Richard R. Mendenhall
Finance · 2004–2006
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 29 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #1,322 of 10,518 by trust here, #1,496 by citations
Whom Richard R. Mendenhall trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Richard R. Mendenhall overall
- Jeffrey Ng
- Tarun Chordia
- T. Rusticus
- Joshua Livnat
- Alon Brav
- Jeffrey Pontiff
- Scott A. Richardson
- Rodrigo S. Verdi
- Heiko Jacobs
- Ronnie Sadka
Papers from Richard R. Mendenhall's perspective
Ordered by how strongly the researchers Richard R. Mendenhall trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross-Section of Volatility and Expected Returns
- The Cross‐Section of Expected Stock Returns
- Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
- Managerial Decisions and Long-Term Stock Price Performance
- Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
- Managerial Decisions and Long-Term Stock Price Performance
- Investment Banking and Securities Issuance
- Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing
- The Behavior of Stock-Market Prices
- Are Dividend Changes a Sign of Firm Maturity
Their papers
- Comparing the Post–Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts (2006) — 614 citations
- Earnings expectations, investor trade size, and anomalous returns around earnings announcements (2005) — 258 citations
- Arbitrage Risk and Post-Earnings-Announcement Drift (2004) — 402 citations