Predictability and the Earnings-Returns Relation

By Gil Sadka, Ronnie Sadka. 2009

159 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/c675f80508fd35232aa6ef74aba57e091ac75b05

Citations in the corpus

• Asset Pricing with Fading Memory (2019, unknown): “In contrast, empirically, aggregate earnings changes have a sizable transitory component at short horizons of one to four quarters that is predictable by past earnings (Kothari, Lewellen, and Warner 2006) and by stock returns in recent quarters (Sadka and Sadka 2009).”