Forecasting Profitability And Earnings

By Eugene F. Fama, Kenneth R. French. 2000

122 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/752422e633ac463cde068ad686542e25fd7df970

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Citations in the corpus

Market Expectations in the Cross Section of Present Values (2012, unknown): “Fama and French (2000) show a steep downward trend the fraction of U.S. firms paying dividends, with only 20.8% of firms classified as dividend payers in 1999.”
Earnings Management Using Classification Shifting: an Examination of Core Earnings and Special Items (2006, unknown): “Inclusion of both levels and changes is also consistent with prior literature that forecasts changes in profitability (e.g., Fama and French 2000; Fairfield and Yohn 2001; Penman and Zhang 2002).”
The Level and Persistence of Growth Rates (2003, methodology): “Some support for this logic comes from Fama and French (2000a).”
Evaluating cross-sectional forecasting models for implied cost of capital (2014, unknown): “The model developed in HVZ is an extension of the cross-sectional profitability models in Fama and French (2000, 2006), Hou and Robinson (2006), and Hou and van Dijk (2011).”
The Power of the Street: Evidence from Egypt's Arab Spring (2017, background): “In addition, because there might be other factors correlated across connected firms, we report adjusted standard errors and portfoliobased results that account for potential cross-firm correlation of residual returns in the appendix (Schipper and Thompson, 1983; Fama and French, 2000; Greenwood, 200”
Financial Constraints Risk (2006, unknown): “We also include three extra variables found by Fama and French (2000) to be good predictors of profitability: the ratio of dividends to total assets, average profitability over the previous three quarters, and a dummy if profitability was positive in time t – 1.”