns: Canadian evidence
Article Abstract:
There has been much research on earnings forecast data in the recent past, but most of it concentrates on U.S. earnings information and there has been little international evidence. A study of Canadian security returns during the period 1979-1988 is analysed to test the impact of revisions to financial analysts' forecasts.
Publication Name: Accounting and Business Research
Subject: Business
ISSN: 0001-4788
Year: 1995
User Contributions:
Comment about this article or add new information about this topic:
Reverse stock splits and earnings performance
Article Abstract:
Issues concerning a study of reverse stock splits and their impact on earnings performance are discussed. Performance is shown to be stronger after reverse stock splits and reasons for negative responses to these splits are presented.
Publication Name: Accounting and Business Research
Subject: Business
ISSN: 0001-4788
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
An empirical investigation of 'closeness to cash' as determinant of earnings response coefficients
Article Abstract:
The earnings response coefficient of operating cash flows and its influence on company earnings is investigated.
Publication Name: Accounting and Business Research
Subject: Business
ISSN: 0001-4788
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Firm size, book-to-market ratio, and security returns: a holdout sample of financial firms
- Abstracts: Market orientation, service quality and business profitability: a conceptual model and empirical evidence
- Abstracts: Thailand's domestic debt and equity markets return to life. Public sector: Bangchak Petroleum
- Abstracts: Emporio Armani and LAUNCH.com create music and style partnership. Mattel ties in with 'Got Milk?' campaign to introduce breakfast with Barbie doll
- Abstracts: Analytics of duration and convexity for bonds with embedded options: the case of convertibles. A new stochastic duration based on the Vasicek and CIR term structure theories